# EDGAR Filing Document

**Accession Number:** 0000939934
**File Stem:** 0001752724-25-182712
**Filing Date:** 2025-7
**Character Count:** 1546184
**Document Hash:** 1e417343ff2f6cb971af95a804b38ac1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-182712.hdr.sgml**: 20250729

**ACCESSION NUMBER**: 0001752724-25-182712

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250729

**DATE AS OF CHANGE**: 20250729

**PERIOD START**: 20250531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL INVESTMENTS TRUST
- **CENTRAL INDEX KEY:** 0000939934

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07257
- **FILM NUMBER:** 251162834

**BUSINESS ADDRESS:**
- **STREET 1:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAK
- **STATE:** PA
- **ZIP:** 19456
- **BUSINESS PHONE:** 610 676-3097

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

## Series and Classes Contracts Data

### SIIT CORE FIXED INCOME (Series ID: S000006766)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000018355 | SIIT CORE FIXED INCOME - CLASS A | SCOAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SEI INSTITUTIONAL INVESTMENTS TRUST

- **b. Investment Company Act file number:** 811-07257

- **c. CIK number of Registrant:** 0000939934

- **d. LEI of Registrant:** 0N2JSH1PTH72JCCP2A88

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

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

  - **City:** OAKS

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19456

  - **Telephone number:** 8003425734

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

- **a. Name of Series:** SIIT CORE FIXED INCOME FUND

- **b. EDGAR series identifier (if any):** S000006766

- **c. LEI of Series:** SXK83A75E34T00QJ6S37

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

- **a. Date of fiscal year-end:** 2025-05-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $9531752476.70

**Total Liabilities:** $723352884.88

**Net Assets:** $8808399591.82

**Cash Not Reported:** $5954914.64

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14699.03551575 | **1-Year:** -304047.92641562 | **5-Year:** -950651.62205637 | **10-Year:** -1375637.12193196 | **30-Year:** -434094.41156797

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

- **3-Month:** -3445.47908746 | **1-Year:** -60595.63424034 | **5-Year:** -148615.17732194 | **10-Year:** -207123.73220599 | **30-Year:** -53548.85493751

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018355 | -0.76%               | 0.46%                | 0.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-19050100.56            | $-77045383.89                              |
| Month 2  | $9304714.32              | $-6483931.87                               |
| Month 3  | $10066306.28             | $-42184617.37                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Bond Index (USD)

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5354                                                         | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5662081 | PA      | $5720148.17   | 0.06%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-82 FH                                                  | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1427797 | PA      | $1406752.80   | 0.02%             | 2046-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                  | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                   | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |   2731000 | PA      | $2720423.33   | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9221                                                         | CUSIP: 3140QVG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1261401 | PA      | $1274773.98   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    769000 | PA      | $543724.70    | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8205                                                        | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  29291765 | PA      | $23877649.81  | 0.27%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5194                                                      | CUSIP: 36179TXX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    117311 | PA      | $115607.91    | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5138                                                         | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8654935 | PA      | $8580231.62   | 0.10%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-184 GC                          | CUSIP: 38384XN25<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  22041405 | PA      | $20878143.25  | 0.24%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 5.200000% 03/15/2035                                                   | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1991000 | PA      | $1999837.23   | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4427 CE                                                    | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    183213 | PA      | $180409.97    | 0.00%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FWDP 5Y RTP4.235 31-12-25                                         | FWDP 5Y RTP4.235 31-12-25 EXPIRATION: 12/31/2025                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  71970000 | NC      | $313205.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA LUX SARL / JBS USA FOOD CO / JBS USA FOODS 6.375000% 02/25/2055           | CUSIP: 472140AC6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |    405000 | PA      | $402610.50    | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-60 IO                           | CUSIP: 38380R4L1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2270313 | PA      | $139068.23    | 0.00%             | 2063-05-16      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| CAYUGA PARK CLO                                                   | CAYUGA PARK CLO LTD CYGPK 2020-1A AR                                              | CUSIP: 149791AP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2360000 | PA      | $2363405.48   | 0.03%             | 2034-07-17      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                    | SMRT 2022-MINI SMRT 2022-MINI A                                                   | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5430000 | PA      | $5402850.00   | 0.06%             | 2039-01-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5708                                                         | CUSIP: 3140XMKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    246150 | PA      | $240617.02    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                 | T-MOBILE US TRUST 2022-1 TMUST 2022-1A A                                          | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    564242 | PA      | $564512.41    | 0.01%             | 2028-05-22      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RE0031                                                        | CUSIP: 3133LWA85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    863378 | PA      | $687183.39    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM5904                                                         | CUSIP: 3140X9R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189979 | PA      | $157049.21    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SB0810                                                        | CUSIP: 3132CW3T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1482241 | PA      | $1375322.60   | 0.02%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                   | BP CAPITAL MARKETS AMERICA INC 4.893000% 09/11/2033                               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1803945.16   | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-69 BF                                                  | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1072812 | PA      | $1059077.57   | 0.01%             | 2046-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1454                                                         | CUSIP: 3140XGTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    640044 | PA      | $570312.73    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4747                                                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13663 | PA      | $13666.92     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                               | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST NAROT 2025-A A4                        | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2222000 | PA      | $2228876.20   | 0.03%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786340                                                      | CUSIP: 3622AB4Z2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    487950 | PA      | $476947.19    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4653                                                         | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11576681 | PA      | $9864549.68   | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                        | OTIS WORLDWIDE CORP 3.112000% 02/15/2040                                          | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $751329.48    | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1171                                                         | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    325513 | PA      | $277574.12    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8199                                                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  33205814 | PA      | $25875118.65  | 0.29%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CROWLEY CONRO, LLC                                                | CROWLEY CONRO LLC 4.181000% 08/15/2043                                            | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |    680862 | PA      | $594961.77    | 0.01%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                            | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6630000 | PA      | $6658886.31   | 0.08%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 2.699000% 01/22/2031                                           | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9122.50      | 0.00%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-63 IO                           | CUSIP: 38380R2L3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3357475 | PA      | $197856.67    | 0.00%             | 2061-04-16      | Floating      | 0.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG A24156                                                   | CUSIP: 31297BTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10687 | PA      | $11089.09     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS4625                                                         | CUSIP: 3138WED71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4136530 | PA      | $3638332.01   | 0.04%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2003-124 TS                                                 | CUSIP: 31393USG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2995 | PA      | $3015.07      | 0.00%             | 2034-01-25      | Floating      | 9.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6030                                                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    111343 | PA      | $97338.87     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0313                                                        | CUSIP: 3132D9K29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2295318 | PA      | $1928787.28   | 0.02%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TPG REAL ESTATE FINANCE ISSUER LTD                                | TRTX 2022-FL5 ISSUER LTD TRTX 2022-FL5 A                                          | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3593127 | PA      | $3593102.18   | 0.04%             | 2039-02-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                   | VANTAGE DATA CENTERS LLC VDC 2020-2A A2                                           | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4950000 | PA      | $4605871.55   | 0.05%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP 5.875000% 03/15/2055                                                  | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1692000 | PA      | $1634007.43   | 0.02%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 394854                                                         | CUSIP: 31378CTK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5627 | PA      | $5777.06      | 0.00%             | 2027-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.875000% 04/30/2029                                              | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6838000 | PA      | $6582109.18   | 0.07%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2025-3 A1A                                              | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4531000 | PA      | $4538443.98   | 0.05%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-106 KS                          | CUSIP: 38376JEF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1104612 | PA      | $93616.12     | 0.00%             | 2039-11-20      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A2               | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2595000 | PA      | $2595747.36   | 0.03%             | 2027-07-20      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 2.800000% 08/12/2041                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    657000 | PA      | $428351.02    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0560                                                         | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    994050 | PA      | $764510.51    | 0.01%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 4.250000% 10/01/2027                                          | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2070009.44   | 0.02%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 4.950000% 06/15/2028                                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281905.30    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4937 MD                                                    | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1173249 | PA      | $1034077.92   | 0.01%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                        | JP MORGAN MORTGAGE TRUST 2021-10 JPMMT 2021-10 A3                                 | CUSIP: 46654AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7714805 | PA      | $6163103.08   | 0.07%             | 2051-12-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NJ TRUST                                                          | NJ TRUST 2023-GSP NJ 2023-GSP A                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1430000 | PA      | $1493906.70   | 0.02%             | 2029-01-06      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-29 AG                           | CUSIP: 38382NZ83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    132092 | PA      | $129678.39    | 0.00%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                  | WORLD OMNI AUTO RECEIVABLES TRUST 2025-B WOART 2025-B A2A                         | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1098813.98   | 0.01%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP 5.625000% 04/01/2035                                           | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   5815000 | PA      | $5746835.99   | 0.07%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2025-4 A                                                | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4531000 | PA      | $4565549.78   | 0.05%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS, LP                                       | SPECTRA ENERGY PARTNERS LP 3.375000% 10/15/2026                                   | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137532.30    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS8001                                                         | CUSIP: 3140XP3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5091766 | PA      | $5071986.45   | 0.06%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                               | TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST TAOT 2023-B A3                         | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1771698 | PA      | $1773223.26   | 0.02%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 1999-11 Z                                                   | CUSIP: 31359VHQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20634 | PA      | $20148.61     | 0.00%             | 2029-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                | BERRY GLOBAL INC 5.650000% 01/15/2034                                             | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1017387.23   | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -4 | NC      | $-464250.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 05/15/2032           | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1709000 | PA      | $1469022.90   | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                    | ING GROEP NV 5.525000% 03/25/2036                                                 | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |   3114000 | PA      | $3106442.79   | 0.04%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM3325                                                         | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2376370 | PA      | $2110856.31   | 0.02%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS6640                                                         | CUSIP: 3140XNLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2578502 | PA      | $2445997.28   | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 2.300000% 11/01/2030                  | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   6675000 | PA      | $5817420.03   | 0.07%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AQ4078                                                         | CUSIP: 3138MKQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81849 | PA      | $77837.56     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                     | CITIBANK NA 4.576000% 05/29/2027                                                  | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6676000 | PA      | $6685505.56   | 0.08%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.375000% 08/15/2026                                              | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4375000 | PA      | $4389355.47   | 0.05%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3873                                                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    323940 | PA      | $286302.38    | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                       | UNITED PARCEL SERVICE INC 6.050000% 05/14/2065                                    | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1747051.58   | 0.02%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON.COM INC 3.875000% 08/22/2037                                               | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2218625.96   | 0.03%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AD6438                                                         | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     93651 | PA      | $93688.50     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                         | DUKE ENERGY PROGRESS LLC 5.550000% 03/15/2055                                     | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2515071.42   | 0.03%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                              | SIEMENS FUNDING BV 144A 5.800000% 05/28/2055                                      | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |   1181000 | PA      | $1195975.08   | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR2643                                                         | CUSIP: 3140L05D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    318796 | PA      | $251353.20    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                 | TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1584960.76   | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6603                                                      | CUSIP: 36179VKQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     89669 | PA      | $88410.92     | 0.00%             | 2050-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                 | BURLINGTON NORTHERN SANTA FE LLC 7.290000% 06/01/2036                             | CUSIP: 12189TAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $232064.35    | 0.00%             | 2036-06-01      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 474720                                                       | CUSIP: 36209LK96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2219 | PA      | $2234.46      | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-179 IO                          | CUSIP: 38381JZQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  16187615 | PA      | $692496.44    | 0.01%             | 2063-09-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                            | GENERAL MOTORS FINANCIAL CO INC 5.450000% 07/15/2030                              | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2671000 | PA      | $2674673.37   | 0.03%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2284                                                        | CUSIP: 3132DPRD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    847947 | PA      | $858345.27    | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QK1354                                                        | CUSIP: 3133D4QF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    546661 | PA      | $459368.78    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC STRIPS FHS 271 30                                                     | CUSIP: 3128HXTR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    654737 | PA      | $597566.15    | 0.01%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA, NATIONAL ASSOCIATION                               | HSBC BANK USA NA 7.000000% 01/15/2039                                             | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    510000 | PA      | $573321.05    | 0.01%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                               | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192571 | PA      | $181166.83    | 0.00%             | 2055-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| DELTA FUNDING HOME EQUITY LOAN TRUST                              | DELTA FUNDING HOME EQUITY LOAN TRUST 1999-3 DELHE 1999-3 A1A                      | CUSIP: 24763LFX3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    114111 | PA      | $111111.37    | 0.00%             | 2029-09-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZS4602                                                        | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2610533 | PA      | $2304198.41   | 0.03%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0037                                                         | CUSIP: 3140XFBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363772 | PA      | $316123.21    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                          | ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1                                    | CUSIP: 03464WAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     84106 | PA      | $80475.19     | 0.00%             | 2065-05-25      | Floating      | 1.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL 30YR TBA (JUNE)                                                | CUSIP: 21H050664<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  37100000 | PA      | $35986817.10  | 0.41%             | 2055-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786709                                                      | CUSIP: 3622ACKW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    415692 | PA      | $406582.31    | 0.00%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2991                                                        | CUSIP: 3132DQKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    750957 | PA      | $621342.58    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                     | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2                        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2163153 | PA      | $2172093.57   | 0.02%             | 2041-10-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5065                                                        | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6095867 | PA      | $5364544.97   | 0.06%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    900000 | PA      | $746428.54    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5200 KQ                                                    | CUSIP: 3137H6H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    137197 | PA      | $125452.62    | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1412107.99   | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC0161                                                        | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    209671 | PA      | $165110.80    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-107 C                           | CUSIP: 38383TLM3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4710947 | PA      | $3841632.80   | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB9953                                                         | CUSIP: 31417HBX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1980288 | PA      | $1827806.03   | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                               | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST TAOT 2025-B A4                         | CUSIP: 89231HAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1542000 | PA      | $1548755.35   | 0.02%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                           | NISSAN AUTO LEASE TRUST 2025-A NALT 2025-A A3                                     | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2733000 | PA      | $2753619.39   | 0.03%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A1                                 | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1112351 | PA      | $915997.69    | 0.01%             | 2066-07-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1695000 | PA      | $1694620.32   | 0.02%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP MTN 3.500000% 03/01/2027                                          | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177618.47    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5207 PA                                                    | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1612488 | PA      | $1431175.44   | 0.02%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION, LLC                                     | FIRSTENERGY TRANSMISSION LLC 5.000000% 01/15/2035                                 | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4348734.51   | 0.05%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCK TRUST                                                        | ROCK TRUST 2024-CNTR ROCC 2024-CNTR A                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2100000 | PA      | $2126501.16   | 0.02%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM4896                                                         | CUSIP: 3140J9NN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6998006 | PA      | $6218646.64   | 0.07%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QI8824                                                        | CUSIP: 3133WFYV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1699207 | PA      | $1689492.52   | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 TL                           | CUSIP: 38379XN63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1380052 | PA      | $1128464.13   | 0.01%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    172375 | PA      | $163794.21    | 0.00%             | 2059-09-25      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-24 AH                           | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    592905 | PA      | $498291.55    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785432                                                      | CUSIP: 3622AA4R2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1945177 | PA      | $1612245.58   | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST            | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2019-OSB A               | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1858633.80   | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.000000% 04/30/2032                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  88795000 | PA      | $87920924.22  | 1.00%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP MTN 3.700000% 01/30/2026                                          | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1061037.39   | 0.01%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 840065                                                         | CUSIP: 31407TJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2932 | PA      | $2965.46      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a rl                                  | GREENSAIF PIPELINES BIDCO SARL 144A 6.102700% 08/23/2042                          | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | NUSS              | SA        |   1985000 | PA      | $1951773.09   | 0.02%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-15 FA                                                  | CUSIP: 3136B36T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    545617 | PA      | $530428.15    | 0.01%             | 2049-04-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                           | TRANS-ALLEGHENY INTERSTATE LINE CO 144A 5.000000% 01/15/2031                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2070842.53   | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2010-111 KF                                                 | CUSIP: 31398NWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3069617 | PA      | $3048195.98   | 0.03%             | 2040-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8044                                                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2326354 | PA      | $2074682.47   | 0.02%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.700000% 04/01/2051           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1609286.98   | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN DD8211                                                         | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2092602 | PA      | $2088108.77   | 0.02%             | 2055-05-01      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F022667<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  23575000 | PA      | $19197671.09  | 0.22%             | 2055-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QK1191                                                        | CUSIP: 3133D4KC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    803815 | PA      | $675834.29    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT3874                                                         | CUSIP: 3138WRJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42667 | PA      | $40956.11     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1661                                                        | CUSIP: 3132DNZ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3888687 | PA      | $3248615.04   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ2630                                                        | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    875322 | PA      | $903874.46    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4838                                                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    509908 | PA      | $472901.09    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8211                                                        | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9184701 | PA      | $7149436.82   | 0.08%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2579                                                         | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    369744 | PA      | $348545.79    | 0.00%             | 2036-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BP4037                                                         | CUSIP: 3140KBPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    207848 | PA      | $186469.10    | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3159082.86   | 0.04%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC0041                                                        | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    264136 | PA      | $208015.14    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 5.244000% 01/24/2031                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1329507.51   | 0.02%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5875804 | PA      | $5127901.23   | 0.06%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD5654                                                        | CUSIP: 3132DTH78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5584129 | PA      | $5564040.75   | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  30028000 | PA      | $29908357.04  | 0.34%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BS3452                                                         | CUSIP: 3140LDZS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4742394 | PA      | $2934419.62   | 0.03%             | 2051-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                    | TEXAS INSTRUMENTS INC 5.150000% 02/08/2054                                        | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    772000 | PA      | $707711.66    | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2008-24 NA                                                  | CUSIP: 31397LDB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3414 | PA      | $3602.07      | 0.00%             | 2037-06-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7502                                                         | CUSIP: 3140XPKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2142001 | PA      | $2166073.90   | 0.02%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 627895                                                       | CUSIP: 36291GRQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11181 | PA      | $11339.76     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                          | ANGEL OAK MORTGAGE TRUST 2021-7 AOMT 2021-7 A3                                    | CUSIP: 03464JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    614105 | PA      | $527493.43    | 0.01%             | 2066-10-25      | Floating      | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR6515                                                         | CUSIP: 3140L5GZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137299 | PA      | $108157.00    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR2641                                                         | CUSIP: 3140L05B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    255357 | PA      | $199933.51    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                           | HF SINCLAIR CORP 5.000000% 02/01/2028                                             | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3577585.53   | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD                                    | GOLUB CAPITAL PARTNERS CLO 66B LTD GCBSL 2023-66A A                               | CUSIP: 38179MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    890000 | PA      | $889777.50    | 0.01%             | 2036-04-25      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C APT1                           | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2257809 | PA      | $2051978.29   | 0.02%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                | CHILE ELECTRICITY LUX MPC SARL 144A 6.010000% 01/20/2033                          | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1646100 | PA      | $1689310.13   | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR8518                                                         | CUSIP: 3140L7PC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    194694 | PA      | $153601.69    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                          | SYNCHRONY CARD ISSUANCE TRUST SYNIT 2025-A1 A                                     | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3016000 | PA      | $3047595.01   | 0.03%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4631                                                         | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1858821 | PA      | $1607443.40   | 0.02%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB3771                                                         | CUSIP: 3140QPFM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2637998 | PA      | $2347188.20   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4521                                                         | CUSIP: 3140XLAX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2212800 | PA      | $2164492.90   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1539                                                         | CUSIP: 3140XGV97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    365337 | PA      | $323368.62    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2863                                                         | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    667145 | PA      | $581951.81    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 5.707000% 04/22/2028                                         | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $1396331.30   | 0.02%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA5964                                                         | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1243947 | PA      | $1095172.06   | 0.01%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4126                                                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1945620 | PA      | $1718056.16   | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                            | PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.400000% 03/30/2050                  | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   2919000 | PA      | $2449041.00   | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-1 AB                                                   | CUSIP: 3136B3D80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    546196 | PA      | $501920.60    | 0.01%             | 2049-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC 4.400000% 02/14/2026                                             | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    203000 | PA      | $202696.70    | 0.00%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3006                                                         | CUSIP: 3140XJKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    743333 | PA      | $629771.21    | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5114 AD                                                    | CUSIP: 3137H0NN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7961647 | PA      | $6835171.06   | 0.08%             | 2047-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5412                                                         | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1225193 | PA      | $1087955.25   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP 2.592000% 04/29/2031                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9445000 | PA      | $8521697.51   | 0.10%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1936                                                        | CUSIP: 3132DPEH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    659061 | PA      | $587829.35    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4019                                                         | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3112805 | PA      | $2570064.29   | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                              | SIEMENS FUNDING BV 144A 5.200000% 05/28/2035                                      | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |   2328000 | PA      | $2336613.60   | 0.03%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8490                                                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    405907 | PA      | $396083.73    | 0.00%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                | PIEDMONT NATURAL GAS CO INC 5.100000% 02/15/2035                                  | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2710211.71   | 0.03%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2018-RPL9 TRUST CSMC 2018-RPL9 A                                             | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2432030 | PA      | $2343051.87   | 0.03%             | 2057-09-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 587354                                                       | CUSIP: 36201MQF2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     17323 | PA      | $17303.67     | 0.00%             | 2032-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 898853                                                         | CUSIP: 31410VTJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2246 | PA      | $2324.32      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 4.600000% 08/14/2034                                               | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2110573.09   | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO 3.950000% 12/01/2047                                  | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $1826482.01   | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2709                                                         | CUSIP: 3140XJAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3809877 | PA      | $3387109.59   | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5396 HF                                                    | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2760949 | PA      | $2775062.00   | 0.03%             | 2054-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785862                                                      | CUSIP: 3622ABMK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3586075 | PA      | $3138780.33   | 0.04%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                | BOSTON GAS CO 144A 4.487000% 02/15/2042                                           | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114696.88    | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                       | ALLY AUTO RECEIVABLES TRUST 2022-3 ALLYA 2022-3 A4                                | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    876000 | PA      | $879958.99    | 0.01%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 310238                                                         | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1974049 | PA      | $1791349.99   | 0.02%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                             | SHELL FINANCE US INC 4.000000% 05/10/2046                                         | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    170000 | PA      | $132351.13    | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB5692                                                         | CUSIP: 31417CKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    314576 | PA      | $296568.31    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                       | BBCMS MORTGAGE TRUST 2025-5C34 BBCMS 2025-5C34 A3                                 | CUSIP: 07337BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1547000 | PA      | $1598985.23   | 0.02%             | 2058-05-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NETAPP, INC.                                                      | NETAPP INC 5.500000% 03/17/2032                                                   | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2398318.25   | 0.03%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                         | DLLAD 2024-1 LLC DLLAD 2024-1A A3                                                 | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4980000 | PA      | $5051423.16   | 0.06%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 604785                                                       | CUSIP: 36200M2S1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3025 | PA      | $3052.23      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 991549                                                         | CUSIP: 31415WQA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8084 | PA      | $8437.01      | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B NAVSL 2018-BA A2A                     | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    134571 | PA      | $133830.36    | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1                           | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2187221 | PA      | $1926360.00   | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD2132                                                        | CUSIP: 3133AYLM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1149739 | PA      | $987210.30    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 527247                                                         | CUSIP: 31384LWG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       968 | PA      | $1010.76      | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9508                                                         | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1679154 | PA      | $1733927.08   | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                   | NELNET STUDENT LOAN TRUST 2005-3 NSLT 2005-3 A5                                   | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1305891 | PA      | $1295025.25   | 0.01%             | 2035-12-24      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $751650.31    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q17792                                                   | CUSIP: 3132J9C63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    284447 | PA      | $262892.71    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.550000% 06/01/2034           | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    730000 | PA      | $763703.57    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FP0028                                                         | CUSIP: 3140XTA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    336309 | PA      | $289667.44    | 0.00%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 3.250000% 03/15/2028                    | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    995000 | PA      | $958889.23    | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                              | JERSEY CENTRAL POWER & LIGHT CO 5.100000% 01/15/2035                              | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    970000 | PA      | $949260.76    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                             | ENTERGY ARKANSAS LLC 2.650000% 06/15/2051                                         | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    919000 | PA      | $521682.18    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4184 FN                                                    | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    366114 | PA      | $358705.28    | 0.00%             | 2043-03-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                   | HUDSON PACIFIC PROPERTIES LP 3.250000% 01/15/2030                                 | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    180000 | PA      | $121523.23    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5647                                                         | CUSIP: 3140XMHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    510214 | PA      | $509640.22    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST                            | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A2                      | CUSIP: 86358ELL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1875523 | PA      | $1810710.52   | 0.02%             | 2034-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AQ4555                                                         | CUSIP: 3138MLBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    192139 | PA      | $182421.85    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4701000 | PA      | $4699946.98   | 0.05%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                         | AGREE LP 5.600000% 06/15/2035                                                     | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1337517.68   | 0.02%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-45 TM                                                  | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1058103 | PA      | $948283.63    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-138 PT                          | CUSIP: 38383YCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7001727 | PA      | $5740765.11   | 0.07%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2021-RPL3 TRUST CSMC 2021-RPL3 A1                                            | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1909279 | PA      | $1670252.94   | 0.02%             | 2060-01-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB3864                                                         | CUSIP: 31417AJJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    847081 | PA      | $784058.67    | 0.01%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K143 X1                   | CUSIP: 3137H74C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6970738 | PA      | $146422.43    | 0.00%             | 2055-04-25      | Floating      | 0.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD4166                                                        | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1275432 | PA      | $1113204.18   | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                    | PSEG POWER LLC 144A 5.750000% 05/15/2035                                          | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5685000 | PA      | $5725806.53   | 0.07%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QH9530                                                        | CUSIP: 3133CNST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1548375 | PA      | $1534897.44   | 0.02%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 2174 PN                                                    | CUSIP: 3133TLMU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3245 | PA      | $3271.59      | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BK8309                                                         | CUSIP: 3140HNGT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16594 | PA      | $15881.22     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0328                                                         | CUSIP: 3140FXLJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    971450 | PA      | $940726.59    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-13 PA                                                  | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    622515 | PA      | $575756.50    | 0.01%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB1878                                                         | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1056881 | PA      | $906165.76    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8950000 | PA      | $8657311.55   | 0.10%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                              | BA CREDIT CARD TRUST BACCT 2023-A2 A2                                             | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2035000 | PA      | $2054014.84   | 0.02%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787356                                                      | CUSIP: 3622ADBZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8983670 | PA      | $7484094.02   | 0.08%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G67708                                                   | CUSIP: 3132XCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2199446 | PA      | $1997235.98   | 0.02%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT8394                                                         | CUSIP: 3138WWKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    210105 | PA      | $199436.82    | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                          | LCM 37 LTD LCM 37A A1R                                                            | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7483920.00   | 0.08%             | 2034-04-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0310                                                        | CUSIP: 3132D9KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     80730 | PA      | $68094.52     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP MTN 1.922000% 10/24/2031                                     | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    765000 | PA      | $658499.87    | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787540                                                      | CUSIP: 3622ADHR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3485722 | PA      | $3225245.33   | 0.04%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR5587                                                         | CUSIP: 3140L4F53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    273789 | PA      | $216464.04    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 5.750000% 07/15/2064                                       | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    829000 | PA      | $773734.67    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC 5.850000% 11/01/2064                                                    | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    313000 | PA      | $280208.24    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED             | CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII I SBM7 2003-HYB1 A               | CUSIP: 79549AYG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11346 | PA      | $11609.67     | 0.00%             | 2033-09-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB0610                                                         | CUSIP: 3140QKVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9953705 | PA      | $8252371.37   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL7500                                                         | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159660 | PA      | $150729.58    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1552                                                        | CUSIP: 3132DNWM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1295981 | PA      | $1132214.32   | 0.01%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-105 P                           | CUSIP: 38382TXL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5017644 | PA      | $4011299.82   | 0.05%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS INC 4.272000% 01/15/2036                                   | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1306555.63   | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3941                                                         | CUSIP: 3140XKLX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    512436 | PA      | $498598.44    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR2644                                                         | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183072 | PA      | $144243.84    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                               | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2004-AR5 1A1              | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25132 | PA      | $24002.86     | 0.00%             | 2034-10-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BK2375                                                         | CUSIP: 3140HFT90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    643382 | PA      | $595455.96    | 0.01%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.750000% 05/15/2028                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  41945000 | PA      | $41820475.78  | 0.47%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 955183                                                         | CUSIP: 31413TUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     11341 | PA      | $11835.70     | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786823                                                      | CUSIP: 3622ACPG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    256950 | PA      | $257732.33    | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787804                                                      | CUSIP: 3622ADRZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2057259 | PA      | $1895749.20   | 0.02%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB3882                                                         | CUSIP: 31417AJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    390874 | PA      | $380029.82    | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                           | WALT DISNEY CO/THE 3.500000% 05/13/2040                                           | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   3945000 | PA      | $3167830.46   | 0.04%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                   | STATE OF ISRAEL 5.625000% 02/19/2035                                              | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1936000 | PA      | $1911935.52   | 0.02%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE, INC.                                         | CRH AMERICA FINANCE INC 5.500000% 01/09/2035                                      | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1345260.66   | 0.02%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                  | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    203822 | PA      | $191146.90    | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 06/01/2041           | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    395000 | PA      | $277603.86    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 5.300000% 04/15/2047                                           | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    781000 | PA      | $663817.89    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 5.330000% 07/23/2035                                  | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $2681083.60   | 0.03%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BD2455                                                         | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    917857 | PA      | $802170.68    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $775009.76    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AU1625                                                         | CUSIP: 3138X0YX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102303 | PA      | $94129.70     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                    | HARBORVIEW MORTGAGE LOAN TRUST 2005-9 HVMLT 2005-9 2A1C                           | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    769746 | PA      | $720509.44    | 0.01%             | 2035-06-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785192                                                      | CUSIP: 3622AAUR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    378609 | PA      | $346009.74    | 0.00%             | 2050-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-79 FA                                                  | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1670566 | PA      | $1622014.55   | 0.02%             | 2050-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD4017                                                        | CUSIP: 3132E0PA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    651795 | PA      | $662517.29    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A                            | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3125739 | PA      | $2887104.39   | 0.03%             | 2051-02-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP.                                | GOLDMAN SACHS PRIVATE CREDIT CORP 144A 6.250000% 05/06/2030                       | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1776200.86   | 0.02%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM4737                                                         | CUSIP: 3140X8HP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    235216 | PA      | $210825.20    | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE REALTY HOLDINGS LP 3.500000% 08/01/2026                                | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $992898.87    | 0.01%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1381                                                        | CUSIP: 3132DNRA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1589250 | PA      | $1531114.49   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 937300                                                         | CUSIP: 31412WX50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2849 | PA      | $2959.77      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS 6.350000% 02/12/2048                                          | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    266000 | PA      | $173051.70    | 0.00%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.750000% 05/15/2028                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5250000 | PA      | $5234414.06   | 0.06%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                            | LOWE'S COS INC 5.000000% 04/15/2040                                               | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1843910.24   | 0.02%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA9102                                                      | CUSIP: 36179YDF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3435623 | PA      | $3067557.45   | 0.03%             | 2053-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CC0327                                                         | CUSIP: 3140Y6LH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1770416 | PA      | $1774216.29   | 0.02%             | 2055-04-01      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                            | CONOCOPHILLIPS CO 4.150000% 11/15/2034                                            | CUSIP: 20826FAF3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    458000 | PA      | $418352.29    | 0.00%             | 2034-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN DC2967                                                         | CUSIP: 3140AQJM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3534516 | PA      | $3512896.87   | 0.04%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                             | ARI FLEET LEASE TRUST 2025-B ARIFL 2025-B B                                       | CUSIP: 00193GAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1545000 | PA      | $1548081.81   | 0.02%             | 2034-03-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5202 BH                                                    | CUSIP: 3137H5ZK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    749730 | PA      | $687023.64    | 0.01%             | 2047-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON.COM INC 3.450000% 04/13/2029                                               | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    550000 | PA      | $538028.65    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                         | OBX 2023-NQM6 TRUST OBX 2023-NQM6 A1                                              | CUSIP: 67117VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2274179 | PA      | $2289660.13   | 0.03%             | 2063-07-25      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 BX 2024-VLT5 A                             | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2080000 | PA      | $2069268.66   | 0.02%             | 2046-11-13      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  28900000 | PA      | $28574875.00  | 0.32%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE INTEREST STRIP FNS 426 C43                                             | CUSIP: 31422M2F2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7568228 | PA      | $980123.84    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1629                                                         | CUSIP: 31418AY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    215690 | PA      | $208862.09    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                         | TOWD POINT MORTGAGE TRUST 2021-1 TPMT 2021-1 A1                                   | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    829424 | PA      | $769495.31    | 0.01%             | 2061-11-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | STORE CAPITAL LLC 144A 5.400000% 04/30/2030                                       | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    885000 | PA      | $881232.31    | 0.01%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2023-39 AI                                                  | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  63811569 | PA      | $8093878.59   | 0.09%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                              | BA CREDIT CARD TRUST BACCT 2023-A2 A2                                             | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4968000 | PA      | $5014420.50   | 0.06%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC/THE 7.750000% 06/15/2031                                         | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    339000 | PA      | $382461.26    | 0.00%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 5.294000% 07/22/2035                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1193713.77   | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AU6735                                                         | CUSIP: 3138X6PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    275219 | PA      | $243618.78    | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-26 FA                                                  | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2184768 | PA      | $2157021.04   | 0.02%             | 2047-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 GMREV 2024-1 A                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6105000 | PA      | $6213816.74   | 0.07%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZT2378                                                        | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1983328 | PA      | $1763660.84   | 0.02%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST                            | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 4 LLC EDVES 2022-A A                    | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1169034 | PA      | $1161107.58   | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 2.615000% 04/22/2032                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1753874.42   | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                             | CAMDEN PROPERTY TRUST 2.800000% 05/15/2030                                        | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    480000 | PA      | $439799.54    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC 5.050000% 11/01/2034                                                    | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    403000 | PA      | $383977.91    | 0.00%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                | PUBLIC SERVICE CO OF OKLAHOMA 5.200000% 01/15/2035                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5912596.88   | 0.07%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1463                                                        | CUSIP: 3132DNTU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    160137 | PA      | $137498.03    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP 1.658000% 03/11/2027                                         | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2378753.55   | 0.03%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QK1204                                                        | CUSIP: 3133D4KR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1169894 | PA      | $982720.22    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-36 FD                                                  | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1783857 | PA      | $1757195.58   | 0.02%             | 2048-06-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2089066.10   | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                       | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020-C6 A2                                     | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    861737 | PA      | $804537.86    | 0.01%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD6140                                                        | CUSIP: 3133B3ZD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    773529 | PA      | $604354.32    | 0.01%             | 2047-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4582 HA                                                    | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3007928 | PA      | $2835113.64   | 0.03%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB0985                                                         | CUSIP: 3140QLCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2006743 | PA      | $1661241.77   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0112                                                        | CUSIP: 3132D9DR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1237418 | PA      | $1048423.58   | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                | BMO 2022-C1 MORTGAGE TRUST BMO 2022-C1 A1                                         | CUSIP: 05609MBY0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    531783 | PA      | $521880.87    | 0.01%             | 2055-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                          | STATE STREET CORP 5.146000% 02/28/2036                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2282336.92   | 0.03%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-151 X1                  | CUSIP: 3137H9JJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  18964296 | PA      | $268268.93    | 0.00%             | 2032-10-25      | Floating      | 0.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2523                                                         | CUSIP: 31418BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    484358 | PA      | $456378.16    | 0.01%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AQ7048                                                         | CUSIP: 3138MNZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23949 | PA      | $22703.26     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 506486                                                       | CUSIP: 36210YUK9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       187 | PA      | $189.60       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                       | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 A5                                   | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3495000 | PA      | $3629215.69   | 0.04%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC4818                                                        | CUSIP: 3133APK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    233331 | PA      | $193018.25    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                         | AGREE LP 2.600000% 06/15/2033                                                     | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    324000 | PA      | $264103.75    | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL0209                                                         | CUSIP: 3138EGGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    112534 | PA      | $110651.77    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 448367                                                       | CUSIP: 36208ECC5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        39 | PA      | $39.84        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5527                                                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    121660 | PA      | $109511.20    | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES LTD                     | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2022-FL1 ARCLO 2022-FL1 A               | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1070131 | PA      | $1070020.55   | 0.01%             | 2037-01-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1328000 | PA      | $994284.89    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                            | ENTERGY LOUISIANA LLC 5.800000% 03/15/2055                                        | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   3090000 | PA      | $2994634.35   | 0.03%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-52 PA                                                  | CUSIP: 3136B53X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108786 | PA      | $95527.14     | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $634697.23    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1341979.85   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AQ4573                                                         | CUSIP: 3138MLCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44675 | PA      | $42420.03     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7174                                                         | CUSIP: 3140XN6L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1447413 | PA      | $1266043.54   | 0.01%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4733                                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8262135 | PA      | $7808965.65   | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 605695                                                       | CUSIP: 36200N3C3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       109 | PA      | $114.01       | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8672000 | PA      | $6245195.00   | 0.07%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB9484                                                        | CUSIP: 3133AGRD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    129562 | PA      | $102318.89    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 579750                                                       | CUSIP: 36201DBT8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1854 | PA      | $1947.34      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                   | HUDSON PACIFIC PROPERTIES LP 4.650000% 04/01/2029                                 | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $2362838.71   | 0.03%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 7.950000% 11/15/2029                                             | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    925000 | PA      | $1029524.23   | 0.01%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6599                                                      | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2077406 | PA      | $1817445.36   | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 612233                                                       | CUSIP: 36202XEE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8257 | PA      | $8411.03      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 5.333000% 03/27/2036                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3106000 | PA      | $3063653.11   | 0.03%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                            | JACKSON FINANCIAL INC 3.125000% 11/23/2031                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2413972.11   | 0.03%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172039.61    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA2753                                                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    856430 | PA      | $758936.82    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3521                                                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    648006 | PA      | $588655.43    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-139 GA                          | CUSIP: 38380HEJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2758044 | PA      | $2476890.77   | 0.03%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD8675                                                        | CUSIP: 3133B6T83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    390501 | PA      | $322957.17    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0741                                                         | CUSIP: 3140XFZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2531368 | PA      | $2261716.85   | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST/FORD CREDIT FORDR 2025-1 A                           | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5996000 | PA      | $6066873.92   | 0.07%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7180                                                         | CUSIP: 3140XN6S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    625346 | PA      | $519278.53    | 0.01%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 460833                                                       | CUSIP: 36208T4S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        82 | PA      | $84.35        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 485974                                                       | CUSIP: 36209Y2F4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2775 | PA      | $2847.81      | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08721                                                   | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2096705 | PA      | $1834894.37   | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-135 AG                          | CUSIP: 38379R3Y7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    492246 | PA      | $421628.96    | 0.00%             | 2058-08-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                               | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 STAR 2021-4 A1                         | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1117704 | PA      | $972437.78    | 0.01%             | 2056-08-25      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-78 FA                                                  | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    451483 | PA      | $444044.02    | 0.01%             | 2044-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 890221                                                         | CUSIP: 31410LAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    351660 | PA      | $357975.21    | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA5968                                                         | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4290603 | PA      | $3552543.21   | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       674 | NC      | $139812875.00 | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K145 X1                   | CUSIP: 3137H7Z22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7969187 | PA      | $160395.04    | 0.00%             | 2032-05-25      | Floating      | 0.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2014-74 FC                                                  | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    513109 | PA      | $502434.16    | 0.01%             | 2044-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                         | INVITATION HOMES OPERATING PARTNERSHIP LP 4.875000% 02/01/2035                    | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1112277.52   | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 841076                                               | CUSIP: 31288QFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2161282 | PA      | $2111182.30   | 0.02%             | 2048-11-01      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177382.11    | 0.00%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                          | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A3                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1750000 | PA      | $1755581.98   | 0.02%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC0885                                                        | CUSIP: 3133AJ6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     67588 | PA      | $53251.76     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                                  | AIB GROUP PLC MTN 5.871000% 03/28/2035                                            | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |   2645000 | PA      | $2684876.87   | 0.03%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM7647                                                         | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2207078 | PA      | $2195124.48   | 0.02%             | 2055-01-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 4.150000% 02/15/2028                                                 | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2032000 | PA      | $2022043.22   | 0.02%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DEUTSCHE BANK AG/NEW YORK NY 6.819000% 11/20/2029                                 | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   1445000 | PA      | $1528967.10   | 0.02%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN DC9067                                                         | CUSIP: 3140AXCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2320000 | PA      | $2336267.84   | 0.03%             | 2055-05-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | CELANESE US HOLDINGS LLC 7.050000% 11/15/2030                                     | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3967733.00   | 0.05%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                       | AMERICAN ASSETS TRUST LP 3.375000% 02/01/2031                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2257218.42   | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 562485                                                       | CUSIP: 36213R2S5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20359 | PA      | $20835.17     | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5202 TA                                                    | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2585905 | PA      | $2358442.46   | 0.03%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 CY                            | CUSIP: 38382MUU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    506306 | PA      | $496835.86    | 0.01%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG C01372                                                   | CUSIP: 31292HQZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2933 | PA      | $3050.19      | 0.00%             | 2032-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS6562                                                         | CUSIP: 3138WGJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    131225 | PA      | $118677.77    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 3.250000% 02/01/2035                                                | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $617250.36    | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $5536337.88   | 0.06%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST                  | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2023-A A3                 | CUSIP: 981944AD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    391326 | PA      | $391531.78    | 0.00%             | 2026-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-H07 KI                          | CUSIP: 38375BQD7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    154353 | PA      | $13203.50     | 0.00%             | 2062-03-20      | Floating      | 1.41%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 NRZT 2022-NQM4 A1                   | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1004776 | PA      | $996281.91    | 0.01%             | 2062-06-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0424                                                         | CUSIP: 3140XFPJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1067750 | PA      | $883230.33    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-96 FB                                                  | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1187415 | PA      | $1164130.40   | 0.01%             | 2047-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4210 Z                                                     | CUSIP: 3137B1W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    532849 | PA      | $429018.61    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO 5.667000% 04/25/2036                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1172189.70   | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS AND ELECTRIC COMPANY                               | LOUISVILLE GAS AND ELECTRIC CO 5.450000% 04/15/2033                               | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5408330.79   | 0.06%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8429                                                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1585745 | PA      | $1580910.31   | 0.02%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG A52161                                                   | CUSIP: 3128KEMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    134924 | PA      | $140556.98    | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 995504                                                         | CUSIP: 31416B3M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19782 | PA      | $20659.77     | 0.00%             | 2038-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4533 AB                                                    | CUSIP: 3137BMFB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1871610 | PA      | $1790525.87   | 0.02%             | 2044-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 1.875000% 02/28/2031                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6050000 | PA      | $5083065.04   | 0.06%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                  | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420878 | PA      | $380524.02    | 0.00%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP MTN 2.875000% 01/15/2026                                           | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3019000 | PA      | $2983057.39   | 0.03%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9161                                                         | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1832004 | PA      | $1920710.60   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                        | AMERICAN TOWER CORP 5.550000% 07/15/2033                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $732812.46    | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2024-II LTD CIFC 2024-2A A1                                          | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2406055.20   | 0.03%             | 2037-04-22      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                    | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A3                             | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2960000 | PA      | $2981410.86   | 0.03%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                               | COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 C                                  | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1680000 | PA      | $1563190.94   | 0.02%             | 2048-10-10      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                          | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1139000 | PA      | $857837.85    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 1.593000% 05/04/2027                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1477003.96   | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1104                                                         | CUSIP: 3140XGGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    440964 | PA      | $364772.73    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S9 A8                | CUSIP: 92922FEV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     96035 | PA      | $94585.27     | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K142 X1                   | CUSIP: 3137H73R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6784710 | PA      | $121611.18    | 0.00%             | 2032-03-25      | Floating      | 0.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    387000 | PA      | $245040.75    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-93 AB                           | CUSIP: 38379XX47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1541091 | PA      | $1256729.98   | 0.01%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO                                                 | PALMER SQUARE CLO 2019-1 LTD PLMRS 2019-1A A1R                                    | CUSIP: 69700GAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2430000 | PA      | $2434561.11   | 0.03%             | 2034-11-14      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785559                                                      | CUSIP: 3622ABB43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1322373 | PA      | $1153121.94   | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8968                                                         | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5155131 | PA      | $4580926.63   | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                          | ANGEL OAK MORTGAGE TRUST 2024-13 AOMT 2024-13 A1                                  | CUSIP: 03466PAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7601866 | PA      | $7581654.52   | 0.09%             | 2069-12-26      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                | BALTIMORE GAS AND ELECTRIC CO 5.450000% 06/01/2035                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1538240.76   | 0.02%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP 4.571000% 04/27/2033                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $2880791.51   | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                               | NELNET STUDENT LOAN TRUST 2021-C NSLT 2021-CA AFX                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1292890 | PA      | $1202895.09   | 0.01%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                     | COLLEGE AVE STUDENT LOANS 2023-A LLC CASL 2023-A A2                               | CUSIP: 193938AB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2119660 | PA      | $2125102.69   | 0.02%             | 2055-05-25      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB0470                                                         | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2769697 | PA      | $2400473.48   | 0.03%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 784667                                                      | CUSIP: 3622AACC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    721060 | PA      | $686888.91    | 0.01%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4199                                                      | CUSIP: 36179SUY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61423 | PA      | $61438.80     | 0.00%             | 2047-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-E NAVSL 2020-EA A                  | CUSIP: 63941TAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    773827 | PA      | $715525.55    | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5473 BF                                                    | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2199957 | PA      | $2188901.38   | 0.02%             | 2054-11-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 5.211000% 12/03/2035                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    695000 | PA      | $681589.00    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE INTEREST STRIP FNS 411 A3                                              | CUSIP: 31395QCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    820958 | PA      | $739844.25    | 0.01%             | 2042-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                     | CITIBANK NA 4.914000% 05/29/2030                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5738000 | PA      | $5786833.36   | 0.07%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP MTN 1.450000% 09/01/2025                                          | CUSIP: 58013MFL3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    850000 | PA      | $843340.04    | 0.01%             | 2025-09-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 600713                                                       | CUSIP: 36200GK21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8648 | PA      | $8807.02      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                    | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2                               | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3005786 | PA      | $3023392.26   | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-24 BC                           | CUSIP: 38382NPQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1304388 | PA      | $995433.00    | 0.01%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7180                                                         | CUSIP: 3140XN6S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2546945 | PA      | $2114947.21   | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1                                            | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    481650 | PA      | $465677.27    | 0.01%             | 2049-07-25      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA9301                                                      | CUSIP: 36179YKN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1716022 | PA      | $1527529.46   | 0.02%             | 2053-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM5783                                                         | CUSIP: 3140X9M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    433722 | PA      | $407252.44    | 0.00%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0447                                                        | CUSIP: 3132D9P81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     88254 | PA      | $74064.21     | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 2.393000% 06/02/2028                                         | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2498018.52   | 0.03%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q44452                                                   | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     91161 | PA      | $79629.73     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR3286                                                         | CUSIP: 3140L1UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    270391 | PA      | $213568.33    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 BP1928                                                      | CUSIP: 3617L8D95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    309521 | PA      | $272485.72    | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC 5.250000% 06/15/2049                                                      | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $876126.22    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4709 FA                                                    | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    619120 | PA      | $607779.53    | 0.01%             | 2047-08-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                               | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2025-2A A                               | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4391000 | PA      | $4415182.99   | 0.05%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                      | DELL EQUIPMENT FINANCE TRUST 2025-1 DEFT 2025-1 A3                                | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4655000 | PA      | $4679492.75   | 0.05%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4030 HS                                                    | CUSIP: 3137APLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20207 | PA      | $2134.16      | 0.00%             | 2042-04-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CC0133                                                         | CUSIP: 3140Y6EF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1456712 | PA      | $1527304.17   | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.550000% 06/01/2031                                              | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1638000 | PA      | $1674110.76   | 0.02%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2023-2 CI                                                   | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4465840 | PA      | $576351.50    | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP 6.000000% 01/15/2040                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   7955000 | PA      | $8175481.18   | 0.09%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                     | FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1B                       | CUSIP: 35564KUX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2850000 | PA      | $2936062.59   | 0.03%             | 2042-04-25      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                        | SIMON PROPERTY GROUP LP 4.750000% 09/26/2034                                      | CUSIP: 828807DY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2149886.25   | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G NAVSL 2020-GA A                  | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    875004 | PA      | $807356.78    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1520 X1                 | CUSIP: 3137FYTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4955614 | PA      | $169888.36    | 0.00%             | 2036-02-25      | Floating      | 0.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 3975 FA                                                    | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    397062 | PA      | $392204.51    | 0.00%             | 2041-12-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA0968                                                         | CUSIP: 31418ACE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21524 | PA      | $21639.12     | 0.00%             | 2031-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB7617                                                        | CUSIP: 3133AEPA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32220 | PA      | $26609.20     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES CORPORATION                          | RASC SERIES 2005-KS9 TRUST RASC 2005-KS9 M5                                       | CUSIP: 754058AH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    592324 | PA      | $591225.55    | 0.01%             | 2035-10-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 2.196000% 02/04/2026                                                | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2598163.11   | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV4185                                                         | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    701835 | PA      | $578515.88    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QI4755                                                        | CUSIP: 3133WBH82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    999233 | PA      | $994433.82    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD3722                                                        | CUSIP: 3132E0D33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    326658 | PA      | $318858.62    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA0939                                                         | CUSIP: 31418ABH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73324 | PA      | $73613.08     | 0.00%             | 2031-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 6.550000% 12/01/2033                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2071171.26   | 0.02%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE INTEREST STRIP FNS 323 16                                              | CUSIP: 3136FANH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44572 | PA      | $4203.85      | 0.00%             | 2032-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 605731                                                       | CUSIP: 36200N4Q1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13205 | PA      | $13484.61     | 0.00%             | 2034-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS                            | CUSIP: 38376T3G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1744996 | PA      | $187383.12    | 0.00%             | 2040-01-16      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD6300                                                        | CUSIP: 3132DT7M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1759521 | PA      | $1810754.26   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.875000% 02/15/2029                   | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $550745.47    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST 2020-HR8 MSC 2020-HR8 A3                           | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    909537 | PA      | $787139.47    | 0.01%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 CA                           | CUSIP: 38383PLD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3996495 | PA      | $3525143.73   | 0.04%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1844                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4923903 | PA      | $4217097.36   | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA9004                                                      | CUSIP: 36179YAD6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1521939 | PA      | $1469749.41   | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 3.625000% 12/01/2027                                          | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982160.01    | 0.01%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                           | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-37A 2A               | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13423 | PA      | $13211.29     | 0.00%             | 2033-12-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8193                                                        | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9604089 | PA      | $7486107.93   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB6540                                                         | CUSIP: 3140QSHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1166674 | PA      | $1185909.71   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 3.622000% 04/01/2031                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2199750.48   | 0.02%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.750000% 03/15/2034           | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   2582000 | PA      | $2774085.31   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-1 FA                                                   | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394860 | PA      | $388166.76    | 0.00%             | 2048-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8227                                                        | CUSIP: 3132DWD83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3792010 | PA      | $3481933.91   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                      | GENERAL DYNAMICS CORP 4.250000% 04/01/2040                                        | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1485305.37   | 0.02%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 554974                                                       | CUSIP: 36213HQ36<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2033 | PA      | $2045.99      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786980                                                      | CUSIP: 3622ACUD0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11054196 | PA      | $9644855.05   | 0.11%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC 5.300000% 05/15/2065                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1193040.65   | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-225 YC                          | CUSIP: 38383FZF3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    839530 | PA      | $695397.44    | 0.01%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                      | SANTANDER HOLDINGS USA INC 5.741000% 03/20/2031                                   | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1147792.19   | 0.01%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786726                                                      | CUSIP: 3622ACLF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2654280 | PA      | $2098503.65   | 0.02%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD4709                                                        | CUSIP: 3132DSGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2550511 | PA      | $2547133.46   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                    | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                                      | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2095369.43   | 0.02%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-C64 WFCM 2025-C64 A5                   | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    848000 | PA      | $875276.00    | 0.01%             | 2058-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                | CREDIT AGRICOLE SA MTN 5.222000% 05/27/2031                                       | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | NUSS              | FR        |   3107000 | PA      | $3134273.74   | 0.04%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053                       | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1267173.28   | 0.01%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD5438                                                        | CUSIP: 3132DTBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4274123 | PA      | $4349222.20   | 0.05%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                       | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A1                                          | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    687831 | PA      | $671709.70    | 0.01%             | 2035-08-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QF5465                                                        | CUSIP: 3133BTCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    398352 | PA      | $386717.39    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                        | JP MORGAN MORTGAGE TRUST 2025-CCM1 JPMMT 2025-CCM1 A4                             | CUSIP: 46593MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3797545 | PA      | $3780768.05   | 0.04%             | 2055-06-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                       | MERCURY GENERAL CORP 4.400000% 03/15/2027                                         | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1695100.25   | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-64 BC                                                  | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1178848 | PA      | $1093865.06   | 0.01%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.150000% 03/01/2034                      | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5960790.24   | 0.07%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                              | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 MBART 2022-1 A4                       | CUSIP: 58768PAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1834000 | PA      | $1850006.05   | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 7.081000% 08/02/2053                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $526311.12    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 3.557000% 08/15/2027                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    259000 | PA      | $253325.48    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP MTN 2.972000% 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    705000 | PA      | $621385.00    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                           | REPUBLIC SERVICES INC 1.450000% 02/15/2031                                        | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    705000 | PA      | $593592.75    | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A4                      | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    677000 | PA      | $679949.35    | 0.01%             | 2027-08-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4091 MX                                                    | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    744208 | PA      | $688034.45    | 0.01%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV4575                                                         | CUSIP: 3140MJCM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    834908 | PA      | $743986.22    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                    | SYNOPSYS INC 5.000000% 04/01/2032                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1512667.08   | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST                              | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-1 DRMT 2022-1 A1                        | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1983130 | PA      | $1807794.10   | 0.02%             | 2067-01-25      | Floating      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 4.950000% 03/15/2031                                                   | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1180857.04   | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0191                                                         | CUSIP: 3140XFF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    299749 | PA      | $248076.04    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA             | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 3.300000% 05/15/2050           | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $1547272.24   | 0.02%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                             | GEORGIA POWER CO 5.200000% 03/15/2035                                             | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    441000 | PA      | $438868.89    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2762                                                        | CUSIP: 3132DQB70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    668883 | PA      | $665866.61    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 5.100000% 02/09/2064                                               | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    837000 | PA      | $753959.13    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6756                                                      | CUSIP: 36179VQH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9594699 | PA      | $7872524.10   | 0.09%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 4.125000% 04/01/2040                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    102000 | PA      | $82463.40     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                     | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    340545 | PA      | $324198.81    | 0.00%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM7172                                                         | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9176738 | PA      | $9186637.69   | 0.10%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR3257                                                         | CUSIP: 3140L1TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    368511 | PA      | $289671.07    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                   | M&T BANK AUTO RECEIVABLES TRUST 2025-1 MTBAT 2025-1A A3                           | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4380000 | PA      | $4403644.12   | 0.05%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                            | UNION ELECTRIC CO 5.200000% 04/01/2034                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998872.93   | 0.03%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 608376                                                       | CUSIP: 36202S2H0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3676 | PA      | $3683.34      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO 5.750000% 02/01/2031                                      | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2158372.49   | 0.02%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2013-9 CB                                                   | CUSIP: 3136ABQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    453224 | PA      | $463594.91    | 0.01%             | 2042-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                    | TEXAS INSTRUMENTS INC 5.100000% 05/23/2035                                        | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1921534.84   | 0.02%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4000                                                         | CUSIP: 3140XKNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    426881 | PA      | $444636.98    | 0.01%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MB0023                                                      | CUSIP: 3618N5AZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3824330 | PA      | $3503817.03   | 0.04%             | 2054-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC0160                                                        | CUSIP: 3133AJE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    170266 | PA      | $134210.25    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD7593                                                        | CUSIP: 3133B5NJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    139238 | PA      | $125033.41    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2023-38 FD                                                  | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    549826 | PA      | $544651.20    | 0.01%             | 2039-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 CW                           | CUSIP: 38382NLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    727058 | PA      | $713847.86    | 0.01%             | 2051-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                          | SOUTHERN CO GAS CAPITAL CORP 4.950000% 09/15/2034                                 | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   6695000 | PA      | $6462717.11   | 0.07%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030                   | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1480407.17   | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 5.500000% 02/12/2055                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1922165.89   | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2025-A SMB 2025-A A1A                            | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2480000 | PA      | $2489721.60   | 0.03%             | 2054-04-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD 144A 3.250000% 02/15/2027                             | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    400000 | PA      | $387662.81    | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2023-6 A                                                | CUSIP: 92348VAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4885000 | PA      | $5029029.83   | 0.06%             | 2031-09-22      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2315427.18   | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08849                                                   | CUSIP: 3128MJ5K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    418928 | PA      | $413741.39    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 5.500000% 02/12/2055                                               | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1043740.97   | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4978                                                        | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    963333 | PA      | $942687.27    | 0.01%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2023-14 EJ                                                  | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1217823 | PA      | $1123049.44   | 0.01%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3276                                                         | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1573378 | PA      | $1420454.99   | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4570                                                         | CUSIP: 3140XLCG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363661 | PA      | $365138.95    | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-67 FB                                                  | CUSIP: 3136B64V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    572222 | PA      | $559667.78    | 0.01%             | 2049-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 5.013000% 04/04/2051                                         | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6920000 | PA      | $6071862.59   | 0.07%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                       | HUDSON YARDS 2025-SPRL MORTGAGE TRUST HY 2025-SPRL A                              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2235000 | PA      | $2280030.33   | 0.03%             | 2040-01-13      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                          | DOW CHEMICAL CO/THE 5.950000% 03/15/2055                                          | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    736000 | PA      | $682744.69    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                           | MF1 2025-FL17 LLC MF1 2025-FL17 A                                                 | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3475000 | PA      | $3447036.68   | 0.04%             | 2040-02-18      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB0983                                                         | CUSIP: 3140QLCV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3349316 | PA      | $2797106.56   | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4837                                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2504066 | PA      | $2258273.09   | 0.03%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                    | HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A4                              | CUSIP: 448977AE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    899000 | PA      | $888989.64    | 0.01%             | 2028-04-17      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 80968                                                       | CUSIP: 36225DCE2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2272 | PA      | $2296.06      | 0.00%             | 2034-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                | INTERSTATE POWER AND LIGHT CO 5.700000% 10/15/2033                                | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4428743.81   | 0.05%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST                                           | FLAGSTAR MORTGAGE TRUST 2018-2 FSMT 2018-2 A4                                     | CUSIP: 33851HAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22868 | PA      | $22297.05     | 0.00%             | 2048-04-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                               | STAR 2021-1 TRUST STAR 2021-1 A1                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    338777 | PA      | $315657.35    | 0.00%             | 2065-05-25      | Floating      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG C41495                                                   | CUSIP: 31297YUU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2134 | PA      | $2147.26      | 0.00%             | 2030-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                      | NORTHROP GRUMMAN CORP 5.250000% 05/01/2050                                        | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3332805.85   | 0.04%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5116 PB                                                    | CUSIP: 3137H0K64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1263560 | PA      | $1102058.00   | 0.01%             | 2051-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9350                                                         | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1238205 | PA      | $1298159.69   | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.950000% 09/10/2034           | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   5500000 | PA      | $5278465.17   | 0.06%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 573845                                                       | CUSIP: 36200VP64<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11033 | PA      | $11218.98     | 0.00%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM4311                                                         | CUSIP: 3140X7YH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    292510 | PA      | $252693.40    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QA6963                                                        | CUSIP: 3133A1WY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1080538 | PA      | $933620.03    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                 | ENTERPRISE PRODUCTS OPERATING LLC 7.550000% 04/15/2038                            | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $70159.29     | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7552                                                        | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  22359592 | PA      | $18486930.60  | 0.21%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4837                                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8815434 | PA      | $7950133.56   | 0.09%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2024-3 A1                        | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   4599000 | PA      | $4588784.24   | 0.05%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1603                                                         | CUSIP: 3140XGX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    318283 | PA      | $284524.57    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4158                                                         | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5893442 | PA      | $4623817.61   | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9656                                                         | CUSIP: 3140QVWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2386771 | PA      | $2402637.19   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD3171                                                        | CUSIP: 3132DQQY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    439067 | PA      | $438343.54    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 577784                                                       | CUSIP: 36201A2R8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       249 | PA      | $251.58       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP 5.350000% 05/15/2053                                                 | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1242163.02   | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8420                                                        | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14967463 | PA      | $14822121.17  | 0.17%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   4551000 | PA      | $4374459.47   | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                       | ALLY AUTO RECEIVABLES TRUST 2024-2 ALLYA 2024-2 A4                                | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1100000 | PA      | $1090581.69   | 0.01%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 5.130000% 03/03/2031                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   3427000 | PA      | $3435710.95   | 0.04%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                   | STATE OF ISRAEL 3.875000% 07/03/2050                                              | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    963000 | PA      | $652270.53    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS0070                                                         | CUSIP: 3138W9CG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    111822 | PA      | $105418.76    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-78 HW                           | CUSIP: 38383RWC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    952000 | PA      | $727714.89    | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                         | DUKE ENERGY PROGRESS LLC 5.050000% 03/15/2035                                     | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4499904.85   | 0.05%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8220                                                        | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  23302451 | PA      | $19834289.84  | 0.23%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC 5.785000% 02/25/2036                                                 | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   4156000 | PA      | $4165120.18   | 0.05%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                              | HOME DEPOT INC/THE 4.750000% 06/25/2029                                           | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1167000 | PA      | $1184664.31   | 0.01%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | FOUNDRY JV HOLDCO LLC 144A 6.300000% 01/25/2039                                   | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1171464.94   | 0.01%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                     | CONSOLIDATED EDISON CO OF NEW YORK INC 5.500000% 03/15/2034                       | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2204000 | PA      | $2263621.79   | 0.03%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2008-7 SLMA 2008-7 B                                       | CUSIP: 78445FAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1165346.49   | 0.01%             | 2083-07-26      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9801                                                         | CUSIP: 3140QV3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1570195 | PA      | $1586299.85   | 0.02%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE, INC.                              | BAIN CAPITAL SPECIALTY FINANCE INC 5.950000% 03/15/2030                           | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1137000 | PA      | $1120854.76   | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    855000 | PA      | $740921.23    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL 30YR TBA (JUNE)                                                | CUSIP: 21H040665<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  29575000 | PA      | $27078591.40  | 0.31%             | 2055-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2670                                                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1064276 | PA      | $930461.57    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 5.218000% 04/23/2031                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5453340.63   | 0.06%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA ALTERNATIVE LOAN TRUST                            | BANC OF AMERICA ALTERNATIVE LOAN TRUST 2007-1 BOAA 2007-1 2A1                     | CUSIP: 059496AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     32151 | PA      | $28345.09     | 0.00%             | 2037-04-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2007-68 SC                                                  | CUSIP: 31396WJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59719 | PA      | $5996.25      | 0.00%             | 2037-07-25      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2021-65 JA                                                  | CUSIP: 3136BG4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    446017 | PA      | $391949.87    | 0.00%             | 2046-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                            | CONOCOPHILLIPS CO 5.500000% 01/15/2055                                            | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1108225.97   | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-82 FE                                                  | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1856458 | PA      | $1834725.32   | 0.02%             | 2046-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM6912                                                         | CUSIP: 3140JBVE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    248586 | PA      | $198663.24    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE-ACES FNA 2019-M4 A2                                                    | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    290538 | PA      | $278775.73    | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2023-37 FH                                                  | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2122738 | PA      | $2076840.31   | 0.02%             | 2050-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BU1842                                                         | CUSIP: 3140M3BL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    842563 | PA      | $656542.95    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7170                                                         | CUSIP: 3140XN6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    715912 | PA      | $604230.73    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4205 PA                                                    | CUSIP: 3137B26P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    463168 | PA      | $395025.19    | 0.00%             | 2043-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AW1555                                                         | CUSIP: 3138XQWR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12668 | PA      | $12477.07     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA4757                                                        | CUSIP: 3133KLJA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    413089 | PA      | $329886.48    | 0.00%             | 2046-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG C90930                                                   | CUSIP: 3128P7A78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       110 | PA      | $109.20       | 0.00%             | 2025-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 4.300000% 03/25/2028                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1321184.90   | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 918834                                                         | CUSIP: 31411YY72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       889 | PA      | $908.45       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26832000 | PA      | $18083300.56  | 0.21%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8694                                                         | CUSIP: 3140XCUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5160818 | PA      | $4285435.63   | 0.05%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                | BERRY GLOBAL INC 144A 4.875000% 07/15/2026                                        | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1517289.71   | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                 | T-MOBILE US TRUST 2024-1 TMUST 2024-1A A                                          | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2330000 | PA      | $2345282.00   | 0.03%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC 5.250000% 06/15/2026                                                      | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2017119.98   | 0.02%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 570741                                                       | CUSIP: 36200SBJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3995 | PA      | $4071.24      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB0714                                                        | CUSIP: 3133KTYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    830864 | PA      | $698574.68    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP 2.687000% 04/22/2032                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    510000 | PA      | $450420.32    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5077                                                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4321536 | PA      | $3896495.97   | 0.04%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.350000% 03/27/2030                 | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |   2250000 | PA      | $2255163.75   | 0.03%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                             | ALABAMA POWER CO 5.100000% 04/02/2035                                             | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1216247.20   | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC6303                                                        | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    229813 | PA      | $181418.75    | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HOLDINGS PLC 2.469000% 01/11/2028                              | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    370000 | PA      | $355654.13    | 0.00%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4805                                                         | CUSIP: 3140XLKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    434178 | PA      | $429963.09    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 5.805000% 05/01/2050                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1441000 | PA      | $1349396.06   | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1872693.56   | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                      | SANTANDER HOLDINGS USA INC 6.342000% 05/31/2035                                   | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1418856.86   | 0.02%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-169 IO                          | CUSIP: 38381DY87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2835180 | PA      | $229908.97    | 0.00%             | 2061-06-16      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.125000% 07/20/2045                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    829000 | PA      | $711004.44    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-43 CT                                                  | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    914588 | PA      | $806652.35    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G05713                                                   | CUSIP: 3128M7VE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     56103 | PA      | $57964.67     | 0.00%             | 2035-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US LONG BOND(CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -402 | NC      | $-45338062.50 | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL3508                                                         | CUSIP: 3138EK3S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71521 | PA      | $67874.52     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                           | STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CERT SASC 2002-AL1 A2               | CUSIP: 86358RXY8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2464 | PA      | $2112.93      | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $930000.00    | 0.01%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-1 GC                            | CUSIP: 38385CKW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  22182362 | PA      | $21006691.98  | 0.24%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4128                                                         | CUSIP: 31418DSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3672851 | PA      | $3229351.01   | 0.04%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2003-7 SLMA 2003-7A A5A                                    | CUSIP: 78442GHH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1536476 | PA      | $1507278.02   | 0.02%             | 2033-12-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                    | AUTOZONE INC 5.125000% 06/15/2030                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1757332.48   | 0.02%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                       | LOCKHEED MARTIN CORP 4.500000% 05/15/2036                                         | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    685000 | PA      | $649311.19    | 0.01%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5008                                                         | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7852956 | PA      | $7410605.74   | 0.08%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4599                                                         | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12505614 | PA      | $10657311.70  | 0.12%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC STRIPS FHS 264 30                                                     | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1327515 | PA      | $1203933.31   | 0.01%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG U99045                                                   | CUSIP: 3132H7BP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    391542 | PA      | $360909.23    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA4819                                                         | CUSIP: 3140QCK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124455 | PA      | $115479.32    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                              | DTE ELECTRIC CO 3.650000% 03/01/2052                                              | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    546000 | PA      | $390955.59    | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QG7311                                                        | CUSIP: 3133C8DQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    250389 | PA      | $248934.99    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                            | GENERAL MOTORS FINANCIAL CO INC 5.350000% 01/07/2030                              | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    864000 | PA      | $864597.54    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8025                                                         | CUSIP: 3140XB4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4275157 | PA      | $3556754.03   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5107                                                         | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7785010 | PA      | $7718214.29   | 0.09%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC7411                                                        | CUSIP: 3133ASGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    234832 | PA      | $194038.78    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 553235                                                       | CUSIP: 36213FSY0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6700 | PA      | $6857.12      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 253841                                                         | CUSIP: 31371J5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2009 | PA      | $2073.20      | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7560                                                        | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1632008 | PA      | $1515363.59   | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7136                                                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    846822 | PA      | $709894.23    | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-24 AH                           | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    420963 | PA      | $353787.01    | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4875401.41   | 0.06%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A NAVSL 2022-A A                   | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1436497 | PA      | $1285070.77   | 0.01%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV4128                                                         | CUSIP: 3140MHSS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4770416 | PA      | $3711047.60   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                          | STATE STREET CORP 4.729000% 02/28/2030                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3450884.38   | 0.04%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM3002                                                         | CUSIP: 3140X6KQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    337337 | PA      | $324924.58    | 0.00%             | 2049-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE INTEREST STRIP FNS 426 C44                                             | CUSIP: 31422M2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  18178155 | PA      | $2346182.13   | 0.03%             | 2052-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                          | BENCHMARK 2021-B31 MORTGAGE TRUST BMARK 2021-B31 A5                               | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    665000 | PA      | $575098.85    | 0.01%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS8299                                                         | CUSIP: 3138WJGH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    206542 | PA      | $181531.16    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RC2401                                                        | CUSIP: 3133L8U29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6397799 | PA      | $5824411.94   | 0.07%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC 144A 5.200000% 03/01/2035                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5135000 | PA      | $5115738.41   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MYERS PARK CLO LTD                                                | MYERS PARK CLO LTD MYERS 2018-1A B1                                               | CUSIP: 62848FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    890000 | PA      | $891092.03    | 0.01%             | 2030-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2591                                                        | CUSIP: 3132DP2Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    821133 | PA      | $801462.04    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                           | BANK OF NEW YORK MELLON CORP/THE 4.543000% 02/01/2029                             | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2027775.46   | 0.02%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2024-7 A                                                | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3760000 | PA      | $3741257.15   | 0.04%             | 2032-08-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM9263                                                         | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2779696 | PA      | $2348381.83   | 0.03%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 784674                                                      | CUSIP: 3622AACK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2552280 | PA      | $2323623.66   | 0.03%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2421593 | PA      | $2114213.51   | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5680000 | PA      | $5496889.69   | 0.06%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                          | UNITED MEXICAN STATES 4.400000% 02/12/2052                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1156000 | PA      | $769780.40    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT2371                                                         | CUSIP: 3140LQT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4235309 | PA      | $3342664.42   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 5.000000% 05/15/2045                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21897000 | PA      | $22119391.41  | 0.25%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 7.250000% 11/15/2053           | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   2586000 | PA      | $2851527.89   | 0.03%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC 4.663000% 06/15/2051                                                    | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    104000 | PA      | $86266.13     | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                  | PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3059054.79   | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $3633622.47   | 0.04%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                    | SYNOPSYS INC 4.650000% 04/01/2028                                                 | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1327977.90   | 0.02%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4059 FP                                                    | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    566292 | PA      | $557494.55    | 0.01%             | 2042-06-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 BI3168                                                      | CUSIP: 3617HCQV8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     27192 | PA      | $26599.14     | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4753 BD                                                    | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    714652 | PA      | $636761.76    | 0.01%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZT2266                                                        | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1704218 | PA      | $1514749.89   | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052                                     | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    727000 | PA      | $471283.65    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV4574                                                         | CUSIP: 3140MJCL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    796380 | PA      | $713120.83    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5178 TP                                                    | CUSIP: 3137H56A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1766734 | PA      | $1552912.92   | 0.02%             | 2049-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8685                                                         | CUSIP: 3140XCUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    132993 | PA      | $113798.93    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-7 IO                            | CUSIP: 38379U4A1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6232027 | PA      | $185915.70    | 0.00%             | 2058-12-16      | Floating      | 0.56%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                       | PFIZER INC 2.625000% 04/01/2030                                                   | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    720000 | PA      | $663398.77    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 5.500000% 07/15/2044                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $993866.14    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB8708                                                         | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1438501 | PA      | $1483659.26   | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                             | LAS VEGAS SANDS CORP 2.900000% 06/25/2025                                         | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139737.37    | 0.00%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                  | WISCONSIN ELECTRIC POWER CO 1.700000% 06/15/2028                                  | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    670000 | PA      | $622823.00    | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4306                                                         | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10486087 | PA      | $8604203.63   | 0.10%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING LTD                                            | OHA CREDIT FUNDING 7 LTD OAKC 2020-7A AR                                          | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1730000 | PA      | $1732070.81   | 0.02%             | 2037-02-24      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| THE EAST OHIO GAS COMPANY                                         | EAST OHIO GAS CO/THE 144A 2.000000% 06/15/2030                                    | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2073744.79   | 0.02%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 2.879000% 10/30/2030                                         | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1421159.11   | 0.02%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 1.875000% 02/15/2032                                              | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14395000 | PA      | $12484288.60  | 0.14%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA5746                                                         | CUSIP: 3140QDL44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    949603 | PA      | $850288.39    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL 30YR TBA (JUNE)                                                | CUSIP: 21H052660<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  28000000 | PA      | $27797656.04  | 0.32%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-14 IO                           | CUSIP: 38380RRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5167316 | PA      | $471655.07    | 0.01%             | 2063-06-16      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM9365                                                         | CUSIP: 3140XDMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    419985 | PA      | $362851.61    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A3                               | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    914000 | PA      | $919147.37    | 0.01%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT                          | CUSIP: 38383LDU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1424807 | PA      | $1162476.95   | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC 144A 5.186000% 04/01/2030                                    | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   6052000 | PA      | $6120830.36   | 0.07%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                     | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1M2                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    697434 | PA      | $699385.77    | 0.01%             | 2041-10-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZT1257                                                        | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    262036 | PA      | $233882.11    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.000000% 08/15/2048                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4442000 | PA      | $3210386.12   | 0.04%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA2047                                                         | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    323039 | PA      | $309815.59    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AAMES MORTGAGE TRUST                                              | AAMES MORTGAGE TRUST 2002-1 AMT 2002-1 A3                                         | CUSIP: 00253CHQ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9714 | PA      | $9529.83      | 0.00%             | 2032-06-25      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                       | OCCU AUTO RECEIVABLES TRUST 2023-1 OCCU 2023-1A A3                                | CUSIP: 674921AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1640000 | PA      | $1653766.49   | 0.02%             | 2028-06-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                  | SAN DIEGO GAS & ELECTRIC CO 5.400000% 04/15/2035                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    909000 | PA      | $911690.95    | 0.01%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 6.050000% 06/01/2054                                              | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1748000 | PA      | $1648509.77   | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                              | FS KKR CAPITAL CORP 6.125000% 01/15/2030                                          | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2347000 | PA      | $2310981.25   | 0.03%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A B                              | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    764615 | PA      | $739889.92    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| SLM PRIVATE EDUCATION LOAN TRUST                                  | SLM PRIVATE EDUCATION LOAN TRUST 2010-C SLMA 2010-C A5                            | CUSIP: 78445QAE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1098235 | PA      | $1151079.43   | 0.01%             | 2041-10-15      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| FWDP 2Y RTP4.089 31-12-25                                         | FWDP 2Y RTP4.089 31-12-25 EXPIRATION: 12/31/2025                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  30345000 | NC      | $51757.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3643503.96   | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                     | CONSOLIDATED EDISON CO OF NEW YORK INC 3.350000% 04/01/2030                       | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    260000 | PA      | $247728.00    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8079                                                        | CUSIP: 3132DV6Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  19051941 | PA      | $14916149.81  | 0.17%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2672                                                         | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    814852 | PA      | $766455.88    | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2022-3 N                                                    | CUSIP: 3136BLES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3636712 | PA      | $3195817.40   | 0.04%             | 2047-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0357                                                         | CUSIP: 3140XFMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     64780 | PA      | $56472.84     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K133 X1                   | CUSIP: 3137H4BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15572524 | PA      | $290331.03    | 0.00%             | 2031-09-25      | Floating      | 0.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA7501                                                        | CUSIP: 3133KPKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    878662 | PA      | $831514.13    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 844773                                                         | CUSIP: 31407YQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6946 | PA      | $7044.28      | 0.00%             | 2035-12-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                       | LOCKHEED MARTIN CORP 5.200000% 02/15/2064                                         | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    570000 | PA      | $512463.76    | 0.01%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                      | CADENCE DESIGN SYSTEMS INC 4.300000% 09/10/2029                                   | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   4541000 | PA      | $4510106.76   | 0.05%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-205 A                           | CUSIP: 38383HAG4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1778987 | PA      | $1419139.24   | 0.02%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   9450000 | PA      | $8772545.85   | 0.10%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                  | PARAMOUNT GLOBAL 6.875000% 04/30/2036                                             | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3074924.51   | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 564704                                                       | CUSIP: 36213UKR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     35884 | PA      | $37392.74     | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS9565                                                         | CUSIP: 3140XRTX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1842917 | PA      | $1898294.18   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO LTD                                                  | TRESTLES CLO VII LTD TREST 2024-7A A1                                             | CUSIP: 89532XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2180000 | PA      | $2184833.06   | 0.02%             | 2037-10-25      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                   | CSAIL 2017-CX9 COMMERCIAL MORTGAGE TRUST CSAIL 2017-CX9 A5                        | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4380000 | PA      | $4207934.33   | 0.05%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4836                                                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1560008 | PA      | $1375106.72   | 0.02%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                          | SOUTHERN CO GAS CAPITAL CORP 3.250000% 06/15/2026                                 | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1529495.48   | 0.02%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                      | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2004-A4 A2                | CUSIP: 59020ULR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16490 | PA      | $15452.80     | 0.00%             | 2034-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA2374                                                      | CUSIP: 36179QT76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11019 | PA      | $10981.01     | 0.00%             | 2044-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1342000 | PA      | $1360013.67   | 0.02%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786835                                                      | CUSIP: 3622ACPU8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    853977 | PA      | $850634.26    | 0.01%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                               | CNH EQUIPMENT TRUST 2022-B CNH 2022-B A3                                          | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    937929 | PA      | $934034.54    | 0.01%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                          | GS MORTGAGE SECURITIES CORP TRUST 2023-SHIP GSMS 2023-SHIP A                      | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2600000 | PA      | $2579161.78   | 0.03%             | 2038-09-10      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                       | HUDSON YARDS 2019-55HY MORTGAGE TRUST HY 2019-55HY A                              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1995000 | PA      | $1817460.96   | 0.02%             | 2041-12-10      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                              | SIEMENS FUNDING BV 144A 5.200000% 05/28/2035                                      | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |   2265000 | PA      | $2273380.50   | 0.03%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5621                                                         | CUSIP: 3140XMG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1133550 | PA      | $1007764.98   | 0.01%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2015-39 LZ                                                  | CUSIP: 3136ANE86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     39213 | PA      | $34326.54     | 0.00%             | 2045-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS6541                                                         | CUSIP: 3138WGHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    164819 | PA      | $149875.82    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DEUTSCHE BANK AG/NEW YORK NY 4.999000% 09/11/2030                                 | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   1695000 | PA      | $1687542.95   | 0.02%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1112                                                         | CUSIP: 3140XGGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1946844 | PA      | $1545655.48   | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINGS PARK CLO                                                    | KINGS PARK CLO LTD KINGP 2021-1A A                                                | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    710000 | PA      | $711647.91    | 0.01%             | 2035-01-21      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-146 EI                          | CUSIP: 38378AMF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19790 | PA      | $3087.55      | 0.00%             | 2041-11-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QH5943                                                        | CUSIP: 3133CJS85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2268866 | PA      | $2302546.89   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                          | DOW CHEMICAL CO/THE 5.350000% 03/15/2035                                          | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $2140178.97   | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance Designated Activity Company                       | CRH SMW FINANCE DAC 5.125000% 01/09/2030                                          | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | NUSS              | US        |   1335000 | PA      | $1356236.23   | 0.02%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56810000 | PA      | $40912076.56  | 0.46%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5306                                                         | CUSIP: 3140XL3Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    627426 | PA      | $640778.83    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS, INC.                                           | DUPONT DE NEMOURS INC 4.493000% 11/15/2025                                        | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2093463.90   | 0.02%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST                                   | FONTAINEBLEAU MIAMI BEACH MORTGAGE TRUST 2024-FBLU FMBT 2024-FBLU A               | CUSIP: 34461WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3195000 | PA      | $3179025.00   | 0.04%             | 2039-12-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 627116                                                         | CUSIP: 31389JVH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1465 | PA      | $1500.07      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST                                          | KGS-ALPHA SBA COOF TRUST 2014-2 KSBA 2014-2 A                                     | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     32960 | PA      | $1884.77      | 0.00%             | 2040-04-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1074                                                         | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4586836 | PA      | $3974732.05   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 783094                                                       | CUSIP: 36241LNK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9077 | PA      | $9439.12      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 467736                                                       | CUSIP: 36209CSZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       358 | PA      | $360.36       | 0.00%             | 2028-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.250000% 08/15/2054                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28629000 | PA      | $25600588.59  | 0.29%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 AQ                            | CUSIP: 38382MTZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    131763 | PA      | $129168.75    | 0.00%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS8469                                                         | CUSIP: 3140XQMT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2880051 | PA      | $2873428.23   | 0.03%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2023-1 TALNT 2023-1A A                       | CUSIP: 89231WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4760000 | PA      | $4829031.90   | 0.05%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                         | INVITATION HOMES OPERATING PARTNERSHIP LP 5.500000% 08/15/2033                    | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1774907.24   | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 5.597000% 05/17/2028                                            | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1680000 | PA      | $1704957.83   | 0.02%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G06012                                                   | CUSIP: 3128M8AM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2593466 | PA      | $2474996.44   | 0.03%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                          | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 AS                               | CUSIP: 08163RBT2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1015000 | PA      | $928420.09    | 0.01%             | 2055-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                               | VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043                               | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1717168.70   | 0.02%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2707                                                         | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1080013 | PA      | $965963.40    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6287                                                      | CUSIP: 36179U6Y3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    151895 | PA      | $149666.25    | 0.00%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5044                                                        | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    543761 | PA      | $504433.71    | 0.01%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                       | UNITED PARCEL SERVICE INC 5.950000% 05/14/2055                                    | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1369383.70   | 0.02%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS INC                                        | CHL MORTGAGE PASS-THROUGH TRUST 2004-14 CWHL 2004-14 4A1                          | CUSIP: 12669FT52<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     65837 | PA      | $61452.51     | 0.00%             | 2034-08-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                     | DIAGEO INVESTMENT CORP 5.625000% 04/15/2035                                       | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | GB        |   1495000 | PA      | $1534546.19   | 0.02%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0408                                                         | CUSIP: 3140XFN23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    293272 | PA      | $253129.53    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                       | ONEOK INC 5.700000% 11/01/2054                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1647172.46   | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                       | ARES MANAGEMENT CORP 5.600000% 10/11/2054                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1065402.11   | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7989                                                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2219047 | PA      | $1979442.36   | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 483866                                                       | CUSIP: 36209WQT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        73 | PA      | $73.02        | 0.00%             | 2028-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT9653                                                         | CUSIP: 3138WXWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    281777 | PA      | $267499.30    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 0.500000% 10/31/2027                                              | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7403000 | PA      | $6830713.38   | 0.08%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5070 DI                                                    | CUSIP: 3137F9WP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4893862 | PA      | $998832.78    | 0.01%             | 2051-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 577617                                                       | CUSIP: 36201AVJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1932 | PA      | $1973.66      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2022-89 AY                                                  | CUSIP: 3136BPQG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1602000 | PA      | $1362042.35   | 0.02%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 4.150000% 11/15/2030                                                 | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    842000 | PA      | $820971.08    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7089                                                         | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1127389 | PA      | $934398.15    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    606000 | PA      | $370109.22    | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A 5.160000% 05/28/2031                      | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $3348267.56   | 0.04%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6598                                                         | CUSIP: 3140XAKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1511091 | PA      | $1437265.48   | 0.02%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA2172                                                         | CUSIP: 3140Q9MW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1347519 | PA      | $1306417.98   | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                              | BANK 2022-BNK40 BANK 2022-BNK40 A4                                                | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1240000 | PA      | $1122655.33   | 0.01%             | 2064-03-15      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.000000% 04/30/2032                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  73859000 | PA      | $73131950.47  | 0.83%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q56092                                                   | CUSIP: 3132XYXW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    359671 | PA      | $345412.10    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 784905                                                      | CUSIP: 3622AAKS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    537876 | PA      | $461514.64    | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                         | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.850000% 09/30/2047               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2077937.30   | 0.02%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                          | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A3                  | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    650000 | PA      | $653548.81    | 0.01%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0683                                                         | CUSIP: 3140FXXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2829797 | PA      | $2541666.47   | 0.03%             | 2062-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2021-27 EC                                                  | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3427172 | PA      | $2735344.67   | 0.03%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4988 KF                                                    | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    942556 | PA      | $932506.69    | 0.01%             | 2050-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    870000 | PA      | $838912.47    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                            | SEQUOIA MORTGAGE TRUST 2004-12 SEMT 2004-12 A3                                    | CUSIP: 81744FGA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46820 | PA      | $45804.62     | 0.00%             | 2035-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 3546 A                                                     | CUSIP: 31398E3W2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     21320 | PA      | $21585.83     | 0.00%             | 2039-02-15      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                            | LOWE'S COS INC 2.500000% 04/15/2026                                               | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255799.45    | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-48 MA                                                  | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1726911 | PA      | $1603603.13   | 0.02%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 LC                           | CUSIP: 38376FLN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    756665 | PA      | $791702.45    | 0.01%             | 2039-08-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance DAC                                 | SMBC AVIATION CAPITAL FINANCE DAC 144A 5.700000% 07/25/2033                       | CUSIP: 78448TAK8<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | NUSS              | IE        |   3945000 | PA      | $3985246.65   | 0.05%             | 2033-07-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                     | COLLEGE AVE STUDENT LOANS 2021-B LLC CASL 2021-B A2                               | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    476492 | PA      | $426726.25    | 0.00%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4857 JA                                                    | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2573030 | PA      | $2443270.86   | 0.03%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 2.572000% 02/11/2031                                         | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    619000 | PA      | $559221.78    | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 434143                                                       | CUSIP: 36207KHU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1615 | PA      | $1651.95      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THORNBURG MORTGAGE SECURITIES TRUST                               | THORNBURG MORTGAGE SECURITIES TRUST 2003-4 TMST 2003-4 A1                         | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     53102 | PA      | $52432.13     | 0.00%             | 2043-09-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB8975                                                        | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    218033 | PA      | $172233.74    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                         | TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 B2                                   | CUSIP: 89173UAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1860000 | PA      | $1532055.22   | 0.02%             | 2057-06-25      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD4146                                                        | CUSIP: 3133B1TB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    141136 | PA      | $116596.20    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2021-91 AB                                                  | CUSIP: 3136BK2Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1272553 | PA      | $1115960.59   | 0.01%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                    | TEXAS INSTRUMENTS INC 5.000000% 03/14/2053                                        | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    841000 | PA      | $752010.00    | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2768                                                         | CUSIP: 3140XJCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83041 | PA      | $65196.21     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 3990 FG                                                    | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    498014 | PA      | $491069.26    | 0.01%             | 2042-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM7019                                                         | CUSIP: 3140JBYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1606620 | PA      | $1665246.88   | 0.02%             | 2050-03-01      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS9972                                                         | CUSIP: 3138WLCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    356665 | PA      | $332917.95    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BU3608                                                         | CUSIP: 3140M5AJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123055 | PA      | $105832.85    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3324                                                         | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2579561 | PA      | $2294879.92   | 0.03%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                        | AMERICAN TOWER CORP 1.875000% 10/15/2030                                          | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1421284.56   | 0.02%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5468                                                      | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     88312 | PA      | $86866.99     | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2836                                                         | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    448108 | PA      | $445718.77    | 0.01%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                    | HYUNDAI AUTO RECEIVABLES TRUST 2023-A HART 2023-A A4                              | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1525000 | PA      | $1526150.61   | 0.02%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-171 IO                          | CUSIP: 38380JGF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5228790 | PA      | $196189.42    | 0.00%             | 2059-09-16      | Floating      | 0.65%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1420000 | PA      | $1120954.80   | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                            | MAGNETITE XVII LTD MAGNE 2016-17A BR2                                             | CUSIP: 55954EBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2855273.52   | 0.03%             | 2037-04-20      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AH                           | CUSIP: 38381H8H7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4466514 | PA      | $3325649.91   | 0.04%             | 2064-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4095445.76   | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4093                                                         | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8301185 | PA      | $7301899.52   | 0.08%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GALAXY CLO, LTD                                                   | GALAXY XXII CLO LTD GALXY 2016-22A ARRR                                           | CUSIP: 36320TBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6780000 | PA      | $6779552.52   | 0.08%             | 2034-04-16      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB9485                                                        | CUSIP: 3133AGRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    136748 | PA      | $108860.21    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                             | CHILE ELECTRICITY LUX MPC II SARL 144A 5.672000% 10/20/2035                       | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   2077000 | PA      | $2070042.05   | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042                                     | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $4046217.24   | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                | AMCOR FLEXIBLES NORTH AMERICA INC 144A 5.500000% 03/17/2035                       | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2701754.30   | 0.03%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 2.950000% 04/01/2030                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1310370.30   | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4387                                                         | CUSIP: 31418D2V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10854270 | PA      | $9161009.34   | 0.10%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA2327                                                         | CUSIP: 3140Q9SR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    414393 | PA      | $386374.57    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 621970                                                       | CUSIP: 36290Y6F0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4843 | PA      | $4927.82      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 691210                                                         | CUSIP: 31400L3T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2193 | PA      | $2258.53      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT1862                                                         | CUSIP: 3140LQB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2256988 | PA      | $1853243.87   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                | ROCKFORD TOWER CLO 2019-2 LTD ROCKT 2019-2A AR2                                   | CUSIP: 77341GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4761763 | PA      | $4765239.26   | 0.05%             | 2032-08-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3736                                                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    241693 | PA      | $218422.79    | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-2 GMREV 2024-2 A                    | CUSIP: 379925AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1291000 | PA      | $1288145.08   | 0.01%             | 2037-03-11      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                        | DUKE ENERGY CAROLINAS LLC 3.550000% 03/15/2052                                    | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    923000 | PA      | $640556.80    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1143878.39   | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4020000 | PA      | $3731813.15   | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD6421                                                        | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8735774 | PA      | $8983243.94   | 0.10%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL5151                                                         | CUSIP: 3138EMWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1091585 | PA      | $1058787.25   | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA3913                                                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3040042 | PA      | $2524757.08   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4152                                                         | CUSIP: 31418DTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5507189 | PA      | $4840025.66   | 0.05%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB8773                                                        | CUSIP: 3133AFXA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    182324 | PA      | $144316.39    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV5395                                                         | CUSIP: 3140MJ7H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    392930 | PA      | $350299.09    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BU9889                                                         | CUSIP: 3140MB7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69412 | PA      | $59960.26     | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AP9766                                                         | CUSIP: 3138MDZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    280462 | PA      | $264403.10    | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-22 FG                                                  | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    973786 | PA      | $958444.04    | 0.01%             | 2046-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7661                                                         | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2676528 | PA      | $2210146.48   | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                   | CIGNA GROUP/THE 3.400000% 03/15/2051                                              | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $681642.61    | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 10YR NOTE (CBT)SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       331 | NC      | $36658250.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Estados Unidos Mexicanos                                          | UNITED MEXICAN STATES 2.659000% 05/24/2031                                        | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    932000 | PA      | $790708.80    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G06188                                                   | CUSIP: 3128M8F58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1709309 | PA      | $1630517.70   | 0.02%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                       | DICK'S SPORTING GOODS INC 4.100000% 01/15/2052                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   2678000 | PA      | $1835886.67   | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3855000 | PA      | $3829867.17   | 0.04%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC 3.500000% 09/01/2030                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6920000 | PA      | $6454564.05   | 0.07%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NATWEST GROUP PLC 5.115000% 05/23/2031                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |   2328000 | PA      | $2337046.84   | 0.03%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD 144A 6.375000% 05/04/2028                             | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1410000 | PA      | $1459614.09   | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN 72 CLO LTD DRSLF 2019-72A ARR                                              | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4136979 | PA      | $4135820.31   | 0.05%             | 2032-05-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                         | TOWD POINT MORTGAGE TRUST 2024-1 TPMT 2024-1 A1                                   | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5453663 | PA      | $5506401.64   | 0.06%             | 2064-03-25      | Floating      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2033                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    666000 | PA      | $679681.92    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8648                                                         | CUSIP: 3140XCTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    405133 | PA      | $348162.61    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG C51443                                                   | CUSIP: 31298MS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1356 | PA      | $1353.39      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027                                  | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $2882594.80   | 0.03%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 841703                                               | CUSIP: 31288Q3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    169143 | PA      | $159696.07    | 0.00%             | 2050-12-01      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST                                | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-3XS MSM 2007-3XS 2A3S                     | CUSIP: 61752RAJ1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11403 | PA      | $4008.03      | 0.00%             | 2047-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786535                                                      | CUSIP: 3622ACEG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1083382 | PA      | $1078970.68   | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                   | RTX CORP 2.250000% 07/01/2030                                                     | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    680000 | PA      | $607257.27    | 0.01%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4804                                                        | CUSIP: 36202FKR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     22346 | PA      | $23288.30     | 0.00%             | 2040-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4957 MY                                                    | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    790000 | PA      | $645965.15    | 0.01%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM7740                                                         | CUSIP: 3140JCS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2355000 | PA      | $2220230.65   | 0.03%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST                                              | PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1PO                                  | CUSIP: 74160MDQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1836 | PA      | $1562.61      | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZT2476                                                        | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2050503 | PA      | $1722087.35   | 0.02%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-90 AB                           | CUSIP: 38381XEZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    231101 | PA      | $203154.90    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2005-29 ZA                                                  | CUSIP: 31394DEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    150623 | PA      | $155902.78    | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                              | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036                        | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |   1171000 | PA      | $977543.36    | 0.01%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AR7399                                                         | CUSIP: 3138W5GH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124141 | PA      | $109913.06    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                          | UNITED MEXICAN STATES 4.350000% 01/15/2047                                        | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    668000 | PA      | $460552.60    | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ2631                                                        | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    798947 | PA      | $840073.36    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2013-11 AP                                                  | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1366814 | PA      | $1252493.78   | 0.01%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FUNDING LIMITED                                         | GLOBAL SC FINANCE VII SRL SEACO 2020-1A A                                         | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | BB        |   4373386 | PA      | $4144602.01   | 0.05%             | 2040-10-17      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A2A                     | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1490000 | PA      | $1489720.03   | 0.02%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 5.557000% 07/25/2034                                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4465000 | PA      | $4522145.35   | 0.05%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AD0584                                                         | CUSIP: 31418MUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     85206 | PA      | $89439.91     | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G15922                                                   | CUSIP: 3128MEYT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     39767 | PA      | $38621.53     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1785 | NC      | $193114687.50 | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                           | MPLX LP 5.950000% 04/01/2055                                                      | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3177057.20   | 0.04%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                         | REALTY INCOME CORP 4.900000% 07/15/2033                                           | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1114382.25   | 0.01%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASTR ALTERNATIVE LOAN TR                                         | MASTR ALTERNATIVE LOAN TRUST 2006-3 MALT 2006-3 1A3                               | CUSIP: 57645DAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    127412 | PA      | $61152.61     | 0.00%             | 2036-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7796                                                         | CUSIP: 3140XBUW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    153456 | PA      | $143339.44    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                      | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460453 | PA      | $447286.66    | 0.01%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 784443                                                       | CUSIP: 3622A25C2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    531596 | PA      | $513050.63    | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                      | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1134734.61   | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2015-IV LTD CIFC 2015-4A A1A2                                        | CUSIP: 12550TAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350543.20    | 0.00%             | 2034-04-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                          | COLT 2024-4 MORTGAGE LOAN TRUST COLT 2024-4 A1                                    | CUSIP: 19688WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2914772 | PA      | $2929511.35   | 0.03%             | 2069-07-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 841077                                               | CUSIP: 31288QFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    718196 | PA      | $727284.01    | 0.01%             | 2047-11-01      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5085                                                        | CUSIP: 3133KYUJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7149196 | PA      | $6060314.75   | 0.07%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMIN GTD PARTN CTFS SER PS                        | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10A 1                                 | CUSIP: 831641FZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4300000 | PA      | $4345380.05   | 0.05%             | 2035-03-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2814851.35   | 0.03%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                       | JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST 2.750000% 05/15/2032                   | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |    122752 | PA      | $106713.87    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    761783 | PA      | $731093.30    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 6.858000% 05/01/2054                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    917000 | PA      | $977988.64    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q47317                                                   | CUSIP: 3132WMDX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    203472 | PA      | $195695.23    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                            | GENERAL MOTORS CO 5.350000% 04/15/2028                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $3921397.55   | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   3955000 | PA      | $3801579.26   | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2007-64 FA                                                  | CUSIP: 31396WVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3434 | PA      | $3408.33      | 0.00%             | 2037-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2021-95 CP                                                  | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    652653 | PA      | $546000.23    | 0.01%             | 2051-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA6562                                                        | CUSIP: 3133KNJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    952661 | PA      | $792412.15    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0612                                                         | CUSIP: 3140XFVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    152960 | PA      | $121152.32    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                            | CHASE AUTO OWNER TRUST 2022-A CHAOT 2022-AA A4                                    | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1120000 | PA      | $1114220.13   | 0.01%             | 2028-03-27      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                         | MISSISSIPPI POWER CO 3.100000% 07/30/2051                                         | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   1224000 | PA      | $777738.89    | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                          | DEVON ENERGY CORP 5.750000% 09/15/2054                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1245681.34   | 0.01%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1146                                                         | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    361360 | PA      | $340672.58    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66580000 | PA      | $44871278.74  | 0.51%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                    | JOHN DEERE CAPITAL CORP MTN 4.850000% 06/11/2029                                  | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    148000 | PA      | $150822.23    | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3596000 | PA      | $2389485.83   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 144A 3.419000% 04/15/2033                                            | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    744000 | PA      | $663672.00    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                         | APPALACHIAN POWER CO 3.300000% 06/01/2027                                         | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2931731.25   | 0.03%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                    | PMT LOAN TRUST 2025-INV4 PMTLT 2025-INV4 A3                                       | CUSIP: 73015DAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8570820 | PA      | $8430558.84   | 0.10%             | 2056-03-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                        | JP MORGAN MORTGAGE TRUST 2020-1 JPMMT 2020-1 A3A                                  | CUSIP: 46651XAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    292406 | PA      | $252277.20    | 0.00%             | 2050-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4512                                                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1272101 | PA      | $1219744.52   | 0.01%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB5093                                                        | CUSIP: 3133ABUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    203571 | PA      | $168722.84    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                              | SIEMENS FUNDING BV 144A 4.600000% 05/28/2030                                      | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |   1932000 | PA      | $1935083.24   | 0.02%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                       | NATIONWIDE BUILDING SOCIETY MTN 2.972000% 02/16/2028                              | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | NUSS              | GB        |    700000 | PA      | $680486.82    | 0.01%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                   | CIGNA GROUP/THE 3.400000% 03/15/2050                                              | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $163184.84    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 1.875000% 02/28/2029                                              | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  37664000 | PA      | $35026048.84  | 0.40%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2012-151 NX                                                 | CUSIP: 3136AA5N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    548519 | PA      | $466875.82    | 0.01%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.625000% 01/15/2032           | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   2180000 | PA      | $1959767.68   | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                          | UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $342922.03    | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                         | OBX 2024-NQM15 TRUST OBX 2024-NQM15 A1                                            | CUSIP: 67449DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4469380 | PA      | $4450479.69   | 0.05%             | 2064-10-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 2.000000% 08/12/2031                                                   | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1331785.92   | 0.02%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-46 LY                           | CUSIP: 38383PXJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    616000 | PA      | $498864.15    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2023-1 A                                                | CUSIP: 92348KBG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3044000 | PA      | $3042068.89   | 0.03%             | 2029-01-22      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                | HONDA AUTO RECEIVABLES 2022-2 OWNER TRUST HAROT 2022-2 A3                         | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    363229 | PA      | $362528.22    | 0.00%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                       | LOCKHEED MARTIN CORP 5.200000% 02/15/2055                                         | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    581000 | PA      | $533910.12    | 0.01%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G60138                                                   | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2043679 | PA      | $1865124.08   | 0.02%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7675                                                         | CUSIP: 3140XBQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    464883 | PA      | $385066.60    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q032 A                    | CUSIP: 3137HKQ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2403693 | PA      | $2418458.88   | 0.03%             | 2057-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 553377                                                       | CUSIP: 36213FXE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7226 | PA      | $7431.40      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 619661                                                       | CUSIP: 36290WMJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2369 | PA      | $2412.30      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2016-I LTD CIFC 2016-1A AR3                                          | CUSIP: 17180TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6872205 | PA      | $6861800.22   | 0.08%             | 2031-10-21      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785218                                                      | CUSIP: 3622AAVK7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    587415 | PA      | $462073.18    | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1940                                                         | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3732753 | PA      | $3306560.27   | 0.04%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG C01353                                                   | CUSIP: 31292HQE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     19837 | PA      | $20874.88     | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                    | KROGER CO/THE 5.500000% 09/15/2054                                                | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    423000 | PA      | $391140.88    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 5.625000% 08/15/2035                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   3650000 | PA      | $3657099.76   | 0.04%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE LLC 6.550000% 05/01/2037                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281861.57    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7754                                                         | CUSIP: 3140XPTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8699387 | PA      | $7975543.47   | 0.09%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS, INC.                                           | WASTE CONNECTIONS INC 5.000000% 03/01/2034                                        | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | NUSS              | US        |    820000 | PA      | $817518.11    | 0.01%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 5.587000% 01/18/2036                                               | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3503699.67   | 0.04%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                      | KEYSPAN GAS EAST CORP 144A 3.586000% 01/18/2052                                   | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $3079192.69   | 0.03%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                               | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1                         | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    232981 | PA      | $222083.30    | 0.00%             | 2065-04-25      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                               | NELNET STUDENT LOAN TRUST 2021-A NSLT 2021-A APT1                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3322266 | PA      | $3095186.20   | 0.04%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 GA                          | CUSIP: 38383D2L1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6156221 | PA      | $5294678.14   | 0.06%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      1087 | NC      | $117599812.50 | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                               | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 VALET 2024-1 A3                        | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1233000 | PA      | $1242158.72   | 0.01%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP NO 2                                                  | CINTAS CORP NO 2 4.000000% 05/01/2032                                             | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1073655.11   | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                              | SOUTHERN CO/THE 6.375000% 03/15/2055                                              | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4065264.00   | 0.05%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                                 | BUNKER HILL LOAN DEPOSITARY TRUST 2019-2 BHLD 2019-2 A1                           | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    369701 | PA      | $359462.03    | 0.00%             | 2049-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1543                                                         | CUSIP: 3140XGWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1446196 | PA      | $1212578.86   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA             | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.900000% 09/15/2044           | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527200.36    | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $1896232.50   | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4778                                                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1318828 | PA      | $1189512.36   | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   3680000 | PA      | $3317602.58   | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4855                                                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13523 | PA      | $13526.28     | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR9 1A6              | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     57879 | PA      | $57505.39     | 0.00%             | 2033-09-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC 144A 5.634000% 04/04/2034                                    | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    872000 | PA      | $877030.93    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BW0048                                                         | CUSIP: 3140MRBS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    346703 | PA      | $337389.52    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08711                                                   | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    887547 | PA      | $808154.35    | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                         | APOLLO DEBT SOLUTIONS BDC 144A 6.550000% 03/15/2032                               | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $1264589.50   | 0.01%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 5.375000% 04/15/2054                                       | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $3987374.96   | 0.05%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0751                                                         | CUSIP: 3140XFZR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1354826 | PA      | $1163744.98   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                      | GENERAL DYNAMICS CORP 4.950000% 08/15/2035                                        | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1676420.10   | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                             | REGENCY CENTERS LP 5.250000% 01/15/2034                                           | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1750757.19   | 0.02%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC 5.900000% 06/01/2053                                                      | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    662000 | PA      | $619611.52    | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5493000 | PA      | $5313364.51   | 0.06%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                         | OBX 2022-NQM1 TRUST OBX 2022-NQM1 A1                                              | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2725733 | PA      | $2417308.65   | 0.03%             | 2061-11-25      | Floating      | 2.31%                 | Yes           |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                 | BURLINGTON NORTHERN SANTA FE LLC 3.650000% 09/01/2025                             | CUSIP: 12189LAY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $139620.34    | 0.00%             | 2025-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1831                                                         | CUSIP: 3140XHA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    949427 | PA      | $881561.31    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5210 DC                                                    | CUSIP: 3137H6WG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1120943 | PA      | $1041752.97   | 0.01%             | 2051-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE COCA-COLA COMPANY                                             | COCA-COLA CO/THE 5.200000% 01/14/2055                                             | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    422000 | PA      | $394959.59    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3836                                                         | CUSIP: 3140XKHN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    633336 | PA      | $601176.74    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                        | JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 5A3                                | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     19960 | PA      | $19738.73     | 0.00%             | 2033-11-25      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.375000% 03/31/2029                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  61990000 | PA      | $58619293.75  | 0.67%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-25 PA                                                  | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1192470 | PA      | $1106275.22   | 0.01%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                         | RAMP SERIES 2004-SL1 TRUST RAMP 2004-SL1 A7                                       | CUSIP: 760985W80<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     16031 | PA      | $13884.40     | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZS4511                                                        | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    808848 | PA      | $719470.32    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-147 KI                          | CUSIP: 38381DJ68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5100983 | PA      | $398243.46    | 0.00%             | 2061-06-16      | Floating      | 1.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB8611                                                         | CUSIP: 31417FR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  15530277 | PA      | $13820702.95  | 0.16%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F032666<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    965000 | PA      | $855252.71    | 0.01%             | 2055-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                         | MISSISSIPPI POWER CO 4.250000% 03/15/2042                                         | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    519000 | PA      | $428622.78    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2024-7 A                                                | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3135000 | PA      | $3119372.65   | 0.04%             | 2032-08-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ2634                                                        | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1431473 | PA      | $1472024.36   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C B                              | CUSIP: 83208AAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1276164 | PA      | $1233717.49   | 0.01%             | 2053-01-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BL1300                                                         | CUSIP: 3140HSNS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1665000 | PA      | $1654590.45   | 0.02%             | 2029-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25C 1                       | CUSIP: 83162CW58<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    340402 | PA      | $338737.71    | 0.00%             | 2049-03-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4510                                                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    247039 | PA      | $222944.63    | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2024-56 QZ                                                  | CUSIP: 3136BS3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2171519 | PA      | $1852149.92   | 0.02%             | 2045-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4719 LM                                                    | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    678813 | PA      | $601905.78    | 0.01%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5058 BC                                                    | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    755258 | PA      | $736733.47    | 0.01%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS9830                                                         | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    388120 | PA      | $362318.88    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV3089                                                         | CUSIP: 3140MGNF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    365432 | PA      | $301641.75    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA1314                                                         | CUSIP: 3140Q8N84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1251959 | PA      | $1169529.39   | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4119                                                         | CUSIP: 31418DSH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2353554 | PA      | $1840468.49   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5154                                                        | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    674699 | PA      | $588134.28    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 606773                                                       | CUSIP: 36201YCJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2320 | PA      | $2333.53      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                 | GLP CAPITAL LP / GLP FINANCING II INC 5.750000% 06/01/2028                        | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1272993.75   | 0.01%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LENDING CORPORATION                             | OAKTREE SPECIALTY LENDING CORP 6.340000% 02/27/2030                               | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1438026.39   | 0.02%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                               | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1077194.32   | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB8321                                                         | CUSIP: 3140QUG75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    930327 | PA      | $902632.10    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                             | ELEVANCE HEALTH INC 5.700000% 02/15/2055                                          | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    421000 | PA      | $395852.57    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                                  | AMMC CLO 24 LTD AMMC 2021-24A BR                                                  | CUSIP: 00177LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7002520.00   | 0.08%             | 2035-01-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    895000 | PA      | $922817.57    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-163 IO                          | CUSIP: 38378NEU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    988936 | PA      | $17580.32     | 0.00%             | 2046-02-16      | Floating      | 1.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-63 UD                           | CUSIP: 38382FFR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    932163 | PA      | $760558.08    | 0.01%             | 2050-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AQ4080                                                         | CUSIP: 3138MKRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77634 | PA      | $73821.95     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2901                                                        | CUSIP: 3132DQGJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1842975 | PA      | $1794009.75   | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-81 YJ                           | CUSIP: 38384BFM8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7055000 | PA      | $5946866.92   | 0.07%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD0573                                                        | CUSIP: 3132DMT62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    239993 | PA      | $191068.50    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 03/01/2029                             | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1410000 | PA      | $1435613.03   | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08715                                                   | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2407800 | PA      | $2107395.84   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 2.572000% 06/03/2031                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3717544.85   | 0.04%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052                                     | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   8048000 | PA      | $5217181.35   | 0.06%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                            | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1154000 | PA      | $1248093.70   | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| RECETTE CLO, LTD                                                  | RECETTE CLO LTD RCTTE 2015-1A ARR                                                 | CUSIP: 75620TAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $760159.60    | 0.01%             | 2034-04-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 918023                                                         | CUSIP: 31411X4G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4407 | PA      | $4537.90      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 5.286000% 11/19/2030                                            | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   5000000 | PA      | $5049665.90   | 0.06%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MASTR SEASONED SECURITIZATION TRUST                               | MASTR SEASONED SECURITIZATION TRUST 2004-1 MSSTR 2004-1 4A1                       | CUSIP: 55265WBD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1597 | PA      | $1565.68      | 0.00%             | 2032-10-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SDART 2025-2 A3                     | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2122000 | PA      | $2128887.80   | 0.02%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9499                                                         | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1771043 | PA      | $1821214.94   | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-9 EF                                                   | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    401032 | PA      | $397086.66    | 0.00%             | 2047-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8726                                                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1297638 | PA      | $1292885.49   | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4617                                                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     98877 | PA      | $96758.80     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.375000% 05/15/2051                                              | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19115000 | PA      | $11826659.62  | 0.13%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WF CARD ISSUANCE TRUST                                            | WF CARD ISSUANCE TRUST WFCIT 2024-A2 A                                            | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3225000 | PA      | $3227001.76   | 0.04%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA 144A 5.150000% 03/27/2030                                 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2792000 | PA      | $2792433.51   | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-57 TA                                                  | CUSIP: 3136BBEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1511331 | PA      | $1304085.17   | 0.01%             | 2050-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 2.943000% 01/21/2033                                           | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254826.56    | 0.00%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LEHMAN BROTHERS HOLDINGS ESCROW SECURITY                                          | CUSIP: 524ESC7M6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10370000 | PA      | $103.70       | 0.00%             | 2049-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08631                                                   | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    501588 | PA      | $441253.51    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2023-4 A1A                                              | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5065000 | PA      | $5101775.95   | 0.06%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 02/02/2029           | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    180000 | PA      | $169315.49    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SL0620                                                        | CUSIP: 31427MVN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11510672 | PA      | $11482772.35  | 0.13%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                             | GILEAD SCIENCES INC 4.000000% 09/01/2036                                          | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    782000 | PA      | $702136.18    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                     | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    427897 | PA      | $407357.62    | 0.00%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL9809                                                         | CUSIP: 3138ER3T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21349 | PA      | $21010.64     | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB6672                                                         | CUSIP: 31417DMW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7367729 | PA      | $6564258.17   | 0.07%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 1G2539                                               | CUSIP: 3128QSZC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8914 | PA      | $9083.97      | 0.00%             | 2036-10-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                             | ENTERGY ARKANSAS LLC 5.150000% 01/15/2033                                         | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1743317.66   | 0.02%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                | WENDY'S FUNDING LLC WEN 2019-1A A2I                                               | CUSIP: 95058XAG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3612616 | PA      | $3555806.91   | 0.04%             | 2049-06-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 562712                                                         | CUSIP: 31386GDR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7020 | PA      | $7013.28      | 0.00%             | 2031-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-2 A                       | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8510000 | PA      | $8510192.33   | 0.10%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7042                                                      | CUSIP: 36179VZF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4129363 | PA      | $3240583.22   | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  20980000 | PA      | $20896407.71  | 0.24%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 941684                                                         | CUSIP: 31413CUH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       956 | PA      | $977.65       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4072                                                      | CUSIP: 36179SQZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    125911 | PA      | $125943.35    | 0.00%             | 2046-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                         | AGREE LP 2.000000% 06/15/2028                                                     | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   1193000 | PA      | $1107404.93   | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                      | ARES LXIII CLO LTD ARES 2022-63A A1A                                              | CUSIP: 039937AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2754952.75   | 0.03%             | 2035-04-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                          | OCEANVIEW MORTGAGE TRUST 2025-INV2 BVINV 2025-2 AF1                               | CUSIP: 67647BAU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4150000 | PA      | $4149572.14   | 0.05%             | 2055-03-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2022-D FORDO 2022-D A4                               | CUSIP: 345295AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    788000 | PA      | $795204.37    | 0.01%             | 2028-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F NAVSL 2021-FA A                  | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1604414 | PA      | $1411883.66   | 0.02%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-2 A                       | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7582000 | PA      | $7582171.35   | 0.09%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST             | WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT 2024-A A                   | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    597000 | PA      | $608860.84    | 0.01%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1716000 | PA      | $1725010.37   | 0.02%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM6400                                                         | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    805646 | PA      | $770048.90    | 0.01%             | 2050-06-01      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT9637                                                         | CUSIP: 3138WXV79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    261215 | PA      | $247951.71    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 579433                                                       | CUSIP: 36201CV27<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11886 | PA      | $11900.87     | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KGS-ALPHA SBA COOF TRUST                                          | KGS-ALPHA SBA COOF TRUST 2012-2 KSBA 2012-2 A                                     | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    277469 | PA      | $4975.84      | 0.00%             | 2038-08-25      | Floating      | 0.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES TRUST                      | WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR14 T WFMBS 2005-AR14 A1             | CUSIP: 94982DAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9856 | PA      | $9643.48      | 0.00%             | 2035-08-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8275                                                        | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6608719 | PA      | $6246716.40   | 0.07%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 DN                           | CUSIP: 38383MFU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2199626 | PA      | $2053055.53   | 0.02%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                        | COOPERATIEVE RABOBANK UA 144A 3.649000% 04/06/2028                                | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |    780000 | PA      | $766913.83    | 0.01%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                    | ENTERPRISE FLEET FINANCING 2024-3 LLC EFF 2024-3 A2                               | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1546725 | PA      | $1551682.37   | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 4.452000% 12/05/2029                                          | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    740000 | PA      | $735034.13    | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB6753                                                         | CUSIP: 3140QSQF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1996458 | PA      | $2032215.29   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 7.250000% 06/15/2025                                                | CUSIP: 097023AM7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    107000 | PA      | $107131.15    | 0.00%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK                                                              | BANK 2024-BNK48 BANK 2024-BNK48 ASB                                               | CUSIP: 06541GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1435000 | PA      | $1435510.86   | 0.02%             | 2057-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB4418                                                         | CUSIP: 3140QP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    145253 | PA      | $144325.83    | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RD5045                                                        | CUSIP: 3133LPTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1784123 | PA      | $1698421.52   | 0.02%             | 2030-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.875000% 06/01/2053                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $340273.69    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08843                                                   | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    798826 | PA      | $766947.59    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4003                                                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10027023 | PA      | $8856837.36   | 0.10%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC7127                                                        | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    238239 | PA      | $188070.76    | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL5579                                                         | CUSIP: 3138ENFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6636 | PA      | $6491.85      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781912                                                       | CUSIP: 36241KDR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9218 | PA      | $9522.68      | 0.00%             | 2034-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR19 A1A1            | CUSIP: 92925CBA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2057928 | PA      | $2060956.47   | 0.02%             | 2045-12-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 2.125000% 09/15/2031                                              | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    660000 | PA      | $552579.61    | 0.01%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM5743                                                         | CUSIP: 3140X9LZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158037 | PA      | $130721.77    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                               | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-4A A1                              | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2992000 | PA      | $3011084.17   | 0.03%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |     15000 | PA      | $14491.72     | 0.00%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS0039                                                         | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1086035 | PA      | $964894.58    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                 | BURLINGTON NORTHERN SANTA FE LLC 4.450000% 01/15/2053                             | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    306000 | PA      | $252747.31    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A3                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2635000 | PA      | $2644253.07   | 0.03%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08800                                                   | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    997726 | PA      | $901306.15    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0319                                                         | CUSIP: 3140FXK92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3681596 | PA      | $3448188.30   | 0.04%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                      | WALMART INC 4.350000% 04/28/2030                                                  | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3084000 | PA      | $3095285.22   | 0.04%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-7 EL                            | CUSIP: 38385BN55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    710000 | PA      | $494503.00    | 0.01%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F042665<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  31475000 | PA      | $29682572.72  | 0.34%             | 2055-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                         | OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1                                              | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    634794 | PA      | $513547.77    | 0.01%             | 2061-05-25      | Floating      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 373621                                                       | CUSIP: 36204MAW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       941 | PA      | $947.07       | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-47 GZ                                                  | CUSIP: 3136BAS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    772268 | PA      | $445882.27    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G61859                                                   | CUSIP: 31335CB45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2349573 | PA      | $2066889.67   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7607                                                         | CUSIP: 3140XBNZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    260145 | PA      | $248501.08    | 0.00%             | 2038-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8265                                                        | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5815962 | PA      | $5339778.62   | 0.06%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV3208                                                         | CUSIP: 3140MGR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1029750 | PA      | $824286.02    | 0.01%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G NAVSL 2021-GA A                  | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    395499 | PA      | $355263.84    | 0.00%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BP7313                                                         | CUSIP: 3140KFDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    305708 | PA      | $262621.61    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2021-NQM3 CSMC 2021-NQM3 A3                                                  | CUSIP: 12660LAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1122088 | PA      | $976426.48    | 0.01%             | 2066-04-25      | Floating      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 6.250000% 04/15/2049                                           | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1323485.68   | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA6943                                                         | CUSIP: 3140QEWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3851920 | PA      | $3025279.92   | 0.03%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0307                                                         | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    975999 | PA      | $903940.79    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 500941                                                       | CUSIP: 36210SP28<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       127 | PA      | $127.77       | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD2128                                                        | CUSIP: 3133AYLH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10250824 | PA      | $8396482.93   | 0.10%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 843352                                                         | CUSIP: 31407W5M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3681 | PA      | $3757.45      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                      | NORTHROP GRUMMAN CORP 3.250000% 01/15/2028                                        | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467084.23    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.625000% 07/31/2029                                              | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  28040000 | PA      | $26652238.99  | 0.30%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2 NRZT 2024-NQM2 A1                   | CUSIP: 64832BAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4873464 | PA      | $4830565.66   | 0.05%             | 2064-09-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2238152.43   | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786236                                                      | CUSIP: 3622ABY97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2082396 | PA      | $1708711.73   | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                         | NORTHERN STATES POWER CO/MN 5.050000% 05/15/2035                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1883000.84   | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING, LTD.                                        | MADISON PARK FUNDING XXXV LTD MDPK 2019-35A A1R                                   | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3138144 | PA      | $3142459.19   | 0.04%             | 2032-04-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Company                                         | APPALACHIAN POWER CO 5.650000% 04/01/2034                                         | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    461000 | PA      | $465406.53    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB5108                                                         | CUSIP: 3140QQVA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1649599 | PA      | $1644222.19   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0349                                                         | CUSIP: 3140XFL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    399348 | PA      | $314289.82    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781564                                                       | CUSIP: 36225BWZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5447 | PA      | $5680.00      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                     | CONSOLIDATED EDISON CO OF NEW YORK INC 5.700000% 05/15/2054                       | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    782000 | PA      | $758006.79    | 0.01%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0338                                                         | CUSIP: 3140FXLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    844033 | PA      | $794076.32    | 0.01%             | 2059-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS INC 2.987000% 10/30/2056                                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $730192.04    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0269                                                        | CUSIP: 3132D9JN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    307190 | PA      | $259747.98    | 0.00%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08844                                                   | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     67970 | PA      | $66997.09     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4161 BA                                                    | CUSIP: 3137AYKS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1062240 | PA      | $1034984.92   | 0.01%             | 2041-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4145                                                         | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1147186 | PA      | $1021089.71   | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 783368                                                      | CUSIP: 36241LW51<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    154871 | PA      | $151551.01    | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4093                                                         | CUSIP: 31418DRP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1708719 | PA      | $1503025.93   | 0.02%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                  | EMBRAER NETHERLANDS FINANCE BV 5.980000% 02/11/2035                               | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | BR        |   2280000 | PA      | $2302936.80   | 0.03%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 2399 XG                                                    | CUSIP: 31339MXM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10457 | PA      | $10793.32     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR REPERFORMING LOAN TRUST                                     | MASTR REPERFORMING LOAN TRUST 2005-2 MARP 2005-2 1A1F                             | CUSIP: 57643QAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    172355 | PA      | $84368.63     | 0.00%             | 2035-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BW9916                                                         | CUSIP: 3140N3AS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    698578 | PA      | $677755.80    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 636885                                                         | CUSIP: 31389VRE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51210 | PA      | $53445.27     | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD5036                                                        | CUSIP: 3132DSSZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7056341 | PA      | $7155824.64   | 0.08%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F030660<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  20550000 | PA      | $17482730.02  | 0.20%             | 2055-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0222                                                         | CUSIP: 3140FXG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    907327 | PA      | $856135.46    | 0.01%             | 2057-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 587285                                                       | CUSIP: 36201MNA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16535 | PA      | $16522.15     | 0.00%             | 2032-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1807                                                        | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    795874 | PA      | $754973.32    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP 4.600000% 10/15/2038                                                 | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3651302.50   | 0.04%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                              | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.160000% 03/31/2034                        | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |   1303281 | PA      | $1141987.86   | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2402884.81   | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                        | ENI SPA 144A 5.950000% 05/15/2054                                                 | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |    890000 | PA      | $832862.69    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA8790                                                        | CUSIP: 3133KQXT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6223594 | PA      | $6048091.87   | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7545                                                        | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4323315 | PA      | $3583084.74   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-134 F                           | CUSIP: 38384ELE3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1050328 | PA      | $1039601.62   | 0.01%             | 2053-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                 | EVERSOURCE ENERGY 4.600000% 07/01/2027                                            | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1126176.96   | 0.01%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS0560                                                         | CUSIP: 3138W9TS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7344 | PA      | $7130.00      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                     | CONSOLIDATED EDISON CO OF NEW YORK INC 5.375000% 05/15/2034                       | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1195154.65   | 0.01%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787406                                                      | CUSIP: 3622ADDK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3091682 | PA      | $2556580.47   | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                         | TOWD POINT MORTGAGE TRUST 2022-4 TPMT 2022-4 A1                                   | CUSIP: 89180YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2497343 | PA      | $2372908.35   | 0.03%             | 2062-09-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 1997-32 PG                                                  | CUSIP: 31359PMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2105 | PA      | $2106.09      | 0.00%             | 2027-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC/THE 7.500000% 01/15/2031                                         | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      9000 | PA      | $10139.19     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 XAM                  | CUSIP: 3137FMU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6800000 | PA      | $286521.40    | 0.00%             | 2029-06-25      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL5890                                                         | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    614830 | PA      | $603725.81    | 0.01%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0597                                                         | CUSIP: 3140FXUX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    497609 | PA      | $459959.25    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB3880                                                         | CUSIP: 3140QPJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    218449 | PA      | $213555.34    | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                  | AMAZON.COM INC 3.150000% 08/22/2027                                               | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156754.84    | 0.00%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS8761                                                         | CUSIP: 3140XQWX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2786678 | PA      | $2870034.29   | 0.03%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                               | RATE MORTGAGE TRUST 2024-J4 RATE 2024-J4 A4                                       | CUSIP: 75408TAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5762403 | PA      | $5817774.56   | 0.07%             | 2054-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-37 IO                           | CUSIP: 38380RWG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2713802 | PA      | $159752.57    | 0.00%             | 2061-01-16      | Floating      | 0.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 776708                                                         | CUSIP: 31404R3R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5858 | PA      | $5867.04      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                               | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST TAOT 2022-D A4                         | CUSIP: 89239HAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    994000 | PA      | $1009535.03   | 0.01%             | 2028-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-56 AQ                                                  | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1600000 | PA      | $1242826.24   | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0240                                                         | CUSIP: 3140XFHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    865592 | PA      | $747496.76    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3210                                                         | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    858421 | PA      | $776133.72    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                              | JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032                         | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $969763.20    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 710087                                                      | CUSIP: 36297E2U8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     48874 | PA      | $48693.57     | 0.00%             | 2061-09-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785359                                                      | CUSIP: 3622AAZY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    815580 | PA      | $636008.76    | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3183                                                         | CUSIP: 31418CRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    474172 | PA      | $442479.39    | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LEHMAN BROTHERS HOLDINGS ESCROW SECURITY                                          | CUSIP: 524ESCR36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4040000 | PA      | $1616.00      | 0.00%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $2468247.86   | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                            | REYNOLDS AMERICAN INC 8.125000% 05/01/2040                                        | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1226755.45   | 0.01%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BS9106                                                         | CUSIP: 3140LLDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $100465.99    | 0.00%             | 2033-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-1 A1                        | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   5146000 | PA      | $5168879.12   | 0.06%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC 5.350000% 04/15/2032                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5830291.42   | 0.07%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA                          | CUSIP: 38383CRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61032 | PA      | $49680.25     | 0.00%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                      | GUARDIAN LIFE GLOBAL FUNDING 144A 4.798000% 04/28/2030                            | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   7755000 | PA      | $7814756.85   | 0.09%             | 2030-04-28      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12315000 | PA      | $8141225.69   | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 5.610000% 09/29/2026                                                | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3513070.82   | 0.04%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                      | KEYSPAN GAS EAST CORP 144A 2.742000% 08/15/2026                                   | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1145730.94   | 0.01%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4281 FA                                                    | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    332171 | PA      | $328338.85    | 0.00%             | 2043-12-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-48 AB                                                  | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    787806 | PA      | $672155.67    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 847777                                                         | CUSIP: 31408C2J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       721 | PA      | $753.58       | 0.00%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                 | CAPITAL ONE FINANCIAL CORP 6.051000% 02/01/2035                                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   3396000 | PA      | $3485089.58   | 0.04%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4980 KI                                                    | CUSIP: 3137FTLA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3509334 | PA      | $812681.82    | 0.01%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 613770                                                       | CUSIP: 36290N2B7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7975 | PA      | $8133.89      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                         | ALCON FINANCE CORP 144A 5.375000% 12/06/2032                                      | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   3268000 | PA      | $3306050.79   | 0.04%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                            | SEQUOIA MORTGAGE TRUST 2018-CH4 SEMT 2018-CH4 B1B                                 | CUSIP: 81747LCE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1711010 | PA      | $1691659.53   | 0.02%             | 2048-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                 | CROWN CASTLE INC 5.800000% 03/01/2034                                             | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1349408.29   | 0.02%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                            | OHIO ST UNIV OHIO STATE UNIVERSITY/THE                                            | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    689000 | PA      | $557646.42    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 SL                            | CUSIP: 38376T2W1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     36590 | PA      | $3985.10      | 0.00%             | 2040-01-16      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT STUDENT LOAN TRUST NAVSL 2023-BA A1A                                      | CUSIP: 63942TAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    491890 | PA      | $505282.51    | 0.01%             | 2072-03-15      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                    | HYUNDAI AUTO RECEIVABLES TRUST 2022-A HART 2022-A A3                              | CUSIP: 448977AD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    277935 | PA      | $277188.92    | 0.00%             | 2026-10-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                         | INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032                    | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1312000 | PA      | $1222233.16   | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 506874                                                       | CUSIP: 36211ACK0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        89 | PA      | $89.84        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC9154                                                        | CUSIP: 3133AUE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    545097 | PA      | $470481.74    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-74 AB                                                  | CUSIP: 3136B3HQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    225464 | PA      | $206915.88    | 0.00%             | 2048-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                                 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   3938000 | PA      | $3862812.87   | 0.04%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                          | DUKE ENERGY FLORIDA LLC 2.400000% 12/15/2031                                      | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $884510.81    | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 1.875000% 02/28/2027                                              | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6455000 | PA      | $6230335.73   | 0.07%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 482926                                                       | CUSIP: 36209VPK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8824 | PA      | $9044.77      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM3558                                                         | CUSIP: 3140X65U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1242399 | PA      | $1087437.42   | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0183                                                         | CUSIP: 3140FXFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    582484 | PA      | $535025.34    | 0.01%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM4925                                                         | CUSIP: 3140X8PK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    195072 | PA      | $168308.69    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-163 NC                          | CUSIP: 38377RKA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1000699 | PA      | $988743.31    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4562                                                         | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9721024 | PA      | $7567267.83   | 0.09%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 1.650000% 03/25/2026                                                  | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1531704.43   | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1                   | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    581424 | PA      | $502450.03    | 0.01%             | 2056-11-27      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5118 CA                                                    | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1215000 | PA      | $1113759.03   | 0.01%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR4 A6               | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1619042 | PA      | $1581075.50   | 0.02%             | 2034-06-25      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1738590.81   | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 4.946000% 10/22/2035                                          | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    335000 | PA      | $325070.62    | 0.00%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1442                                                         | CUSIP: 3140XGS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4679865 | PA      | $4088926.84   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |   1765000 | PA      | $1744810.98   | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0234                                                         | CUSIP: 3140FXHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    865673 | PA      | $802340.74    | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS6786                                                         | CUSIP: 3140XNRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  33368200 | PA      | $33074087.95  | 0.38%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BX6986                                                         | CUSIP: 3140NBXQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2393528 | PA      | $2429648.45   | 0.03%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZT1257                                                        | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1303065 | PA      | $1163062.37   | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5653                                                      | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    359490 | PA      | $353717.04    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP MTN 2.496000% 02/13/2031                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1727000 | PA      | $1557578.92   | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 622499                                                       | CUSIP: 36291ARU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5291 | PA      | $5392.99      | 0.00%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                       | BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022-C18 A5                                   | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1760000 | PA      | $1816489.49   | 0.02%             | 2055-12-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR8478                                                         | CUSIP: 3140L7M41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73999 | PA      | $58530.40     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST HAROT 2025-2 A4                         | CUSIP: 437921AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2549000 | PA      | $2537863.93   | 0.03%             | 2031-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Alabama Power Company                                             | ALABAMA POWER CO 3.700000% 12/01/2047                                             | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2022540.44   | 0.02%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 3.250000% 08/15/2029                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1615840.74   | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.200000% 04/01/2028                    | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $797847.29    | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 589026                                                       | CUSIP: 36201PLF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       299 | PA      | $302.08       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                         | UNION PACIFIC CORP 2.375000% 05/20/2031                                           | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    728000 | PA      | $645954.52    | 0.01%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 906602                                                         | CUSIP: 31411FGK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42982 | PA      | $44842.72     | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CENTEX HOME EQUITY LOAN TRUST                                     | CENTEX HOME EQUITY LOAN TRUST 2005-A CXHE 2005-A M1                               | CUSIP: 152314MH0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185237 | PA      | $185205.48    | 0.00%             | 2035-01-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    811000 | PA      | $692470.22    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4742 PA                                                    | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1068981 | PA      | $970341.34    | 0.01%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G61748                                                   | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3939084 | PA      | $3571640.85   | 0.04%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5399 FB                                                    | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1602927 | PA      | $1599655.03   | 0.02%             | 2054-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                        | DUKE ENERGY CAROLINAS LLC 2.550000% 04/15/2031                                    | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    466000 | PA      | $414875.91    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8648                                                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    749266 | PA      | $746674.89    | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS PASS-THROUGH TRUST 144A 5.789000% 01/10/2026                                  | CUSIP: 126650AQ3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100220 | PA      | $100264.53    | 0.00%             | 2026-01-10      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                 | JOHNSON & JOHNSON 5.000000% 03/01/2035                                            | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2602969.79   | 0.03%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC 2.375000% 07/15/2031                                                      | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3434656.88   | 0.04%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                       | SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A A2                                | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1094153 | PA      | $1096474.03   | 0.01%             | 2027-12-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO 5.389000% 07/28/2027                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  11465000 | PA      | $11567244.30  | 0.13%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0513                                                         | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    743591 | PA      | $638976.49    | 0.01%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 434315                                                       | CUSIP: 36207KN89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1476 | PA      | $1492.91      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                          | CONSUMERS ENERGY CO 5.050000% 05/15/2035                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1664027.63   | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8864                                                         | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    771742 | PA      | $638992.43    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1456                                                         | CUSIP: 3140XGTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2790588 | PA      | $2431008.54   | 0.03%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0206                                                        | CUSIP: 3132D9GP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    990547 | PA      | $834784.86    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2021-8 VERUS 2021-8 A1                                 | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1153223 | PA      | $1045102.96   | 0.01%             | 2066-11-25      | Floating      | 1.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4840                                                         | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13643091 | PA      | $12895797.86  | 0.15%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA9483                                                      | CUSIP: 36179YRC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04         | 0.00%             | 2054-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                       | CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026                            | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4370000 | PA      | $4193055.42   | 0.05%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT       | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICAT WMALT 2005-3 CX                | CUSIP: 9393365L3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     97562 | PA      | $15167.26     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                               | COMM 2015-CCRE27 MORTGAGE TRUST COMM 2015-CR27 A3                                 | CUSIP: 12635QBF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1964593 | PA      | $1960317.21   | 0.02%             | 2048-10-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1561                                                         | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    997547 | PA      | $955609.82    | 0.01%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                               | SOCIETE GENERALE SA MTN 7.367000% 01/10/2053                                      | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | FR        |    452000 | PA      | $462633.75    | 0.01%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BU8741                                                         | CUSIP: 3140MAWB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2098362 | PA      | $2038002.60   | 0.02%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 CN9873                                                      | CUSIP: 3617F96J6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    445680 | PA      | $390941.00    | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 6.174000% 05/25/2034                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1065700.55   | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7182                                                        | CUSIP: 3132DU6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    953542 | PA      | $925185.22    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                             | REGENCY CENTERS LP 2.950000% 09/15/2029                                           | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1913927.10   | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                               | COMMONSPIRIT HEALTH 4.350000% 11/01/2042                                          | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    440000 | PA      | $359611.98    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 A3                     | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1657000 | PA      | $1667592.37   | 0.02%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5201 CA                                                    | CUSIP: 3137H64V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1481880 | PA      | $1347120.29   | 0.02%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 3.050000% 05/15/2041                                       | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    358000 | PA      | $254868.63    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6650                                                         | CUSIP: 3140XAL83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1043424 | PA      | $927418.85    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 2.300000% 02/01/2032           | CUSIP: 161175BX1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1648612.70   | 0.02%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL TBA                                    | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |  28050000 | PA      | $27148365.57  | 0.31%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1                       | CUSIP: 83162CP56<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    875717 | PA      | $818256.14    | 0.01%             | 2047-05-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                | BOSTON GAS CO 144A 5.843000% 01/10/2035                                           | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2557731.50   | 0.03%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 5.150000% 04/23/2031                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3875849.35   | 0.04%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0163                                                         | CUSIP: 3140FXFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    772002 | PA      | $770408.71    | 0.01%             | 2046-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3819                                                         | CUSIP: 3140XKG53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3172715 | PA      | $2608371.91   | 0.03%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7257                                                      | CUSIP: 36179WB23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2281225 | PA      | $2046596.98   | 0.02%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-197 LF                          | CUSIP: 38383LFS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4468838 | PA      | $4400121.46   | 0.05%             | 2052-11-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                             | GILEAD SCIENCES INC 2.600000% 10/01/2040                                          | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $2722151.82   | 0.03%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA0913                                                         | CUSIP: 31418AAP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73225 | PA      | $73621.39     | 0.00%             | 2031-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                               | SOUTHWESTERN ELECTRIC POWER CO 2.750000% 10/01/2026                               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975102.55    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                      | UBS GROUP AG 144A 5.379000% 09/06/2045                                            | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |   1834000 | PA      | $1724765.47   | 0.02%             | 2045-09-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM4751                                                         | CUSIP: 3140J9H53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    296248 | PA      | $274686.92    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM5227                                                         | CUSIP: 3140J9YZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1642531 | PA      | $1654675.04   | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1253                                                         | CUSIP: 31418AMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    178627 | PA      | $168400.61    | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR4753                                                         | CUSIP: 3140L3H79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    214730 | PA      | $169590.32    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROLLINS, INC.                                                     | ROLLINS INC 144A 5.250000% 02/24/2035                                             | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4023504.17   | 0.05%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                         | BPR TRUST 2022-STAR BPR 2022-STAR A                                               | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4600000 | PA      | $4601380.00   | 0.05%             | 2039-08-15      | Floating      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 490404                                                       | CUSIP: 36210EX95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       961 | PA      | $972.55       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                              | AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUS 3.375000% 05/01/2027           | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67435 | PA      | $65483.56     | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-59 NC                                                  | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1134747 | PA      | $1036855.80   | 0.01%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                      | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1605116.05   | 0.02%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2395                                                        | CUSIP: 3132DPUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    580266 | PA      | $567341.04    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8347                                                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9567013 | PA      | $9083927.22   | 0.10%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5215                                                         | CUSIP: 31418EYM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4073454 | PA      | $4035991.75   | 0.05%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7727                                                         | CUSIP: 3140XBSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    125401 | PA      | $105144.21    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO 5.100000% 02/22/2031                                      | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    540000 | PA      | $552826.39    | 0.01%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                          | ANGEL OAK MORTGAGE TRUST 2022-3 AOMT 2022-3 A1                                    | CUSIP: 03464TAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2859717 | PA      | $2723001.77   | 0.03%             | 2067-01-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG H00790                                                   | CUSIP: 3128MS2X7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      6940 | PA      | $6920.19      | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC 144A 5.186000% 04/01/2030                                    | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   2633000 | PA      | $2662945.53   | 0.03%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6448                                                         | CUSIP: 3140XAEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    970159 | PA      | $763909.46    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP MTN 4.700000% 12/09/2035                                          | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    485000 | PA      | $466497.35    | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA 144A 5.400000% 03/29/2032                                 | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    211000 | PA      | $209805.73    | 0.00%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                   | NELNET STUDENT LOAN TRUST 2005-2 NSLT 2005-2 A5                                   | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1837879 | PA      | $1820258.90   | 0.02%             | 2037-03-23      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.125000% 02/15/2043                                              | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8250000 | PA      | $6502353.50   | 0.07%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4611 BF                                                    | CUSIP: 3137BRC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5888531 | PA      | $5832061.28   | 0.07%             | 2041-06-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-54 IO                           | CUSIP: 38380RK41<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2548125 | PA      | $294378.46    | 0.00%             | 2063-09-16      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP 3.300000% 02/06/2027                                               | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    720000 | PA      | $711408.83    | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD9170                                                        | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1540849 | PA      | $1269050.94   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 4.203000% 07/23/2029                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    940000 | PA      | $930086.41    | 0.01%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                               | PECO ENERGY CO 4.150000% 10/01/2044                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1604454.50   | 0.02%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB9683                                                         | CUSIP: 31417GXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    194727 | PA      | $184880.02    | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1            | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4509146 | PA      | $4308788.17   | 0.05%             | 2045-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                             | ELEVANCE HEALTH INC 4.950000% 11/01/2031                                          | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1245175.89   | 0.01%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 3.000000% 05/15/2032           | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   3725000 | PA      | $3201936.99   | 0.04%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2008-2 SLMA 2008-2 B                                       | CUSIP: 784442AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1179142.04   | 0.01%             | 2083-01-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                       | UNITED PARCEL SERVICE INC 5.200000% 04/01/2040                                    | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    850000 | PA      | $810382.90    | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                              | LXP INDUSTRIAL TRUST 6.750000% 11/15/2028                                         | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    545000 | PA      | $573553.41    | 0.01%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                            | CHUBB INA HOLDINGS LLC MTN 5.000000% 03/15/2034                                   | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2502220.00   | 0.03%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0551                                                         | CUSIP: 3140XFTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    232591 | PA      | $192396.38    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST                                    | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE CAMB 2019-LIFE A                         | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5300000 | PA      | $5296687.50   | 0.06%             | 2037-12-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA3633                                                         | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4313232 | PA      | $3902880.37   | 0.04%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                               | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 GSMBS 2024-RPL4 A1                  | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4254814 | PA      | $4116179.16   | 0.05%             | 2061-09-25      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    834050 | PA      | $755694.20    | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BD8104                                                         | CUSIP: 3140FGAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65893 | PA      | $57798.14     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q19236                                                   | CUSIP: 3132JAV69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     14003 | PA      | $13296.76     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2013-9 BC                                                   | CUSIP: 3136ABQF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    422184 | PA      | $444383.77    | 0.01%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QE5202                                                        | CUSIP: 3133BEX73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1528726 | PA      | $1405187.07   | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM5754                                                         | CUSIP: 3140X9MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72436 | PA      | $70222.08     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 5.449000% 07/20/2029                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    810000 | PA      | $828509.54    | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1289                                                         | CUSIP: 3140XGNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    895646 | PA      | $777375.48    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BW1302                                                         | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1370965 | PA      | $1354641.65   | 0.02%             | 2052-11-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 579140                                                       | CUSIP: 36201CLV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9224 | PA      | $9493.70      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2011-127 FC                                                 | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    421143 | PA      | $414651.18    | 0.00%             | 2041-12-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.700000% 05/01/2050                       | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    477000 | PA      | $286861.96    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP MTN 6.300000% 03/01/2038                                          | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1258041.95   | 0.01%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                     | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |   2290000 | PA      | $2156165.00   | 0.02%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5930                                                         | CUSIP: 3140XMSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    551793 | PA      | $522944.36    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE INTEREST STRIP FNS 426 C39                                             | CUSIP: 31422M2B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8713187 | PA      | $1131236.08   | 0.01%             | 2051-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD3231                                                        | CUSIP: 3133B0SU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1184171 | PA      | $1088785.01   | 0.01%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 4.542000% 09/19/2030                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1424248.43   | 0.02%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP 4.950000% 03/03/2035                                              | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2632662.40   | 0.03%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1462                                                         | CUSIP: 3140XGTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    665230 | PA      | $598024.21    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 2.800000% 03/01/2027                                                | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270045.84    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.875000% 05/15/2028                                              | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  34003000 | PA      | $33066589.34  | 0.38%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 568445                                                       | CUSIP: 36213YP63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6334 | PA      | $6436.19      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                           | VIRGINIA POWER FUEL SECURITIZATION LLC 5.088000% 05/01/2027                       | CUSIP: 92808VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1748505 | PA      | $1756159.12   | 0.02%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-64 IB                                                  | CUSIP: 3136BBWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1698895 | PA      | $340803.67    | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4245                                                        | CUSIP: 36202EWE5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    295089 | PA      | $312640.31    | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                         | DLLAA 2023-1 LLC DLLAA 2023-1A A3                                                 | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    760000 | PA      | $768682.09    | 0.01%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-1 EFMT 2022-1 A1                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    736170 | PA      | $636380.18    | 0.01%             | 2067-01-25      | Floating      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BC9077                                                         | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    298184 | PA      | $270899.99    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                    | JOHN DEERE CAPITAL CORP MTN 4.150000% 09/15/2027                                  | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1722571.54   | 0.02%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 5.250000% 04/21/2034                                           | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4166983.34   | 0.05%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  32400000 | PA      | $32073132.28  | 0.36%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD0035                                                        | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2205544 | PA      | $1929623.35   | 0.02%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3663                                                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    479722 | PA      | $433361.01    | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA5373                                                        | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    990515 | PA      | $779782.72    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 545898                                                       | CUSIP: 36212WNP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3684 | PA      | $3736.49      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-88 CF                                                  | CUSIP: 3136AUTG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1200612 | PA      | $1185448.41   | 0.01%             | 2046-12-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                          | GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036                                  | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $2814887.38   | 0.03%             | 2036-08-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QH5959                                                        | CUSIP: 3133CJTQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2386230 | PA      | $2413880.33   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4286 VF                                                    | CUSIP: 3137B6VQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1316289 | PA      | $1291638.58   | 0.01%             | 2043-12-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781542                                                       | CUSIP: 36225BWB0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       126 | PA      | $128.10       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BN1623                                                         | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258645 | PA      | $248030.35    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 535597                                                         | CUSIP: 31384V7J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       821 | PA      | $828.43       | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                 | GLP CAPITAL LP / GLP FINANCING II INC 5.300000% 01/15/2029                        | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    545000 | PA      | $545896.53    | 0.01%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL1051                                                         | CUSIP: 3138EHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65706 | PA      | $64437.63     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 4.650000% 11/04/2044                                         | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415791.83    | 0.00%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                      | MASSMUTUAL GLOBAL FUNDING II MTN 4.950000% 01/10/2030                             | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4555857.15   | 0.05%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST                                              | CHASE ISSUANCE TRUST CHAIT 2023-A1 A                                              | CUSIP: 161571HT4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4535000 | PA      | $4579592.66   | 0.05%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SL1278                                                        | CUSIP: 31427NM48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2515000 | PA      | $2490571.81   | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-24 PG                                                  | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3079360 | PA      | $2665941.47   | 0.03%             | 2047-04-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| THE BROOKLYN UNION GAS COMPANY                                    | BROOKLYN UNION GAS CO/THE 144A 6.415000% 07/18/2054                               | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5206614.33   | 0.06%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 3693 FC                                                    | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    470262 | PA      | $464477.70    | 0.01%             | 2040-07-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                             | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2490000 | PA      | $2240361.32   | 0.03%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                         | DUKE ENERGY PROGRESS LLC 2.500000% 08/15/2050                                     | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $579352.57    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2749                                                         | CUSIP: 31418CBT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258022 | PA      | $237591.24    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                       | ELMWOOD CLO I LTD ELMW1 2019-1A A1RR                                              | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2220000 | PA      | $2227632.36   | 0.03%             | 2037-04-20      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV8042                                                         | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1620596 | PA      | $1601667.32   | 0.02%             | 2052-09-01      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7252                                                         | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  16137412 | PA      | $15657211.42  | 0.18%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS7844                                                         | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    296601 | PA      | $259339.88    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG U90791                                                   | CUSIP: 3132H32Y8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1612514 | PA      | $1558530.81   | 0.02%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURANCE, INC.                                     | CONSTELLATION INSURANCE INC 144A 6.800000% 01/24/2030                             | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1701573.34   | 0.02%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 745643                                                         | CUSIP: 31403DLY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       186 | PA      | $193.91       | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 3.350000% 03/02/2033                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    215000 | PA      | $192838.59    | 0.00%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 A                           | CUSIP: 38380BNN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    690431 | PA      | $616654.51    | 0.01%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA7185                                                        | CUSIP: 3133KN6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    924522 | PA      | $855166.09    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 5.042000% 07/19/2030                                               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4054000 | PA      | $4094261.25   | 0.05%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 2.099000% 06/04/2026                                            | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   4845000 | PA      | $4844282.60   | 0.05%             | 2026-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08732                                                   | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1446782 | PA      | $1264332.03   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP.                                       | BUNGE LTD FINANCE CORP 4.200000% 09/17/2029                                       | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1796009.78   | 0.02%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 KA                          | CUSIP: 38383YJQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1131962 | PA      | $1106482.93   | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5530                                                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    519087 | PA      | $511310.54    | 0.01%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | STORE CAPITAL LLC 2.750000% 11/18/2030                                            | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1013899.74   | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELEC AUTH GA                                            | MUNI ELEC AUTH OF GEORGIA MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                 | CUSIP: 626207YF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2214000 | PA      | $2343814.13   | 0.03%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RE6028                                                        | CUSIP: 3133N3VV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2671020 | PA      | $2239146.73   | 0.03%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A                             | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4941000 | PA      | $4916295.00   | 0.06%             | 2036-09-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG U91254                                                   | CUSIP: 3132HBH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    249731 | PA      | $235742.39    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.484000% 10/23/2045           | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105855.09    | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD6079                                                        | CUSIP: 3133B3XG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    716801 | PA      | $590850.68    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 4.000000% 10/01/2027                                           | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1845714.09   | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                           | EXXON MOBIL CORP 4.227000% 03/19/2040                                             | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    745000 | PA      | $652695.72    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS8204                                                         | CUSIP: 3138WJDJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    741279 | PA      | $673908.77    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $1817975.69   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 786309                                                       | CUSIP: 3622AB3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4183007 | PA      | $3739324.01   | 0.04%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 6.303000% 10/23/2029                                             | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    776000 | PA      | $814326.76    | 0.01%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA7186                                                        | CUSIP: 3133KN6X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1938316 | PA      | $1791225.66   | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD7947                                                        | CUSIP: 3133B5ZL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    755626 | PA      | $644618.03    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2011-117 AF                                                 | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    391492 | PA      | $385685.46    | 0.00%             | 2041-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB8223                                                         | CUSIP: 3140QUD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    349733 | PA      | $354719.05    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                     | COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2                               | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    250422 | PA      | $243970.56    | 0.00%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                     | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $2945920.25   | 0.03%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.000000% 05/31/2030                                              | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  47742000 | PA      | $47835245.86  | 0.54%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-64 A                                                   | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    911576 | PA      | $791034.80    | 0.01%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 XS                           | CUSIP: 38376FLM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4419 | PA      | $230.93       | 0.00%             | 2039-07-16      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 5.150000% 04/23/2031                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1092928.80   | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2012-118 VZ                                                 | CUSIP: 3136A92R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    672589 | PA      | $606830.74    | 0.01%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2015-72 GL                                                  | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    668000 | PA      | $571472.26    | 0.01%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4520                                                         | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3934367 | PA      | $3311588.87   | 0.04%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8977                                                         | CUSIP: 3140XC6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134161 | PA      | $112219.76    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Company                                         | APPALACHIAN POWER CO 4.500000% 03/01/2049                                         | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46606.54     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0024                                                         | CUSIP: 3140XFA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    524926 | PA      | $437305.08    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    397754 | PA      | $389075.27    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                       | AKER BP ASA 144A 5.125000% 10/01/2034                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |   3324000 | PA      | $3117573.35   | 0.04%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ3340                                                        | CUSIP: 3142GTWA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1210535 | PA      | $1270209.02   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    740000 | PA      | $545210.73    | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 3.875000% 07/20/2025                                              | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    929000 | PA      | $927768.42    | 0.01%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC4690                                                        | CUSIP: 3133APF79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    226322 | PA      | $187283.99    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5095                                                        | CUSIP: 3133KYUU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    976226 | PA      | $827128.95    | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                     | NISOURCE INC 5.350000% 04/01/2034                                                 | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   6835000 | PA      | $6857290.44   | 0.08%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 5.300000% 05/06/2044                                                | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    255000 | PA      | $233416.73    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G02579                                                   | CUSIP: 3128M4FU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    152680 | PA      | $153127.66    | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                       | AMERICAN HOMES 4 RENT LP 2.375000% 07/15/2031                                     | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $1990499.75   | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3396                                                         | CUSIP: 3140XJX24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2178918 | PA      | $2138304.48   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BW3841                                                         | CUSIP: 3140MVHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1551195 | PA      | $1507409.44   | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.500000% 03/01/2055                       | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    514000 | PA      | $493250.88    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3666                                                      | CUSIP: 36179SCB1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     38690 | PA      | $38557.63     | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2474                                                        | CUSIP: 3132DPXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    219366 | PA      | $219004.70    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK                                                              | BANK 2025-BNK49 BANK 2025-BNK49 A5                                                | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    849000 | PA      | $873946.68    | 0.01%             | 2058-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                          | UNITED MEXICAN STATES 4.600000% 02/10/2048                                        | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1019000 | PA      | $723428.86    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6864                                                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1337767 | PA      | $1074931.25   | 0.01%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    466301 | PA      | $411575.88    | 0.00%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2012-47 JF                                                  | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    559856 | PA      | $552412.47    | 0.01%             | 2042-05-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |      2689 | NS      | $2688.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                          | COLT 2022-2 MORTGAGE LOAN TRUST COLT 2022-2 A1                                    | CUSIP: 19685EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1359849 | PA      | $1281519.94   | 0.01%             | 2067-02-25      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2024-D FORDO 2024-D A3                               | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6005000 | PA      | $6038818.36   | 0.07%             | 2029-08-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-223 P                           | CUSIP: 38383FHR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1771739 | PA      | $1526721.35   | 0.02%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST               | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS FHAMS 2004-AA3 A1              | CUSIP: 32051D6B3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     11616 | PA      | $11790.88     | 0.00%             | 2034-09-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 995724                                                         | CUSIP: 31416CD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7269 | PA      | $7572.87      | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5338 FH                                                    | CUSIP: 3137HAKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1919270 | PA      | $1869896.79   | 0.02%             | 2045-04-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB6322                                                         | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    774274 | PA      | $770580.50    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA9016                                                      | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2121291 | PA      | $2061403.94   | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       106 | NC      | $21988375.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7500                                                        | CUSIP: 3132DVKM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.00         | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                    | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A2A                            | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1560000 | PA      | $1563010.49   | 0.02%             | 2028-04-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785360                                                      | CUSIP: 3622AAZZ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    522465 | PA      | $413239.32    | 0.00%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC 5.350000% 09/15/2054                                        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    934000 | PA      | $848248.90    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 4.800000% 10/15/2034                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1285251.67   | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4607                                                         | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2062052 | PA      | $1783190.12   | 0.02%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4480                                                         | CUSIP: 3140XK6S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    306883 | PA      | $297185.36    | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                           | MVW 2023-2 LLC MVWOT 2023-2A A                                                    | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1036180 | PA      | $1065508.14   | 0.01%             | 2040-11-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| IMPAC CMB TRUST                                                   | IMPAC CMB TRUST SERIES 2005-4 IMM 2005-4 2A1                                      | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     41000 | PA      | $39144.45     | 0.00%             | 2035-05-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AN8575                                                         | CUSIP: 3138LMQ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1838356 | PA      | $1793880.14   | 0.02%             | 2028-03-01      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH COMWLTH MTG                              | VIRGINIA HOUSING DEVELOPMENT AUTHORITY VHDA 2006-C CTFS                           | CUSIP: 92812ULT3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     46527 | PA      | $46728.81     | 0.00%             | 2034-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDSTATE TRUST                                                    | MID-STATE CAPITAL CORP 2006-1 TRUST MDST 2006-1 A                                 | CUSIP: 59548PAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1319851 | PA      | $1321055.40   | 0.01%             | 2040-10-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4068                                                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12649583 | PA      | $11170061.50  | 0.13%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4587                                                         | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    186886 | PA      | $161612.40    | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR2664                                                         | CUSIP: 3140L06A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    549440 | PA      | $433942.59    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 5.700000% 02/10/2053                                                   | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    642000 | PA      | $576116.32    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 5.499000% 01/23/2035                                             | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2036490.26   | 0.02%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4375                                                         | CUSIP: 31418D2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    320344 | PA      | $294690.29    | 0.00%             | 2051-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC 3.150000% 02/21/2040                                                    | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $1825704.50   | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-66 CG                           | CUSIP: 38383RGE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2481469 | PA      | $2346153.01   | 0.03%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                           | MF1 2020-FL4 LTD MF1 2020-FL4 A                                                   | CUSIP: 58003UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    268928 | PA      | $268973.03    | 0.00%             | 2035-12-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2578                                                        | CUSIP: 3132DP2K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     78584 | PA      | $79867.90     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2013-15 FA                                                  | CUSIP: 3136ACK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    968132 | PA      | $945166.07    | 0.01%             | 2043-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.500000% 05/15/2027                                              | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  25930000 | PA      | $26207531.90  | 0.30%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                      | FORD CREDIT AUTO LEASE TRUST 2024-A FORDL 2024-A A4                               | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    772000 | PA      | $776252.10    | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC 3.625000% 03/15/2032                                                      | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1121442.35   | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 5.333000% 03/27/2036                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2322892.17   | 0.03%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                    | SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA A                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1994000 | PA      | $1976552.50   | 0.02%             | 2042-02-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                             | ARI FLEET LEASE TRUST 2023-A ARIFL 2023-A A3                                      | CUSIP: 00218GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1995000 | PA      | $2008763.31   | 0.02%             | 2032-02-17      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-84 FB                                                  | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    680881 | PA      | $670477.56    | 0.01%             | 2046-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1482                                                         | CUSIP: 3140XGUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1425368 | PA      | $1278722.24   | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                               | COMM 2014-UBS3 MORTGAGE TRUST COMM 2014-UBS3 AM                                   | CUSIP: 12591YBD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    359210 | PA      | $343516.11    | 0.00%             | 2047-06-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2014-25 EL                                                  | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    937463 | PA      | $857441.67    | 0.01%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron U.S.A. Inc.                                               | CHEVRON USA INC 4.980000% 04/15/2035                                              | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    251000 | PA      | $250353.87    | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS, INC.                                                | SBL HOLDINGS INC 144A 7.200000% 10/30/2034                                        | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1553274.38   | 0.02%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                              | CONSTELLATION ENERGY GENERATION LLC 5.600000% 03/01/2028                          | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2484682.50   | 0.03%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                           | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                    | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    659328 | PA      | $663714.32    | 0.01%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2023-4 A                       | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5707000 | PA      | $5858871.26   | 0.07%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 5.875000% 11/15/2055                                             | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    909000 | PA      | $885274.81    | 0.01%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7521                                                        | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1310992 | PA      | $1088019.81   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027           | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1549000 | PA      | $1594017.07   | 0.02%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB9482                                                        | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    194050 | PA      | $153253.34    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                         | UNION PACIFIC CORP 2.891000% 04/06/2036                                           | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    835000 | PA      | $679099.20    | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9819                                                         | CUSIP: 3140QV4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2552480 | PA      | $2631634.99   | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-35 MC                                                  | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2660607 | PA      | $2566355.47   | 0.03%             | 2044-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AX5505                                                         | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45436 | PA      | $43726.32     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC 4.875000% 02/04/2028                                             | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1301919.55   | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT3270                                                         | CUSIP: 3140LRT40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    345190 | PA      | $285741.26    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD7594                                                        | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    432152 | PA      | $355462.83    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                                 | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    961355 | PA      | $847499.37    | 0.01%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-68 IO                           | CUSIP: 38380R4W7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2761668 | PA      | $174573.31    | 0.00%             | 2062-10-16      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13330.93     | 0.00%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT6549                                                         | CUSIP: 3138WUH30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30685 | PA      | $29155.67     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4940 AG                                                    | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    727016 | PA      | $684130.96    | 0.01%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785220                                                      | CUSIP: 3622AAVM3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    529319 | PA      | $420633.00    | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 IO                          | CUSIP: 38378BF61<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1973262 | PA      | $6128.95      | 0.00%             | 2053-02-16      | Floating      | 0.11%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                          | DOW CHEMICAL CO/THE 4.800000% 05/15/2049                                          | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    585000 | PA      | $462484.91    | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR4722                                                         | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    253273 | PA      | $199527.82    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 538271                                                       | CUSIP: 36212M6G9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11978 | PA      | $12310.65     | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP 3.000000% 10/15/2030                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3956000 | PA      | $3479998.65   | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 0.750000% 08/31/2026                                              | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13415000 | PA      | $12877876.01  | 0.15%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.250000% 12/31/2026                                              | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  50115000 | PA      | $50304888.74  | 0.57%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0995                                                         | CUSIP: 3140XGC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    914789 | PA      | $791082.35    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                   | BLACKROCK FUNDING INC 5.250000% 03/14/2054                                        | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    340000 | PA      | $318133.27    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                            | TENNESSEE GAS PIPELINE CO LLC 8.375000% 06/15/2032                                | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2502823.42   | 0.03%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                      | GUARDIAN LIFE GLOBAL FUNDING 144A 1.100000% 06/23/2025                            | CUSIP: 40139LAG8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289421.66    | 0.00%             | 2025-06-23      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA1710                                                         | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    736251 | PA      | $704587.80    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                   | UNIVERSAL HEALTH SERVICES INC 1.650000% 09/01/2026                                | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1211422.58   | 0.01%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE GRANTOR TRUST 2017-T1 FNGT 2017-T1 A                                   | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177796 | PA      | $172205.99    | 0.00%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 429786                                                       | CUSIP: 36207ENB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16760 | PA      | $17273.12     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                               | VIRGINIA ELECTRIC AND POWER CO 5.000000% 04/01/2033                               | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   7233000 | PA      | $7189986.58   | 0.08%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1014                                                         | CUSIP: 3140XGDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    549289 | PA      | $434141.66    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                             | AIR LEASE CORP 5.850000% 12/15/2027                                               | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1363795.43   | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |   1150000 | PA      | $1153038.38   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD5620                                                        | CUSIP: 3133B3G50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     63185 | PA      | $49694.70     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-45 JL                                                  | CUSIP: 3136BA7B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1831187 | PA      | $1668280.75   | 0.02%             | 2040-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 3316 JO                                                    | CUSIP: 31397HKD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1782 | PA      | $1448.94      | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB8604                                                        | CUSIP: 3133AFRZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    237503 | PA      | $187885.46    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4781                                                      | CUSIP: 36179TJ22<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    251816 | PA      | $249402.30    | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                               | NISSAN AUTO RECEIVABLES 2022-B OWNER TRUST NAROT 2022-B A4                        | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1104000 | PA      | $1103637.45   | 0.01%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                               | TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST TAOT 2025-B A3                         | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2993000 | PA      | $3001203.81   | 0.03%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.350000% 04/01/2035                          | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1063843.23   | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP 4.800000% 05/15/2030                                     | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1911000 | PA      | $1922468.79   | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 4.125000% 12/15/2026                                          | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2409037.11   | 0.03%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                         | MFA 2021-RPL1 TRUST MFRA 2021-RPL1 A1                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    716798 | PA      | $650075.32    | 0.01%             | 2060-07-25      | Floating      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 1G2415                                               | CUSIP: 3128QSVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     23256 | PA      | $24062.37     | 0.00%             | 2036-05-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM5313                                                         | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    359465 | PA      | $297101.44    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.908000% 07/23/2025           | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    224000 | PA      | $223965.32    | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 599844                                                       | CUSIP: 36200FLZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8882 | PA      | $8972.00      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                     | COLLEGE AVENUE STUDENT LOANS LLC CASL 2017-A A1                                   | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    315425 | PA      | $317902.02    | 0.00%             | 2046-11-26      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 4.692000% 10/23/2030                                  | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2623563.96   | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5293 IO                                                    | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5160340 | PA      | $648478.75    | 0.01%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                | BMO 2025-5C10 MORTGAGE TRUST BMO 2025-5C10 A3                                     | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1269000 | PA      | $1308690.51   | 0.01%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0984                                                         | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3756436 | PA      | $3249817.39   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.750000% 05/19/2033                        | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |   6500000 | PA      | $6391513.64   | 0.07%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                              | BANK 2022-BNK44 BANK 2022-BNK44 A5                                                | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    929000 | PA      | $964948.12    | 0.01%             | 2055-11-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                               | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021-RPL1 GSMBS 2021-RPL1 A2             | CUSIP: 36261WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1111000 | PA      | $950874.01    | 0.01%             | 2060-12-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA4613                                                         | CUSIP: 3140QCDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2398225 | PA      | $2102810.95   | 0.02%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA8418                                                        | CUSIP: 3133KQK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3923536 | PA      | $3993203.22   | 0.05%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE LLC 4.500000% 09/15/2042                                        | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $823431.29    | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC 4.000000% 05/12/2028                                                    | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1308000 | PA      | $1306934.83   | 0.01%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781607                                                       | CUSIP: 36225BYC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2516 | PA      | $2620.61      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                    | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                               | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1521719 | PA      | $1529721.19   | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                               | RCKT MORTGAGE TRUST 2022-2 RCKT 2022-2 A2                                         | CUSIP: 74938WAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1359853 | PA      | $1082874.24   | 0.01%             | 2052-02-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-12 FD                                                  | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    837227 | PA      | $826585.90    | 0.01%             | 2047-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AO9747                                                         | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    802240 | PA      | $714246.26    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                    | RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1                 | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    158020 | PA      | $142952.81    | 0.00%             | 2034-12-25      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2017-RPL1 TRUST CSMC 2017-RPL1 A1                                            | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1829266 | PA      | $1777516.12   | 0.02%             | 2057-07-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 545646                                                         | CUSIP: 31385JET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1372 | PA      | $1431.56      | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                      | GUARDIAN LIFE GLOBAL FUNDING MTN 4.179000% 09/26/2029                             | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4356885.50   | 0.05%             | 2029-09-26      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                    | ENTERPRISE FLEET FINANCING 2022-3 LLC EFF 2022-3 A2                               | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    289266 | PA      | $288921.56    | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 483639                                                       | CUSIP: 36209WHQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3161 | PA      | $3164.12      | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                       | PHILLIPS 66 1.300000% 02/15/2026                                                  | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    530000 | PA      | $517597.93    | 0.01%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                        | NAVIENT STUDENT LOAN TRUST 2021-3 NAVSL 2021-3A A1A                               | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1545571 | PA      | $1341917.35   | 0.02%             | 2070-08-25      | Fixed         | 1.77%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.375000% 04/01/2038           | CUSIP: 161175BM5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    410000 | PA      | $377805.94    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                         | AGREE LP 4.800000% 10/01/2032                                                     | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    718000 | PA      | $697036.21    | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4071                                                         | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3251968 | PA      | $2782759.02   | 0.03%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QJ3725                                                        | CUSIP: 3133CUD60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2109613 | PA      | $2132048.97   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                        | DUKE ENERGY CAROLINAS LLC 5.350000% 01/15/2053                                    | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    970000 | PA      | $896495.40    | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3991000 | PA      | $3327506.91   | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA                            | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1019747 | PA      | $828832.70    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2021-78 ND                                                  | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1913668 | PA      | $1552513.33   | 0.02%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 IA                           | CUSIP: 38381H8D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3970234 | PA      | $214379.16    | 0.00%             | 2064-06-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 784894                                                      | CUSIP: 3622AAKF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    999633 | PA      | $892436.88    | 0.01%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0034                                                         | CUSIP: 3140XFBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    575504 | PA      | $496448.08    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5209 EJ                                                    | CUSIP: 3137H6V28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1524683 | PA      | $1390107.76   | 0.02%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4091 EX                                                    | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    614667 | PA      | $572160.04    | 0.01%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                          | UNITED MEXICAN STATES 4.600000% 01/23/2046                                        | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1264000 | PA      | $912747.04    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                             | SBNA AUTO LEASE TRUST 2025-A SBALT 2025-A A3                                      | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3960000 | PA      | $3970946.63   | 0.05%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5157                                                        | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2486503 | PA      | $2143324.06   | 0.02%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8801                                                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3025809 | PA      | $3014107.68   | 0.03%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1726                                                         | CUSIP: 3140XG4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    383102 | PA      | $324255.72    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8194                                                        | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   9826146 | PA      | $8025269.46   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2001-52 YZ                                                  | CUSIP: 313921MN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5964 | PA      | $6183.95      | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2006-51 SP                                                  | CUSIP: 31395DS42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10951 | PA      | $272.59       | 0.00%             | 2036-03-25      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB1704                                                         | CUSIP: 3140QL3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1312794 | PA      | $1207590.31   | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 4.550000% 03/15/2035                                                   | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    381000 | PA      | $363745.56    | 0.00%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 GMREV 2025-1 A                    | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8722000 | PA      | $8736446.25   | 0.10%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 4.800000% 08/03/2028                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1999521.53   | 0.02%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2021-40 DW                                                  | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    274403 | PA      | $239771.68    | 0.00%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                               | BMW US CAPITAL LLC 144A 5.050000% 03/21/2030                                      | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |   2250000 | PA      | $2267774.96   | 0.03%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  46050900 | NS      | $46050899.70  | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS4271                                                         | CUSIP: 3138WDW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33246 | PA      | $32207.27     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                         | DLLAA 2025-1 LLC DLLAA 2025-1A A3                                                 | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2635000 | PA      | $2663668.01   | 0.03%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ4189                                                        | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10341000 | PA      | $10259623.36  | 0.12%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786764                                                      | CUSIP: 3622ACMM9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2621865 | PA      | $2406031.60   | 0.03%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB0101                                                         | CUSIP: 3140QKDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    535693 | PA      | $461724.01    | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB9087                                                        | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1252658 | PA      | $991068.89    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC.                         | RAMP SERIES 2007-RZ1 TRUST RAMP 2007-RZ1 A3                                       | CUSIP: 74923PAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1218443 | PA      | $1211100.05   | 0.01%             | 2037-02-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                        | FARMERS INSURANCE EXCHANGE 144A 7.000000% 10/15/2064                              | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1495355.75   | 0.02%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ2635                                                        | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    790714 | PA      | $829001.44    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 4.583000% 06/19/2029                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    660000 | PA      | $655555.61    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 5.294000% 07/22/2035                                          | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3069121.95   | 0.03%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                   | SANTANDER UK GROUP HOLDINGS PLC 1.532000% 08/21/2026                              | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |   1140000 | PA      | $1131502.83   | 0.01%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5076                                                        | CUSIP: 3133KYT90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3433579 | PA      | $3020223.51   | 0.03%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                          | OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5                                | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6546003 | PA      | $5822314.43   | 0.07%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC 6.050000% 03/05/2031                                     | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    312000 | PA      | $305622.18    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5712                                                      | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1361651 | PA      | $1336007.01   | 0.02%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM3799                                                         | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33194 | PA      | $29162.45     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM1768                                                         | CUSIP: 3140J56E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4039924 | PA      | $3901233.87   | 0.04%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2041                                                         | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8724389 | PA      | $6810884.79   | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 512844                                                       | CUSIP: 36211GWD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13202 | PA      | $13341.96     | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS, L.P.                                                    | PROLOGIS LP 5.250000% 05/15/2035                                                  | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2918695.08   | 0.03%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2005-7 JM                            | CUSIP: 38374KF73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       128 | PA      | $133.64       | 0.00%             | 2034-05-18      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6930                                                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8485924 | PA      | $6818664.94   | 0.08%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4606                                                         | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1213230 | PA      | $1049607.88   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SI2045                                                        | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2240487 | PA      | $1954632.39   | 0.02%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3461508.20   | 0.04%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 612420                                                       | CUSIP: 36202XK97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1603 | PA      | $1670.41      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                    | BNP PARIBAS SA 144A 5.906000% 11/19/2035                                          | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | NUSS              | FR        |   1262000 | PA      | $1254744.88   | 0.01%             | 2035-11-19      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VISTRA OPERATIONS CO LLC 144A 5.700000% 12/30/2034                                | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6740000 | PA      | $6714297.68   | 0.08%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787097                                                      | CUSIP: 3622ACX21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    153420 | PA      | $149841.64    | 0.00%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-97 FW                           | CUSIP: 38384PYX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2909079 | PA      | $2891960.10   | 0.03%             | 2054-06-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2022-62 KA                                                  | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    826880 | PA      | $773564.47    | 0.01%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4586                                                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    676787 | PA      | $610637.51    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7184                                                      | CUSIP: 36179V6V7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2027132 | PA      | $1590817.24   | 0.02%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4324                                                      | CUSIP: 36179SYV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    199229 | PA      | $198545.33    | 0.00%             | 2047-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS INC 5.500000% 02/23/2054                                   | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    688000 | PA      | $653544.29    | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                          | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 COPAR 2022-2 A3                   | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1219125 | PA      | $1214256.41   | 0.01%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-19 FD                                                  | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3205417 | PA      | $3168473.63   | 0.04%             | 2046-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB3833                                                         | CUSIP: 3140QPHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    586822 | PA      | $500620.08    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                          | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                    | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1244694 | PA      | $1037984.06   | 0.01%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                  | PHILIP MORRIS INTERNATIONAL INC 4.375000% 04/30/2030                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3244000 | PA      | $3204796.20   | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5059                                                         | CUSIP: 3140XLTR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4750446 | PA      | $4318469.29   | 0.05%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4435                                                         | CUSIP: 31418D4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    761668 | PA      | $700992.30    | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                | BERRY GLOBAL INC 1.650000% 01/15/2027                                             | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1700560.63   | 0.02%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                              | ALIGNED DATA CENTERS ISSUER LLC ADC 2021-1A A2                                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3630000 | PA      | $3488369.02   | 0.04%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO                                                        | APIDOS CLO XII APID 2013-12A ARR                                                  | CUSIP: 03764DAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1861184 | PA      | $1860634.52   | 0.02%             | 2031-04-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3662                                                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    680219 | PA      | $601750.86    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1341572.30   | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4879 BC                                                    | CUSIP: 3137FLUD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    109126 | PA      | $96990.01     | 0.00%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2020-III LTD CIFC 2020-3A A1R                                        | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    840000 | PA      | $841350.72    | 0.01%             | 2034-10-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                | PUBLIC SERVICE CO OF OKLAHOMA 5.200000% 01/15/2035                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   5735000 | PA      | $5604750.92   | 0.06%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2013-49 AP                                                  | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    492405 | PA      | $412296.49    | 0.00%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                               | GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A                 | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1901187 | PA      | $1851622.06   | 0.02%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                    | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2025-1 MBART 2025-1 A3                       | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1878000 | PA      | $1895380.14   | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0584                                                         | CUSIP: 3140XFUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    228788 | PA      | $180599.57    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    560000 | PA      | $369637.53    | 0.00%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.000000% 04/30/2032                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   8660000 | PA      | $8574753.13   | 0.10%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                               | PECO ENERGY CO 2.850000% 09/15/2051                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $748509.47    | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 584398                                                       | CUSIP: 36201JGF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     14852 | PA      | $15087.14     | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 576485                                                       | CUSIP: 36200YNA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13954 | PA      | $14062.20     | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-84 A                            | CUSIP: 38383RU96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11515889 | PA      | $9551360.22   | 0.11%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                          | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A3                                    | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2975000 | PA      | $2967754.09   | 0.03%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM9205                                                         | CUSIP: 3140XDGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    208394 | PA      | $172919.59    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4839                                                         | CUSIP: 31418ELV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13063609 | PA      | $11992727.28  | 0.14%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  11055000 | PA      | $9217135.77   | 0.10%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1                          | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1608883 | PA      | $1328094.79   | 0.02%             | 2066-06-25      | Floating      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                      | TRUIST FINANCIAL CORP MTN 4.260000% 07/28/2026                                    | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1812923.69   | 0.02%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5182 M                                                     | CUSIP: 3137H5CE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1028956 | PA      | $896178.32    | 0.01%             | 2049-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB1805                                                         | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2839033 | PA      | $2348647.34   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786610                                                      | CUSIP: 3622ACGT1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1395524 | PA      | $1282423.79   | 0.01%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB0100                                                         | CUSIP: 3140QKDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    551158 | PA      | $478117.02    | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7038                                                         | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1111780 | PA      | $1171753.67   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1                                 | CUSIP: 831641FU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    776693 | PA      | $769174.98    | 0.01%             | 2032-09-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2023-4 A1A                                              | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1702000 | PA      | $1714357.88   | 0.02%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6418                                                         | CUSIP: 3140XADY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142568 | PA      | $113228.66    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                         | ALCON FINANCE CORP 144A 3.000000% 09/23/2029                                      | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3572982.59   | 0.04%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                          | DIAMONDBACK ENERGY INC 5.750000% 04/18/2054                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1209972.32   | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G04706                                                   | CUSIP: 3128M6R34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4758 | PA      | $4843.03      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.750000% 05/15/2028                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 156705000 | PA      | $156239782.03 | 1.77%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-89 IA                           | CUSIP: 38380PTL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2980573 | PA      | $236704.88    | 0.00%             | 2062-04-16      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6598                                                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    577073 | PA      | $485127.50    | 0.01%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0345                                                        | CUSIP: 3132D9L28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    251942 | PA      | $211239.73    | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AD0761                                                         | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1084536 | PA      | $1095578.77   | 0.01%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 5.950000% 05/15/2054                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3551000 | PA      | $3242896.21   | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                              | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1256586 | PA      | $1264451.11   | 0.01%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 752200                                                       | CUSIP: 36230LNR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    239626 | PA      | $210540.85    | 0.00%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 MSC 2016-BNK2 XA                         | CUSIP: 61690YBV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  12522494 | PA      | $116420.38    | 0.00%             | 2049-11-15      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-22 FA                                                  | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1124937 | PA      | $1107646.77   | 0.01%             | 2046-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP MTN 3.800000% 04/01/2028                                          | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246920.98    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5498                                                         | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2519365 | PA      | $2545034.14   | 0.03%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A3                      | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2360000 | PA      | $2367870.60   | 0.03%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                | MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012-CK MSBAM 2012-CKSV A2             | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    123079 | PA      | $116948.58    | 0.00%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781562                                                       | CUSIP: 36225BWX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2454 | PA      | $2540.96      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0331                                                         | CUSIP: 3140XFLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    759222 | PA      | $647689.43    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB6854                                                         | CUSIP: 3140QSTL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3694114 | PA      | $3488575.52   | 0.04%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4117 HB                                                    | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    649672 | PA      | $572720.54    | 0.01%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2022-4 MH                                                   | CUSIP: 3136BLXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2029441 | PA      | $1884041.09   | 0.02%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4091 FN                                                    | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    550942 | PA      | $540653.86    | 0.01%             | 2042-08-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 599799                                                       | CUSIP: 36200FKL1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13302 | PA      | $13515.98     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                 | GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031                        | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1008851.45   | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G67713                                                   | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1364030 | PA      | $1274646.69   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                             | SHELL FINANCE US INC 4.125000% 05/11/2035                                         | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3018488.30   | 0.03%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                   | BAE SYSTEMS PLC 144A 5.250000% 03/26/2031                                         | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |   3615000 | PA      | $3687206.01   | 0.04%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   5405000 | PA      | $5130993.31   | 0.06%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 794717                                                         | CUSIP: 31405N4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22367 | PA      | $22793.08     | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 4.800000% 10/15/2034                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3071000 | PA      | $2990157.49   | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE LLC 5.500000% 09/01/2041                                        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2116940.49   | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON LIMITED                                                   | OCTAGON 66 LTD OCT66 2022-1A A1R                                                  | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2506577.50   | 0.03%             | 2036-11-16      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | TSY INFL IX N/B 1.875000% 07/15/2034                                              | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  19440000 | PA      | $19654778.65  | 0.22%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                          | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 A5                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    970000 | PA      | $922994.96    | 0.01%             | 2055-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BK8111                                                         | CUSIP: 3140HNAM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746423 | PA      | $710981.21    | 0.01%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB3234                                                         | CUSIP: 3140QNSY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1031756 | PA      | $886142.13    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    135000 | PA      | $128370.71    | 0.00%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 B                                       | CUSIP: 78445CAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1153493.19   | 0.01%             | 2083-07-26      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| POINT AU ROCHE PARK CLO                                           | POINT AU ROCHE PARK CLO LTD PARPK 2021-1A A                                       | CUSIP: 73052VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3130000 | PA      | $3134604.23   | 0.04%             | 2034-07-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                          | ANGEL OAK MORTGAGE TRUST 2021-6 AOMT 2021-6 A1                                    | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    968276 | PA      | $811443.14    | 0.01%             | 2066-09-25      | Floating      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding B.V.                                              | SIEMENS FUNDING BV 144A 4.350000% 05/26/2028                                      | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |   2895000 | PA      | $2901195.16   | 0.03%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                    | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2025-2A A                          | CUSIP: 05377RKQ6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1774000 | PA      | $1794768.22   | 0.02%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 934648                                                         | CUSIP: 31412TZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13057 | PA      | $13655.84     | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BU2599                                                         | CUSIP: 3140M33H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366494 | PA      | $302469.03    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                     | FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4                                    | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4084471 | PA      | $3937503.72   | 0.04%             | 2036-01-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 5.192000% 04/17/2031                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3230000 | PA      | $3277169.79   | 0.04%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2245                                                        | CUSIP: 3132DPP69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    336947 | PA      | $336391.91    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD6656                                                        | CUSIP: 3132DUMD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2511691 | PA      | $2487944.85   | 0.03%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 841081                                               | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    625750 | PA      | $623162.08    | 0.01%             | 2050-02-01      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781798                                                       | CUSIP: 36225B7K8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20036 | PA      | $20878.13     | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                          | DIAMONDBACK ENERGY INC 5.750000% 04/18/2054                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1339932.31   | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                             | KEURIG DR PEPPER INC 5.300000% 03/15/2034                                         | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3315000 | PA      | $3346114.56   | 0.04%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                   | MVW 2021-1W LLC MVWOT 2021-1WA B                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    194413 | PA      | $184491.03    | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                               | COMM 2015-LC19 MORTGAGE TRUST COMM 2015-LC19 XA                                   | CUSIP: 200474BD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58804 | PA      | $1.11         | 0.00%             | 2048-02-10      | Floating      | 0.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1584                                                         | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    220734 | PA      | $215402.12    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 5.049000% 07/23/2030                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1333293.33   | 0.02%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 Q                            | CUSIP: 38382NFF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1038809 | PA      | $1019884.26   | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                 | CITIGROUP MORTGAGE LOAN TRUST 2009-10 CMLTI 2009-10 1A1                           | CUSIP: 17316AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12306 | PA      | $12297.45     | 0.00%             | 2033-09-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5467                                                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    495949 | PA      | $474451.36    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO VARIABLE RATE 01/15/2027                                         | CUSIP: 949746TG6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2395000 | PA      | $2369277.22   | 0.03%             | 2027-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BE7845                                                         | CUSIP: 3140FTWF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7399 | PA      | $7106.37      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4127                                                      | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1264986 | PA      | $1140527.98   | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC1164                                                        | CUSIP: 3133AKJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    188233 | PA      | $148579.96    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7926                                                         | CUSIP: 3140XPYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4387273 | PA      | $4548066.43   | 0.05%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 595064                                                       | CUSIP: 36200AB99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5489 | PA      | $5556.50      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6342                                                      | CUSIP: 36179VBK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    159427 | PA      | $157137.16    | 0.00%             | 2049-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q47434                                                   | CUSIP: 3132WMHL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     61204 | PA      | $58817.34     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB3272                                                         | CUSIP: 3140QNT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1810884 | PA      | $1673462.08   | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5206 CD                                                    | CUSIP: 3137H6RC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1404235 | PA      | $1299595.17   | 0.01%             | 2049-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4160 HP                                                    | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    681706 | PA      | $650310.78    | 0.01%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 434223                                                       | CUSIP: 36207KLC2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       678 | PA      | $684.24       | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB9961                                                        | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    286502 | PA      | $226270.08    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BC0167                                                         | CUSIP: 3140EUFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43163 | PA      | $39249.76     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC.                                            | ACCENTURE CAPITAL INC 4.500000% 10/04/2034                                        | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1854280.02   | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 2312 Z                                                     | CUSIP: 3133TTNH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     24857 | PA      | $25150.39     | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD4229                                                        | CUSIP: 3132E0VW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4124318 | PA      | $4192106.46   | 0.05%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD0225                                                        | CUSIP: 3132DMHA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    900623 | PA      | $787156.84    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5064                                                        | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3206783 | PA      | $2822284.82   | 0.03%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                       | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A4                                 | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    433000 | PA      | $436476.38    | 0.00%             | 2029-04-16      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K093 X1                   | CUSIP: 3137FMCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3676775 | PA      | $113972.31    | 0.00%             | 2029-05-25      | Floating      | 0.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2015-26 GF                                                  | CUSIP: 3136ANQS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1413485 | PA      | $1378013.53   | 0.02%             | 2045-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2404816.63   | 0.03%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2296                                                         | CUSIP: 3140XHRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    515333 | PA      | $460438.29    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4547                                                         | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10591558 | PA      | $8254777.37   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2756                                                        | CUSIP: 3132DQBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    656257 | PA      | $654990.99    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                        | JP MORGAN MORTGAGE TRUST SERIES 2024-4 JPMMT 2024-4 A4A                           | CUSIP: 46657WAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4764940 | PA      | $4788129.83   | 0.05%             | 2054-10-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 535879                                                       | CUSIP: 36212KJY0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3757 | PA      | $3790.43      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6413                                                      | CUSIP: 36179VDS6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    303325 | PA      | $298647.62    | 0.00%             | 2050-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 3866 SA                                                    | CUSIP: 3137AACP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    205311 | PA      | $14792.61     | 0.00%             | 2041-05-15      | Floating      | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5466                                                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    313653 | PA      | $290332.63    | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DEUTSCHE BANK AG/NEW YORK NY 5.297000% 05/09/2031                                 | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   3026000 | PA      | $3030183.51   | 0.03%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                    | JOHN DEERE CAPITAL CORP MTN 5.150000% 09/08/2026                                  | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1535651.16   | 0.02%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4493                                                         | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10318451 | PA      | $8434422.59   | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                               | STRYKER CORP 4.850000% 02/10/2030                                                 | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2402000 | PA      | $2426589.92   | 0.03%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 4.550000% 02/15/2032                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2147296.83   | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4314                                                         | CUSIP: 3140XKYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    256383 | PA      | $201818.43    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   4735000 | PA      | $4469679.44   | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CC0430                                                         | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11991423 | PA      | $11927423.34  | 0.14%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC 3.700000% 03/23/2029                                                   | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6150000 | PA      | $5907636.93   | 0.07%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3249                                                         | CUSIP: 3140XJTF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    713072 | PA      | $692945.73    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-13 PE                                                  | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    608951 | PA      | $546335.67    | 0.01%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD0781                                                        | CUSIP: 3132DM2N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    272844 | PA      | $233677.36    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 4.875000% 03/15/2030                                                   | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1742686.75   | 0.02%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 2.739000% 10/15/2030                                          | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1511749.57   | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL9468                                                         | CUSIP: 3138ERQW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1386379 | PA      | $1341460.88   | 0.02%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 711731                                                       | CUSIP: 36297GVY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    289387 | PA      | $258502.85    | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD                                                   | OAKTREE CLO 2024-25 LTD OAKCL 2024-25A A                                          | CUSIP: 67402PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2490000 | PA      | $2496210.06   | 0.03%             | 2037-04-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                               | COMM 2018-COR3 MORTGAGE TRUST COMM 2018-COR3 A2                                   | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6102652 | PA      | $5928575.32   | 0.07%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2934                                                        | CUSIP: 3132DQHK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7046135 | PA      | $7158734.35   | 0.08%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4573                                                         | CUSIP: 3140XLCK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    822315 | PA      | $835994.13    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4132                                                         | CUSIP: 3140XKSW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    173462 | PA      | $176674.81    | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222843.63    | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ0313                                                        | CUSIP: 3142GQK35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    810599 | PA      | $819772.99    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC STRIPS FHS 326 F2                                                     | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    793827 | PA      | $787950.53    | 0.01%             | 2044-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                          | DUKE ENERGY INDIANA LLC 2.750000% 04/01/2050                                      | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $743721.89    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106565.80    | 0.00%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV8515                                                         | CUSIP: 3140MNN93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10037695 | PA      | $8547211.73   | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 6.900000% 11/09/2052                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    385000 | PA      | $415878.69    | 0.00%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 2.182000% 06/01/2028                                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1693741.94   | 0.02%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                         | SAUDI ARABIAN OIL CO 144A 6.375000% 06/02/2055                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   4635000 | PA      | $4542300.00   | 0.05%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                    | APOLLO GLOBAL MANAGEMENT INC 5.800000% 05/21/2054                                 | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    417000 | PA      | $399233.22    | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 2.580000% 04/22/2032                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1212000 | PA      | $1069762.82   | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 SFAST 2024-2A A3                 | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1414000 | PA      | $1429178.30   | 0.02%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC6551                                                        | CUSIP: 3133ARH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    410627 | PA      | $340522.33    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                           | MF1 2021-FL7 LTD MF1 2021-FL7 A                                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    456769 | PA      | $456275.83    | 0.01%             | 2036-10-16      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7525                                                        | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1200500 | PA      | $1000210.75   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 565034                                                       | CUSIP: 36213UV31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18749 | PA      | $19278.03     | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3672                                                         | CUSIP: 3140XKCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    596462 | PA      | $593359.13    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4281                                                         | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10641522 | PA      | $8323543.47   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | GOLDMAN SACHS BANK USA/NEW YORK NY 5.414000% 05/21/2027                           | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   2212000 | PA      | $2227532.16   | 0.03%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-78 SA                           | CUSIP: 38374DJA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1163181 | PA      | $57443.59     | 0.00%             | 2037-12-16      | Floating      | 2.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL TBA                                    | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |   6690000 | PA      | $6474957.78   | 0.07%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC0165                                                        | CUSIP: 3133AJFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     63502 | PA      | $52839.98     | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4208                                                         | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9959655 | PA      | $7812224.60   | 0.09%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1751                                                        | CUSIP: 3132DN5L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    160286 | PA      | $132585.02    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                          | ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A                                   | CUSIP: 03464XAL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    311583 | PA      | $293519.56    | 0.00%             | 2065-01-26      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REFERENCE REMIC FHRR R006 ZA                                          | CUSIP: 31396JT21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    395317 | PA      | $415686.09    | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST SERIES 2024-5 VZMT 2024-5 A                                  | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3903000 | PA      | $3974681.72   | 0.05%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1768779.44   | 0.02%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4269                                                         | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1623437 | PA      | $1282418.40   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                              | SIEMENS FUNDING BV 144A 4.900000% 05/28/2032                                      | CUSIP: 82622RAD8<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | NL        |   2328000 | PA      | $2336171.28   | 0.03%             | 2032-05-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.125000% 05/15/2048                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57970000 | PA      | $42997435.94  | 0.49%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS6402                                                         | CUSIP: 3140XNDG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7748019 | PA      | $7882506.10   | 0.09%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                             | HOWMET AEROSPACE INC 4.850000% 10/15/2031                                         | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1038707.11   | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.300000% 05/19/2053                        | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    213000 | PA      | $195229.22    | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB2855                                                         | CUSIP: 3140QNE57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1521022 | PA      | $1260001.87   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2021-42 AC                                                  | CUSIP: 3136BGAH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1023946 | PA      | $880228.34    | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                    | CHARLES SCHWAB CORP/THE 5.643000% 05/19/2029                                      | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3499362.57   | 0.04%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7252                                                         | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8717371 | PA      | $8457968.67   | 0.10%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                  | WORLD OMNI AUTO RECEIVABLES TRUST 2025-B WOART 2025-B A3                          | CUSIP: 98164TAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1445000 | PA      | $1448138.11   | 0.02%             | 2030-09-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5335 FB                                                    | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2129757 | PA      | $2130359.84   | 0.02%             | 2039-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                               | PENFED AUTO RECEIVABLES OWNER TRUST 2022-A PNFED 2022-A A4                        | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    507944 | PA      | $507150.96    | 0.01%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM3773                                                         | CUSIP: 3140X7FP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3155183 | PA      | $2869203.72   | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5092 HE                                                    | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1202753 | PA      | $984061.71    | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                            | JOHN DEERE OWNER TRUST 2025 JDOT 2025-A A3                                        | CUSIP: 47800DAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4505000 | PA      | $4499055.65   | 0.05%             | 2029-09-17      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 5.900000% 02/10/2063                                                   | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    511000 | PA      | $462542.96    | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS0038                                                         | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309321 | PA      | $273869.68    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.000000% 02/15/2048                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43350000 | PA      | $31484630.75  | 0.36%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-82 FE                                                  | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    734168 | PA      | $730939.31    | 0.01%             | 2047-10-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2012-106 FA                                                 | CUSIP: 3136A9AN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    377587 | PA      | $371502.48    | 0.00%             | 2042-10-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM5111                                                         | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    861987 | PA      | $833754.05    | 0.01%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7626                                                         | CUSIP: 3140XPPL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2052899 | PA      | $1824241.50   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-65 DC                           | CUSIP: 38380WV71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1042000 | PA      | $951256.80    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA8382                                                        | CUSIP: 3133KQJ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4244530 | PA      | $4124724.71   | 0.05%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3058                                                         | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    925107 | PA      | $863516.20    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8570                                                      | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2371544 | PA      | $2363829.55   | 0.03%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-38 PA                                                  | CUSIP: 3136B1Q80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    460699 | PA      | $449724.79    | 0.01%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS8969                                                         | CUSIP: 3140XQ6F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2106625 | PA      | $2111676.19   | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KC05 X1                   | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1434509 | PA      | $21486.65     | 0.00%             | 2027-06-25      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                               | KINDER MORGAN INC 5.150000% 06/01/2030                                            | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1524188.14   | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG U92272                                                   | CUSIP: 3132HCMV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    166936 | PA      | $161044.56    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                    | ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2                               | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2514064 | PA      | $2550850.39   | 0.03%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG B70787                                                   | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     48406 | PA      | $48030.51     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX, INC.                                                     | NETFLIX INC 5.400000% 08/15/2054                                                  | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    944000 | PA      | $908458.68    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0284                                                         | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6171896 | PA      | $5305722.71   | 0.06%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1938355 | PA      | $1692314.25   | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ3701                                                        | CUSIP: 3142GUDF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1034099 | PA      | $1084210.73   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                            | GENERAL MOTORS FINANCIAL CO INC 6.150000% 07/15/2035                              | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1338186.20   | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1108412.16   | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS 2.460000% 12/15/2025                                          | CUSIP: 71654QBY7<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    313100 | PA      | $308055.43    | 0.00%             | 2025-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB4630                                                         | CUSIP: 3140QQEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6004089 | PA      | $6013567.33   | 0.07%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 600711                                                       | CUSIP: 36200GKY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3807 | PA      | $3879.41      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                      | US BANCORP 5.836000% 06/12/2034                                                   | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $3051216.90   | 0.03%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 5YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       720 | NC      | $77895000.00  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIES CORPORATION                          | RASC SERIES 2006-KS2 TRUST RASC 2006-KS2 M2                                       | CUSIP: 75406BAF4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    343485 | PA      | $342319.13    | 0.00%             | 2036-03-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 841563                                               | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3384931 | PA      | $3340208.67   | 0.04%             | 2053-05-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q48094                                                   | CUSIP: 3132WM7G3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    277317 | PA      | $259271.51    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD3644                                                        | CUSIP: 3133B1BM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    618696 | PA      | $493403.19    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO 3.300000% 08/01/2040                                  | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64139.32     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL III                                      | FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054                            | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2230797.14   | 0.03%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG U99076                                                   | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1110369 | PA      | $1085150.27   | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS9298                                                         | CUSIP: 3140XRKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3408363 | PA      | $3458791.58   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 485375                                                       | CUSIP: 36209YFQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1192 | PA      | $1227.15      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BE2369                                                         | CUSIP: 3140FMT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    355069 | PA      | $328504.68    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 723248                                                       | CUSIP: 3620A9P96<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    127857 | PA      | $127820.87    | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP 2.921000% 03/17/2052                                               | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130014.09    | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 4.600000% 04/15/2027                                       | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1808000 | PA      | $1811820.58   | 0.02%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                   | DEERE & CO 5.450000% 01/16/2035                                                   | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   3792000 | PA      | $3885013.82   | 0.04%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV8546                                                         | CUSIP: 3140MNP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    663116 | PA      | $595308.94    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0569                                                         | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1358067 | PA      | $1218610.82   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 2.908000% 07/21/2042                                  | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $194693.25    | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G06361                                                   | CUSIP: 3128M8MJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     10345 | PA      | $9869.31      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST                                              | CHASE ISSUANCE TRUST CHAIT 2024-A2 A                                              | CUSIP: 161571HW7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   9013000 | PA      | $9103545.50   | 0.10%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD5416                                                        | CUSIP: 3132DTAR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5007193 | PA      | $5014535.34   | 0.06%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4880 DA                                                    | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    973939 | PA      | $888618.68    | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                | BMO 2025-C11 MORTGAGE TRUST BMO 2025-C11 A5                                       | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1254000 | PA      | $1292865.85   | 0.01%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC 4.375000% 03/22/2028                                     | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |    680000 | PA      | $675758.89    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 5.400000% 03/15/2054                                                   | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1334584.53   | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA1711                                                         | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    759346 | PA      | $726417.50    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0460                                                        | CUSIP: 3132D9QM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    172952 | PA      | $145684.08    | 0.00%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 2671 S                                                     | CUSIP: 31394HVK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     15065 | PA      | $16207.58     | 0.00%             | 2033-09-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-43 FC                                                  | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1041266 | PA      | $1017616.48   | 0.01%             | 2049-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB7424                                                         | CUSIP: 3140QTHA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1573478 | PA      | $1590625.84   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5092 AP                                                    | CUSIP: 3137FYAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    624655 | PA      | $542632.17    | 0.01%             | 2041-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4512                                                         | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9987664 | PA      | $8167948.98   | 0.09%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 845355                                                         | CUSIP: 31408AE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43619 | PA      | $45307.84     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BS6767                                                         | CUSIP: 3140LHQV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    192270 | PA      | $188212.63    | 0.00%             | 2032-10-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                              | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1260000 | PA      | $880038.05    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1788000 | PA      | $1411455.76   | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1664                                                         | CUSIP: 31418AZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    131538 | PA      | $127373.85    | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QG4323                                                        | CUSIP: 3133C4YU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    545601 | PA      | $553834.43    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3098                                                         | CUSIP: 3140XJNQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1375259 | PA      | $1222366.88   | 0.01%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2914                                                         | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    730724 | PA      | $694793.67    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36395000 | PA      | $24580841.61  | 0.28%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                               | KINDER MORGAN INC 5.000000% 02/01/2029                                            | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303348.17    | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM5919                                                         | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    510535 | PA      | $469351.93    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                  | PARAMOUNT GLOBAL 5.900000% 10/15/2040                                             | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1577074.41   | 0.02%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR3 A2               | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17123 | PA      | $15978.57     | 0.00%             | 2034-06-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  21048000 | PA      | $20811210.00  | 0.24%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL 30YR TBA (JUNE)                                                | CUSIP: 21H022663<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  41600000 | PA      | $34844348.03  | 0.40%             | 2055-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6476                                                      | CUSIP: 36179VFR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2179922 | PA      | $2012143.87   | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 565069                                                       | CUSIP: 36213UW63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       931 | PA      | $955.06       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 2.522000% 04/22/2031                                          | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2671000 | PA      | $2410413.21   | 0.03%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS8936                                                         | CUSIP: 3138WJ4W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16843 | PA      | $14710.48     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    965000 | PA      | $976446.49    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2 AMCAR 2022-2 A3                   | CUSIP: 03065WAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    281544 | PA      | $281402.02    | 0.00%             | 2028-04-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QF4924                                                        | CUSIP: 3133BSPH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     61526 | PA      | $62326.84     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD3642                                                        | CUSIP: 3132E0BK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    988422 | PA      | $1007792.04   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4448                                                         | CUSIP: 3140XK5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    237431 | PA      | $225049.07    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2006-125 SM                                                 | CUSIP: 31396PDC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    150567 | PA      | $15756.98     | 0.00%             | 2037-01-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 968252                                                         | CUSIP: 31414KEZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2060 | PA      | $2149.99      | 0.00%             | 2038-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 CAALT 2025-1A C                          | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7005000 | PA      | $7099769.94   | 0.08%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                              | HOME DEPOT INC/THE 4.850000% 06/25/2031                                           | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    776000 | PA      | $788642.61    | 0.01%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS INC 5.250000% 04/02/2035                                   | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2273000 | PA      | $2264539.46   | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BU6901                                                         | CUSIP: 3140M8U31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    745730 | PA      | $610205.32    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE KROGER CO.                                                    | KROGER CO/THE 5.000000% 09/15/2034                                                | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    760000 | PA      | $740218.22    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                   | KLA CORP 4.700000% 02/01/2034                                                     | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1714543.62   | 0.02%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-65 DI                                                  | CUSIP: 3136BBTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2073877 | PA      | $420931.14    | 0.00%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 610851                                                       | CUSIP: 36202VTG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4538 | PA      | $4735.96      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                           | MICRON TECHNOLOGY INC 5.650000% 11/01/2032                                        | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1151331.03   | 0.01%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-59 IO                           | CUSIP: 38381EX45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3303285 | PA      | $142883.92    | 0.00%             | 2062-02-16      | Floating      | 0.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08748                                                   | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    257363 | PA      | $233228.76    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                              | KIMCO REALTY OP LLC 4.850000% 03/01/2035                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1012845.13   | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE INTEREST STRIP FNS 426 C45                                             | CUSIP: 31422M2H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  20763106 | PA      | $2648113.20   | 0.03%             | 2051-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2012-46 BA                                                  | CUSIP: 3136A5J49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    175585 | PA      | $183666.74    | 0.00%             | 2042-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 6.250000% 08/15/2055                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1298000 | PA      | $1279307.62   | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4903 NF                                                    | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    533999 | PA      | $522159.56    | 0.01%             | 2049-08-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY, INC.                                           | MICRON TECHNOLOGY INC 6.050000% 11/01/2035                                        | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   3097000 | PA      | $3158053.39   | 0.04%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 5.150000% 07/15/2034                                       | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   9195000 | PA      | $9074525.00   | 0.10%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7990                                                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1839504 | PA      | $1691670.01   | 0.02%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QG1295                                                        | CUSIP: 3133C1NL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    398176 | PA      | $395905.57    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8491                                                        | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5845297 | PA      | $5660990.99   | 0.06%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5121309.78   | 0.06%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G67707                                                   | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6271856 | PA      | $5665232.68   | 0.06%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB6484                                                         | CUSIP: 3140QSF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9868368 | PA      | $9795235.49   | 0.11%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA STUDENT LOAN CORPORATION                           | SOUTH CAROLINA STUDENT LOAN CORP 2015-A SCSLC 2015-A A                            | CUSIP: 83715RAH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240028 | PA      | $240121.74    | 0.00%             | 2036-01-25      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                         | NORTHERN STATES POWER CO/MN 5.050000% 05/15/2035                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2702824.30   | 0.03%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5071                                                        | CUSIP: 3133KYT41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5478802 | PA      | $4674089.18   | 0.05%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Z40209                                                   | CUSIP: 3132FCGS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1904822 | PA      | $1829414.48   | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                          | BENCHMARK 2025-V15 MORTGAGE TRUST BMARK 2025-V15 A3                               | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1691000 | PA      | $1755824.32   | 0.02%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781688                                                       | CUSIP: 36225B2V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    115523 | PA      | $119351.00    | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2648                                                         | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  17425067 | PA      | $15487824.27  | 0.18%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 434177                                                       | CUSIP: 36207KJW1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       299 | PA      | $307.52       | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 947451                                                         | CUSIP: 31413KBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31859 | PA      | $33049.64     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 545994                                                         | CUSIP: 31385JRP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     10462 | PA      | $10919.22     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K147 X1                   | CUSIP: 3137H8BN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11448314 | PA      | $270277.53    | 0.00%             | 2032-06-25      | Floating      | 0.36%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7              | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     25827 | PA      | $24865.04     | 0.00%             | 2033-10-25      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4264                                                         | CUSIP: 31418DW24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2674120 | PA      | $2543807.52   | 0.03%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3942                                                         | CUSIP: 31418DLY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    898385 | PA      | $753127.45    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                   | CIGNA GROUP/THE 4.900000% 12/15/2048                                              | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118639.19    | 0.00%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-9 DF                                                   | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    721565 | PA      | $712577.57    | 0.01%             | 2047-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                      | JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   3035000 | PA      | $3075738.81   | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                            | LOWE'S COS INC 4.250000% 04/01/2052                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1462104.58   | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA3053                                                        | CUSIP: 3133KJMA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1852268 | PA      | $1463164.80   | 0.02%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7630                                                         | CUSIP: 3140XBPQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134386 | PA      | $111376.84    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                      | NORTHROP GRUMMAN CORP 5.200000% 06/01/2054                                        | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    185000 | PA      | $168291.37    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 616094                                                       | CUSIP: 36290SNK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4423 | PA      | $4509.01      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2011-117 FA                                                 | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    905223 | PA      | $892058.42    | 0.01%             | 2041-11-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BO6798                                                         | CUSIP: 3140K2RU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    530735 | PA      | $457499.84    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 556023                                                       | CUSIP: 36213JVQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4721 | PA      | $4774.97      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST INC                                 | CITIGROUP MORTGAGE LOAN TRUST 2004-UST1 CMLTI 2004-UST1 A6                        | CUSIP: 17307GLD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      5598 | PA      | $5291.48      | 0.00%             | 2034-08-25      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2015-32 FA                                                  | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    888663 | PA      | $863840.11    | 0.01%             | 2045-05-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9148                                                         | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2375255 | PA      | $2442542.17   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5065670.04   | 0.06%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4954 LB                                                    | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    493684 | PA      | $430172.30    | 0.00%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032                                  | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13815000 | PA      | $11888101.76  | 0.13%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 4.390000% 08/15/2037                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    604000 | PA      | $531342.56    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G15963                                                   | CUSIP: 3128MEZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    735924 | PA      | $706200.19    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027                             | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1073000 | PA      | $1011382.88   | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                             | ELEVANCE HEALTH INC 4.750000% 02/15/2030                                          | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1379385.56   | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                    | MORGAN STANLEY CAPITAL I TRUST 2020-L4 MSC 2020-L4 ASB                            | CUSIP: 61770KAV7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3721679 | PA      | $3556010.44   | 0.04%             | 2053-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                               | SOCIETE GENERALE 7.132000% 01/19/2055                                             | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | NUSS              | US        |    837000 | PA      | $829286.64    | 0.01%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G07335                                                   | CUSIP: 3128M9PU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20705 | PA      | $21714.30     | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD4572                                                        | CUSIP: 3132DSCH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3648310 | PA      | $3612890.30   | 0.04%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                                  | OWL ROCK CLO III LTD OR 2020-3A AR                                                | CUSIP: 69120DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2030000 | PA      | $2042588.03   | 0.02%             | 2036-04-20      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                     | FLORIDA POWER & LIGHT CO 5.700000% 03/15/2055                                     | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $5044097.21   | 0.06%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4696                                                        | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    121506 | PA      | $118902.59    | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 599760                                                       | CUSIP: 36200FJD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9980 | PA      | $10340.52     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC 4.800000% 09/15/2034                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4245000 | PA      | $4096319.72   | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM1150                                                         | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    113153 | PA      | $98914.03     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1                                 | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1272326 | PA      | $1136904.26   | 0.01%             | 2066-10-25      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 WFCM 2025-5C4 AS                   | CUSIP: 949931AF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1590000 | PA      | $1648325.65   | 0.02%             | 2058-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5819                                                      | CUSIP: 36179UPC0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     99758 | PA      | $98001.93     | 0.00%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                            | SEMPRA 6.550000% 04/01/2055                                                       | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    231000 | PA      | $216139.82    | 0.00%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA7531                                                         | CUSIP: 3140QFLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    521013 | PA      | $450174.56    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6478000 | PA      | $6394407.63   | 0.07%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                               | TOYOTA AUTO RECEIVABLES 2023-C OWNER TRUST TAOT 2023-C A3                         | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2315000 | PA      | $2326905.35   | 0.03%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4311                                                         | CUSIP: 31418DYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    718331 | PA      | $607176.97    | 0.01%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8264                                                        | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  23140531 | PA      | $20539725.58  | 0.23%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 3.150000% 11/15/2025                                                 | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    897000 | PA      | $891152.82    | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 562249                                                       | CUSIP: 36213RTE7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9257 | PA      | $9343.86      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-9 BF                                                   | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    988892 | PA      | $976395.18    | 0.01%             | 2047-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 1.470000% 09/22/2027                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3053841.39   | 0.03%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.                  | MASTR ASSET BACKED SECURITIES TRUST 2006-WMC3 MABS 2006-WMC3 A4                   | CUSIP: 55291KAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    643809 | PA      | $217650.40    | 0.00%             | 2036-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7509                                                        | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    517794 | PA      | $450510.17    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 07/24/2025                                                | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 135630000 | PA      | $134801887.98 | 1.53%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 604735                                                       | CUSIP: 36200MY80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23512 | PA      | $24072.04     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0188                                                        | CUSIP: 3132D9F58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    492939 | PA      | $416246.21    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-47 GZ                                                  | CUSIP: 3136BAS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $447169.38    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING VII CLO LTD CEDF 2018-7A AR                                         | CUSIP: 15032FAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4711438 | PA      | $4710764.09   | 0.05%             | 2031-01-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4017                                                         | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1344296 | PA      | $1246139.64   | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FA1489                                                         | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1874403 | PA      | $1664839.95   | 0.02%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9479                                                         | CUSIP: 3140QVQ98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3335230 | PA      | $3357401.31   | 0.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 3.050000% 08/12/2051                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $903843.31    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 5.834000% 02/20/2031                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   2630000 | PA      | $2740174.46   | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21220000 | PA      | $20676237.50  | 0.23%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                             | LAS VEGAS SANDS CORP 6.000000% 08/15/2029                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    610000 | PA      | $619563.02    | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 4.900000% 02/12/2032                                               | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $619457.80    | 0.01%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AC1604                                                         | CUSIP: 31417KYA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1507610 | PA      | $1439685.00   | 0.02%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  38584731 | NS      | $38584730.65  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                  | PHILIP MORRIS INTERNATIONAL INC 4.125000% 04/28/2028                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3832000 | PA      | $3807509.46   | 0.04%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC.                                                  | CATERPILLAR INC 5.200000% 05/15/2035                                              | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   2904000 | PA      | $2914417.20   | 0.03%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT9657                                                         | CUSIP: 3138WXWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199424 | PA      | $189319.21    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                               | RATE MORTGAGE TRUST 2021-J4 RATE 2021-J4 A7                                       | CUSIP: 75410JAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  10217290 | PA      | $8919224.12   | 0.10%             | 2051-11-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0582                                                         | CUSIP: 3140XFUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    308012 | PA      | $254710.20    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 4.786000% 03/04/2029                                                | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3001000 | PA      | $3005080.52   | 0.03%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-57 PC                                                  | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3026669 | PA      | $2559320.12   | 0.03%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                               | COMMONSPIRIT HEALTH 3.347000% 10/01/2029                                          | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    718000 | PA      | $678096.01    | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                   | NELNET STUDENT LOAN TRUST 2005-1 NSLT 2005-1 A5                                   | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1774767 | PA      | $1755894.60   | 0.02%             | 2033-10-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                              | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1292464 | PA      | $1202072.79   | 0.01%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4628 KF                                                    | CUSIP: 3137BSVH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    928083 | PA      | $904076.92    | 0.01%             | 2055-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7122                                                         | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1216188 | PA      | $1062508.68   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                   | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 WFRBS 2014-C22 B                         | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    970000 | PA      | $880265.30    | 0.01%             | 2057-09-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD7365                                                        | CUSIP: 3133B5FE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     83165 | PA      | $65747.89     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5217 CD                                                    | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1407519 | PA      | $1303427.34   | 0.01%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8182                                                        | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1877048 | PA      | $1462975.76   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-181 L                           | CUSIP: 38379HMV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    816462 | PA      | $733488.87    | 0.01%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES             | CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A7                                 | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70181 | PA      | $69025.15     | 0.00%             | 2034-11-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                        | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP2 A4              | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1369684.12   | 0.02%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 890604                                                         | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    694157 | PA      | $676467.03    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 610504                                                       | CUSIP: 36202VGM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1329 | PA      | $1333.85      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                | PIEDMONT NATURAL GAS CO INC 2.500000% 03/15/2031                                  | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1755387.12   | 0.02%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 3.591000% 07/22/2028                                           | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263981.44    | 0.00%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2715                                                        | CUSIP: 3132DQAQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    153690 | PA      | $146742.59    | 0.00%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORTGAGE LOAN TRUST | IMPACT FUNDING AFFORDABLE MULTIFAMILY HOUSING MORT IFUND 2010-1 A1                | CUSIP: 45257HAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     59016 | PA      | $58694.07     | 0.00%             | 2051-01-25      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO 5.442000% 01/30/2036                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1582373.86   | 0.02%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2010-107 FB                                                 | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    440497 | PA      | $434853.92    | 0.00%             | 2040-09-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A3                      | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4355000 | PA      | $4372024.13   | 0.05%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2272000 | PA      | $2174031.02   | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB4103                                                         | CUSIP: 3140QPRZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1161967 | PA      | $1143957.31   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 5.389000% 04/24/2034                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2706520.13   | 0.03%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA9437                                                        | CUSIP: 3133KRPW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    424697 | PA      | $422519.55    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786474                                                      | CUSIP: 3622ACCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    810015 | PA      | $792263.49    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC 6.054000% 11/05/2031                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10543000 | PA      | $10272148.22  | 0.12%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZS4613                                                        | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1449391 | PA      | $1271532.65   | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 3958 AF                                                    | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    425280 | PA      | $419073.61    | 0.00%             | 2041-11-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S4 2A10              | CUSIP: 9292275C6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2489 | PA      | $2385.43      | 0.00%             | 2033-06-25      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                             | AMERICAN ELECTRIC POWER CO INC 5.699000% 08/15/2025                               | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1747515.94   | 0.02%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                     | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2004-2 A33               | CUSIP: 94980GBF7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1505534 | PA      | $1536309.22   | 0.02%             | 2034-10-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                           | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2006-BC5 A4               | CUSIP: 86359SAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    194061 | PA      | $193056.26    | 0.00%             | 2036-12-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD6609                                                        | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6128487 | PA      | $6425667.43   | 0.07%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BQ5876                                                         | CUSIP: 3140KRQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204965 | PA      | $169878.70    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8786                                                         | CUSIP: 3140XCXQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1512245 | PA      | $1248853.86   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                     | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 A3                            | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    801704 | PA      | $782063.80    | 0.01%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                    | RFC PRINCIPAL  STRIP ZERO COUPON 04/15/2030                                       | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10375000 | PA      | $8460889.90   | 0.10%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BU8750                                                         | CUSIP: 3140MAWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    156286 | PA      | $152769.49    | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC 2.650000% 02/08/2051                                                    | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    468000 | PA      | $283933.33    | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON COMPANY                                               | OHIO EDISON CO 144A 4.950000% 12/15/2029                                          | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1157184.06   | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5049000 | PA      | $3410047.24   | 0.04%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                               | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    413035 | PA      | $390672.12    | 0.00%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL 30YR TBA (JUNE)                                                | CUSIP: 21H042661<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  18275000 | PA      | $17238796.90  | 0.20%             | 2055-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                            | REYNOLDS AMERICAN INC 6.150000% 09/15/2043                                        | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $474753.87    | 0.01%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781484                                                       | CUSIP: 36225BUH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     93366 | PA      | $96686.65     | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 JL                          | CUSIP: 38384QXH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1659000 | PA      | $1388020.60   | 0.02%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE TRUST                                      | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1                | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     29785 | PA      | $28020.87     | 0.00%             | 2034-12-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 593225                                                       | CUSIP: 36201UA20<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       260 | PA      | $267.75       | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G01227                                                   | CUSIP: 31283HLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3329 | PA      | $3478.64      | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 544472                                                       | CUSIP: 36212U2D2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       110 | PA      | $111.78       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QE4363                                                        | CUSIP: 3133BDZ40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2885103 | PA      | $2801889.94   | 0.03%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                | HEWLETT PACKARD ENTERPRISE CO 5.000000% 10/15/2034                                | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3057398.78   | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                           | GSR MORTGAGE LOAN TRUST 2004-8F GSR 2004-8F 2A3                                   | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     17573 | PA      | $17786.83     | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.375000% 05/15/2027                                              | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  73530000 | PA      | $71413140.42  | 0.81%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                         | SAUDI ARABIAN OIL CO 144A 6.375000% 06/02/2055                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   3831000 | PA      | $3754380.00   | 0.04%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5878                                                      | CUSIP: 36179UQ70<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    248212 | PA      | $244378.03    | 0.00%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                  | PHILIP MORRIS INTERNATIONAL INC 5.000000% 11/17/2025                              | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1833000 | PA      | $1836172.81   | 0.02%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                        | JP MORGAN MORTGAGE TRUST 2005-A1 JPMMT 2005-A1 3A4                                | CUSIP: 466247LS0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     18432 | PA      | $17648.68     | 0.00%             | 2035-02-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BW5041                                                         | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2434586 | PA      | $2420621.54   | 0.03%             | 2052-08-01      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A4                 | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    389000 | PA      | $392817.80    | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BK5150                                                         | CUSIP: 3140HJWL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48687 | PA      | $47665.78     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                   | RTX CORP 3.950000% 08/16/2025                                                     | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249486.96    | 0.00%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                            | NSTAR ELECTRIC CO 5.400000% 06/01/2034                                            | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1188671.36   | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1556                                                         | CUSIP: 3140XGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2495792 | PA      | $2242199.71   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                          | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                    | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1342212 | PA      | $1136596.76   | 0.01%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                             | CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 CWL 2004-6 1A1                   | CUSIP: 126673AW2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1464659 | PA      | $1426955.26   | 0.02%             | 2034-12-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q05261                                                   | CUSIP: 3132GLQN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    197807 | PA      | $183312.59    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC 5.600000% 03/02/2043                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1116000 | PA      | $1083036.15   | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 323862                                                         | CUSIP: 31374TWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       309 | PA      | $317.36       | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC STRIPS FHS 356 300                                                    | CUSIP: 3132J0NU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1806038 | PA      | $1608985.06   | 0.02%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC 4.500000% 05/15/2035                                                 | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3447937.54   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM2548                                                         | CUSIP: 3140X5ZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    631262 | PA      | $589100.93    | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 B                                       | CUSIP: 78445AAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1219451.19   | 0.01%             | 2073-04-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4010 KM                                                    | CUSIP: 3137AMTT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    154300 | PA      | $145939.12    | 0.00%             | 2042-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                | ALTRIA GROUP INC 4.800000% 02/14/2029                                             | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11039.36     | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2015-48 FB                                                  | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1065631 | PA      | $1036447.04   | 0.01%             | 2045-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 5.299000% 07/24/2029                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6453232.92   | 0.07%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM7176                                                         | CUSIP: 3140JB6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7435055 | PA      | $7291446.02   | 0.08%             | 2053-04-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                                   | EATON CAPITAL ULC 4.450000% 05/09/2030                                            | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | NUSS              | US        |   1167000 | PA      | $1162747.49   | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                          | ENTERGY MISSISSIPPI LLC 5.800000% 04/15/2055                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1090661.63   | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC.                                          | BOOZ ALLEN HAMILTON INC 5.950000% 04/15/2035                                      | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   3255000 | PA      | $3220907.33   | 0.04%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMMC CLO LIMITED                                                  | AMMC CLO 15 LTD AMMC 2014-15A BR3                                                 | CUSIP: 00175MBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002062.00   | 0.02%             | 2032-01-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q45094                                                   | CUSIP: 3132WJUU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1228661 | PA      | $1073721.78   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                    | DRYDEN 77 CLO LTD DRSLF 2020-77A AR                                               | CUSIP: 26252VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6759767.25   | 0.08%             | 2034-05-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC.                                            | ACCENTURE CAPITAL INC 4.250000% 10/04/2031                                        | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   3509000 | PA      | $3445476.57   | 0.04%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD3737                                                        | CUSIP: 3132E0EJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    515671 | PA      | $524064.05    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.125000% 07/01/2049           | CUSIP: 161175BS2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    310000 | PA      | $249415.48    | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1591                                                         | CUSIP: 31418AXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    257829 | PA      | $249667.30    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16580000 | PA      | $9315887.50   | 0.11%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BK7700                                                         | CUSIP: 3140HMRW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    563373 | PA      | $540893.29    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA6565                                                        | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  26974878 | PA      | $22329696.64  | 0.25%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB9594                                                         | CUSIP: 31417GUU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15954 | PA      | $15175.33     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BN7755                                                         | CUSIP: 3140JQTM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3761000 | PA      | $3272298.64   | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                 | BERKSHIRE HATHAWAY ENERGY CO 2.850000% 05/15/2051                                 | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $2265051.24   | 0.03%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A 6.027000% 05/28/2036                                                 | CUSIP: 056121AB2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |   1979000 | PA      | $2008369.59   | 0.02%             | 2036-05-28      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                           | DUKE ENERGY CORP 0.900000% 09/15/2025                                             | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1933846.25   | 0.02%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   4338000 | PA      | $4094924.90   | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 5.700000% 04/01/2035                                           | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2464357.66   | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT0972                                                         | CUSIP: 3140LPCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    347815 | PA      | $273135.34    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 852294                                                         | CUSIP: 31408H3B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2446 | PA      | $2498.00      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO 4.731000% 04/25/2029                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3301000 | PA      | $3319409.15   | 0.04%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB3426                                                         | CUSIP: 3140QNYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8504436 | PA      | $7554668.03   | 0.09%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                | BMO 2025-C12 MORTGAGE TRUST BMO 2025-C12 A5                                       | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    846000 | PA      | $883685.07    | 0.01%             | 2058-06-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| NRTH MORTGAGE TRUST                                               | NRTH 2024-PARK MORTGAGE TRUST NRTH 2024-PARK A                                    | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4025000 | PA      | $4032794.41   | 0.05%             | 2039-03-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1357890 | PA      | $1185050.76   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0028                                                         | CUSIP: 3140XFA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    522586 | PA      | $431721.08    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2009-86 BO                                                  | CUSIP: 31398FRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    224977 | PA      | $199309.96    | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2089000 | PA      | $1444748.54   | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG C01380                                                   | CUSIP: 31292HQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2132 | PA      | $2200.28      | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2024-E SMB 2024-E A1A                            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3442979 | PA      | $3451415.30   | 0.04%             | 2056-10-16      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                             | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                                      | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    810550 | PA      | $813792.09    | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5119 AB                                                    | CUSIP: 3137H0RQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2049-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                  | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR7 INDX 2004-AR7 A2                        | CUSIP: 45660NT96<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7980 | PA      | $6909.01      | 0.00%             | 2034-09-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ4 GSMBS 2025-PJ4 A5                    | CUSIP: 36271WAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  12930498 | PA      | $12897585.97  | 0.15%             | 2055-09-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 144A 5.389000% 05/28/2031                                                 | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | NUSS              | FR        |   2335000 | PA      | $2354780.11   | 0.03%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP MTN 3.600000% 07/01/2030                                          | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441464.37    | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2771                                                         | CUSIP: 31418CCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3024383 | PA      | $2641924.43   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 577947                                                       | CUSIP: 36201BBQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        16 | PA      | $16.60        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                        | ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034                              | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   2145000 | PA      | $2163431.04   | 0.02%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8460                                                         | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1375013 | PA      | $1190983.64   | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV                       | NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY FUTUR  | CUSIP: 64971XUX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1085000 | PA      | $919922.68    | 0.01%             | 2032-11-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2021-84 MA                                                  | CUSIP: 3136BKCP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1370276 | PA      | $1114818.73   | 0.01%             | 2051-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB1273                                                         | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1253847 | PA      | $983730.27    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC 3.950000% 08/08/2052                                                    | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1140885.98   | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST                               | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 VALET 2023-1 A3                        | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2187000 | PA      | $2193835.69   | 0.02%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4658                                                         | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    563412 | PA      | $530626.33    | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                 | CROWN CASTLE INC 2.100000% 04/01/2031                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1093979.12   | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                             | MICROSOFT CORP 3.450000% 08/08/2036                                               | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21242.34     | 0.00%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4963                                                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    740118 | PA      | $684916.55    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THROUGH SERIES TRUST                        | CVS PASS-THROUGH TRUST 5.880000% 01/10/2028                                       | CUSIP: 126650BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35238 | PA      | $35619.23     | 0.00%             | 2028-01-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC.                                                      | WALMART INC 4.900000% 04/28/2035                                                  | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4035701.89   | 0.05%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2023-7 A1A                                              | CUSIP: 92348KCD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2815000 | PA      | $2865354.44   | 0.03%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING, INC.                                         | PPL CAPITAL FUNDING INC 5.250000% 09/01/2034                                      | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    706000 | PA      | $698920.35    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                               | ENTERGY TEXAS INC 5.250000% 04/15/2035                                            | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1825748.14   | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIDSTATE TRUST                                                    | MID-STATE TRUST XI MDST 11 A1                                                     | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    328501 | PA      | $326978.34    | 0.00%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 5.574000% 07/25/2029                                         | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    763000 | PA      | $782752.77    | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD5089                                                        | CUSIP: 3132DSUN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    334070 | PA      | $315872.64    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BQ0254                                                         | CUSIP: 3140KKH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159744 | PA      | $126168.68    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                       | PFIZER INC 4.000000% 12/15/2036                                                   | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $948618.01    | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB3115                                                         | CUSIP: 3140QNN99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7619206 | PA      | $6573258.10   | 0.07%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.650000% 03/25/2032                 | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |   4150000 | PA      | $4158204.38   | 0.05%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG C01369                                                   | CUSIP: 31292HQW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4929 | PA      | $5126.87      | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA9963                                                      | CUSIP: 36180AB85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  13503323 | PA      | $12746130.72  | 0.14%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2244                                                         | CUSIP: 3140XHP68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1486841 | PA      | $1322471.47   | 0.02%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ2827                                                        | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    472423 | PA      | $494788.23    | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 457097                                                       | CUSIP: 36208PX29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       845 | PA      | $866.01       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD3432                                                        | CUSIP: 3132DQY59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    487111 | PA      | $495984.68    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                            | LOWE'S COS INC 1.700000% 09/15/2028                                               | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    900000 | PA      | $826096.89    | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5148                                                        | CUSIP: 3133KYWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2270539 | PA      | $1910421.84   | 0.02%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC 144A 4.875000% 06/25/2048                                 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   4728000 | PA      | $3715040.51   | 0.04%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA5117                                                        | CUSIP: 3133KLVJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3226364 | PA      | $2540473.01   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4471                                                         | CUSIP: 3140XK6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    253904 | PA      | $219572.48    | 0.00%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                          | CONSUMERS ENERGY CO 5.050000% 05/15/2035                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2072579.22   | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BC9003                                                         | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1584296 | PA      | $1383295.89   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7910                                                         | CUSIP: 3140XBYG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    432294 | PA      | $360567.06    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-167 BQ                          | CUSIP: 38380H3A8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    564551 | PA      | $527774.75    | 0.01%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AD0753                                                         | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37135 | PA      | $39175.05     | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 995072                                                         | CUSIP: 31416BMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75313 | PA      | $76525.84     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                         | REALTY INCOME CORP 5.125000% 04/15/2035                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   4095000 | PA      | $4048123.18   | 0.05%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4802                                                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57495 | PA      | $57509.78     | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT6546                                                         | CUSIP: 3138WUHY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     38679 | PA      | $36731.68     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC 5.141000% 03/15/2052                                     | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   7005000 | PA      | $4541048.13   | 0.05%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                     | SUN COMMUNITIES OPERATING LP 4.200000% 04/15/2032                                 | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1492368.56   | 0.02%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                          | COLUMBIA PIPELINES OPERATING CO LLC 144A 6.544000% 11/15/2053                     | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $281399.60    | 0.00%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM3123                                                         | CUSIP: 3140X6PH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    795778 | PA      | $732817.45    | 0.01%             | 2038-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $5473586.28   | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.750000% 04/01/2048           | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1017920.39   | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 6.528000% 05/01/2034                                                | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    725000 | PA      | $773844.59    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE-ACES FNA 2016-M11 AL                                                   | CUSIP: 3136AT5G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    104496 | PA      | $94043.64     | 0.00%             | 2039-07-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 5.500000% 03/15/2064                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    565000 | PA      | $535912.52    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                            | GENERAL MOTORS FINANCIAL CO INC 5.000000% 04/09/2027                              | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    465000 | PA      | $465254.89    | 0.01%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                     | COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C A2                               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    322693 | PA      | $290690.83    | 0.00%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                         | NORTHERN STATES POWER CO/MN 5.400000% 03/15/2054                                  | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    617000 | PA      | $580005.81    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                   | NELNET STUDENT LOAN TRUST 2004-4 NSLT 2004-4 A5                                   | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    590598 | PA      | $587719.32    | 0.01%             | 2037-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                           | BANK OF NEW YORK MELLON CORP/THE MTN 4.942000% 02/11/2031                         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2451792.58   | 0.03%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 5.125000% 05/15/2032                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383301.53    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | FOUNDRY JV HOLDCO LLC 144A 6.200000% 01/25/2037                                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1372541.80   | 0.02%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                         | BPR TRUST 2021-TY BPR 2021-TY A                                                   | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    745000 | PA      | $743370.31    | 0.01%             | 2038-09-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1406953.66   | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4102 TC                                                    | CUSIP: 3137AUNJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    493317 | PA      | $479258.75    | 0.01%             | 2041-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 902336                                                         | CUSIP: 31411APV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     42246 | PA      | $43333.38     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-218 IO                          | CUSIP: 38381EKC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2751055 | PA      | $201830.36    | 0.00%             | 2061-10-16      | Floating      | 0.96%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                        | DUKE ENERGY CAROLINAS LLC 5.250000% 03/15/2035                                    | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1212747.31   | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1681                                                         | CUSIP: 3140XG2P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5137483 | PA      | $4094366.12   | 0.05%             | 2047-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                    | RESOLUTION FUNDING STRIP ZERO COUPON 01/15/2030                                   | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1930000 | PA      | $1591623.06   | 0.02%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                  | HESS CORP 5.800000% 04/01/2047                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1108500.54   | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA5379                                                         | CUSIP: 3140QC6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    157748 | PA      | $150677.60    | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT6229                                                         | CUSIP: 3140LU4P3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    656044 | PA      | $561365.84    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD3632                                                        | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2618954 | PA      | $2137403.19   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 BD                           | CUSIP: 38382NFU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1048517 | PA      | $1029390.46   | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC 144A 5.673000% 04/01/2035                                    | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |   2391000 | PA      | $2397445.94   | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1598                                                         | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14107447 | PA      | $10977611.07  | 0.12%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1264827.06   | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                          | CONSUMERS ENERGY CO 4.500000% 01/15/2031                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2250548.26   | 0.03%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 6.388000% 05/01/2031                                                | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2987528.74   | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $971643.76    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO 5.016000% 04/25/2031                                          | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3062000 | PA      | $3096741.79   | 0.04%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR5633                                                         | CUSIP: 3140L4HK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    418104 | PA      | $330206.27    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE INTEREST STRIP FNS 334 16                                              | CUSIP: 3136FAB41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68928 | PA      | $8577.68      | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                 | T-MOBILE US TRUST 2024-2 TMUST 2024-2A A                                          | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1945000 | PA      | $1941231.95   | 0.02%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC4824                                                        | CUSIP: 3133APLD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    278902 | PA      | $231010.31    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BJ1763                                                         | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    127652 | PA      | $119886.99    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K136 X1                   | CUSIP: 3137H4SK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8718003 | PA      | $159646.68    | 0.00%             | 2031-12-25      | Floating      | 0.39%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 5.734000% 01/28/2056                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2556091.11   | 0.03%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | EXTRA SPACE STORAGE LP 3.900000% 04/01/2029                                       | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1118937.53   | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3906                                                         | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3763346 | PA      | $3567734.61   | 0.04%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA8694                                                        | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1107484 | PA      | $1083305.38   | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SL0087                                                        | CUSIP: 31427MCZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1963876 | PA      | $2026247.97   | 0.02%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 916385                                                         | CUSIP: 31411WCW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       520 | PA      | $525.56       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 5.600000% 02/21/2054                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    562000 | PA      | $499097.82    | 0.01%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AOA MORTGAGE TRUST                                                | AOA 2021-1177 MORTGAGE TRUST AOA 2021-1177 A                                      | CUSIP: 00192NAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2560000 | PA      | $2506417.92   | 0.03%             | 2038-10-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST                               | NISSAN AUTO RECEIVABLES 2025-A OWNER TRUST NAROT 2025-A A3                        | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4787000 | PA      | $4797698.95   | 0.05%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                       | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $446504.61    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                       | FRESENIUS MEDICAL CARE US FINANCE III INC 144A 1.875000% 12/01/2026               | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | DE        |   2440000 | PA      | $2332875.02   | 0.03%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC 4.000000% 05/15/2030                                                 | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1636000 | PA      | $1619278.74   | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                       | BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025-5C33 A4                                 | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4778000 | PA      | $4971470.78   | 0.06%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                         | CIM TRUST 2021-INV1 CIM 2021-INV1 A2                                              | CUSIP: 12566PAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  13815407 | PA      | $11053941.70  | 0.13%             | 2051-07-01      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  47084008 | NS      | $47084008.45  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 535095                                                         | CUSIP: 31384VNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2794 | PA      | $2927.86      | 0.00%             | 2030-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5876                                                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1520725 | PA      | $1416908.50   | 0.02%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4604 FB                                                    | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2362966 | PA      | $2327242.16   | 0.03%             | 2046-08-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781340                                                       | CUSIP: 36225BPZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3830 | PA      | $3929.48      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2350945.75   | 0.03%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21739000 | PA      | $13065478.56  | 0.15%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 3.625000% 04/01/2027                                              | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235843.86    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781324                                                       | CUSIP: 36225BPH5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7408 | PA      | $7723.18      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 569898                                                       | CUSIP: 36200RDB5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6110 | PA      | $6314.71      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4653                                                         | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2222384 | PA      | $1893704.80   | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 4.899000% 03/03/2029                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   3427000 | PA      | $3434791.28   | 0.04%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    307000 | PA      | $292240.35    | 0.00%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR4756                                                         | CUSIP: 3140L3JA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    317642 | PA      | $250237.11    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL8076                                                         | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1133356 | PA      | $1068880.49   | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                          | DIAMONDBACK ENERGY INC 5.900000% 04/18/2064                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    925000 | PA      | $827730.30    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2021-NQM5 TRUST CSMC 2021-NQM5 A1                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1641861 | PA      | $1379907.75   | 0.02%             | 2066-05-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD7414                                                        | CUSIP: 3133B5GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  12184313 | PA      | $9489943.89   | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 429784                                                       | CUSIP: 36207EM92<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8194 | PA      | $8398.83      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 2684 ZN                                                    | CUSIP: 31394L5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31918 | PA      | $30908.41     | 0.00%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2101                                                        | CUSIP: 3132DPKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    521946 | PA      | $428453.84    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0483                                                         | CUSIP: 3140XFRD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159445 | PA      | $142288.82    | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5397                                                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1532800 | PA      | $1381721.74   | 0.02%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC 5.250000% 06/15/2049                                                      | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $5526600.71   | 0.06%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 9A1                     | CUSIP: 161630AY4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8608 | PA      | $8503.82      | 0.00%             | 2037-02-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC 4.950000% 10/01/2044                                                   | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166637.97    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 2.800000% 04/01/2027                                                  | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    625000 | PA      | $607160.14    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4285                                                         | CUSIP: 31418DXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1636295 | PA      | $1556564.22   | 0.02%             | 2031-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                         | UNION PACIFIC CORP 2.800000% 02/14/2032                                           | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    987000 | PA      | $877732.46    | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                               | COMM 2020-CX MORTGAGE TRUST COMM 2020-CX A                                        | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3290000 | PA      | $2775641.73   | 0.03%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE ZERO COUPON 11/15/2030                                                 | CUSIP: 31358DDS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6273000 | PA      | $4997762.58   | 0.06%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    416000 | PA      | $253643.96    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT3244                                                         | CUSIP: 3140LRTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    438392 | PA      | $362811.86    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM4790                                                         | CUSIP: 3140X8KC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3300410 | PA      | $2899987.14   | 0.03%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 8C6045                                               | CUSIP: 3142BGWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7838000 | PA      | $7756190.01   | 0.09%             | 2055-06-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                 | CROWN CASTLE INC 2.100000% 04/01/2031                                             | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   6103000 | PA      | $5155640.59   | 0.06%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5341                                                         | CUSIP: 31418E5B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1157575 | PA      | $1061121.52   | 0.01%             | 2054-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD.                                                      | RAD CLO 22 LTD RAD 2023-22A A1                                                    | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3040000 | PA      | $3049129.12   | 0.03%             | 2037-01-20      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB0288                                                         | CUSIP: 3140QKKA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8525626 | PA      | $6856714.92   | 0.08%             | 2046-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSMPS MORTGAGE LOAN TRUST                                         | GSMPS MORTGAGE LOAN TRUST 2005-RP3 GSMPS 2005-RP3 1AS                             | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    114804 | PA      | $1229.97      | 0.00%             | 2035-09-25      | Floating      | 0.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB8602                                                        | CUSIP: 3133AFRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    183376 | PA      | $144299.25    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4570                                                         | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    231679 | PA      | $194862.52    | 0.00%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BX0553                                                         | CUSIP: 3140N4TK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158576 | PA      | $157523.41    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 CGCMT 2016-P6 A5                      | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2550000 | PA      | $2478230.25   | 0.03%             | 2049-12-10      | Floating      | 3.72%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2112432.19   | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  51835000 | PA      | $51628469.66  | 0.59%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                       | BANK GOSPODARSTWA KRAJOWEGO 144A 6.250000% 07/09/2054                             | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |   1954000 | PA      | $1888668.01   | 0.02%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 5.174000% 02/13/2030                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12485000 | PA      | $12645429.63  | 0.14%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0496                                                         | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9300726 | PA      | $7939134.51   | 0.09%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2956                                                         | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    407056 | PA      | $353794.78    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1290000 | PA      | $1296773.53   | 0.01%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC/THE 5.676000% 01/22/2035                         | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188724.08    | 0.00%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM5175                                                         | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    593485 | PA      | $557135.16    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-81 FA                                                  | CUSIP: 3136AT5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4100662 | PA      | $4062380.87   | 0.05%             | 2046-11-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8257                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5753490 | PA      | $5437918.77   | 0.06%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 5.050000% 07/15/2033                                             | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2538178.48   | 0.03%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BP2120                                                         | CUSIP: 3140K9LA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1180728 | PA      | $1058291.53   | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1711                                                         | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    197068 | PA      | $190830.25    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 555483                                                       | CUSIP: 36213JCU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     28863 | PA      | $29144.00     | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 6.200000% 04/01/2055                                           | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    141000 | PA      | $133165.93    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-38 MA                                                  | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1321894 | PA      | $1248796.51   | 0.01%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5161                                                        | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    914412 | PA      | $790749.03    | 0.01%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                   | STATE OF ISRAEL 5.375000% 02/19/2030                                              | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1700000 | PA      | $1712750.00   | 0.02%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                    | JOHN DEERE CAPITAL CORP 4.650000% 01/07/2028                                      | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1560999.01   | 0.02%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA             | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 4.270000% 05/15/2047           | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    175000 | PA      | $138228.98    | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                         | OBX 2021-NQM4 TRUST OBX 2021-NQM4 A1                                              | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |  12011651 | PA      | $10120633.64  | 0.11%             | 2061-10-25      | Floating      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 5.000000% 05/15/2045                                              | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15400000 | PA      | $15556406.25  | 0.18%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-31 GH                           | CUSIP: 38383GS44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2942842 | PA      | $2627676.69   | 0.03%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 5.150000% 11/15/2031                                                 | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5593000 | PA      | $5693856.72   | 0.06%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K149 X1                   | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11244105 | PA      | $210669.54    | 0.00%             | 2032-08-25      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM5280                                                         | CUSIP: 3140X82N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84279 | PA      | $75698.19     | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 569840                                                       | CUSIP: 36200RBH4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3516 | PA      | $3633.09      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 8.750000% 09/01/2030                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $2026261.43   | 0.02%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08738                                                   | CUSIP: 3128MJZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    964438 | PA      | $877169.33    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    755000 | PA      | $513098.67    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SL0845                                                        | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1599401 | PA      | $1395305.63   | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV7895                                                         | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2187696 | PA      | $2161719.25   | 0.02%             | 2052-07-01      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q21509                                                   | CUSIP: 3132JNVA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5330 | PA      | $5168.27      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                       | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    591000 | PA      | $447462.84    | 0.01%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5452 KY                                                    | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1400000 | PA      | $1182617.38   | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-30 CF                           | CUSIP: 38384JQR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    165195 | PA      | $164868.10    | 0.00%             | 2054-02-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4993 KF                                                    | CUSIP: 3137FU6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5400057 | PA      | $5160755.14   | 0.06%             | 2050-07-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 496685                                                       | CUSIP: 36210MXN6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5044 | PA      | $5097.36      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2015-84 PA                                                  | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1179554 | PA      | $1102893.86   | 0.01%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.050000% 08/01/2050                       | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    282000 | PA      | $144804.88    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3411                                                         | CUSIP: 3140XJYH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    299125 | PA      | $302172.41    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                     | ALPHABET INC 5.250000% 05/15/2055                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1246000 | PA      | $1204944.62   | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7534                                                        | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1135469 | PA      | $947456.06    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO 3.400000% 07/26/2029                                      | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    253000 | PA      | $243605.47    | 0.00%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1032836.43   | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BQ1528                                                         | CUSIP: 3140KLVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    111349 | PA      | $88077.37     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2012-133 JF                                                 | CUSIP: 3136AAZN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    798872 | PA      | $779956.17    | 0.01%             | 2042-12-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4382                                                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    600459 | PA      | $542082.76    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3597                                                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    284209 | PA      | $256174.28    | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F020661<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  16325000 | PA      | $12681611.48  | 0.14%             | 2055-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                   | STATE OF ISRAEL 5.375000% 02/19/2030                                              | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3231000 | PA      | $3255232.50   | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                          | VOYA CLO 2018-3 LTD VOYA 2018-3A A1R2                                             | CUSIP: 92917KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1404143 | PA      | $1404053.54   | 0.02%             | 2031-10-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 940976                                                         | CUSIP: 31413B2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71230 | PA      | $73886.66     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                          | DIAMONDBACK ENERGY INC 5.150000% 01/30/2030                                       | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1463409.36   | 0.02%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0774                                                         | CUSIP: 3140XF2G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10969842 | PA      | $8649909.59   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 638055                                                       | CUSIP: 36291TZU5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3623 | PA      | $3880.21      | 0.00%             | 2035-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A NAVSL 2019-A A2A                 | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    312977 | PA      | $309891.04    | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 784680                                                      | CUSIP: 3622AACR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    134484 | PA      | $119380.42    | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING 144A 2.717000% 01/07/2029                                   | CUSIP: 04685A3G4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1149776.16   | 0.01%             | 2029-01-07      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                                             | PROGRESS ENERGY INC 6.000000% 12/01/2039                                          | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    310000 | PA      | $317007.60    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0555                                                         | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3584696 | PA      | $3136957.49   | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                   | DEERE & CO 5.700000% 01/19/2055                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1763760.34   | 0.02%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BX2914                                                         | CUSIP: 3140N7GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82146 | PA      | $79651.62     | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4813 CJ                                                    | CUSIP: 3137FGSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    250484 | PA      | $214488.30    | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2024-1 TALNT 2024-1A A                       | CUSIP: 89231JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7830000 | PA      | $8006820.19   | 0.09%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM3572                                                         | CUSIP: 3140X66J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    218840 | PA      | $209873.54    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 6.020000% 01/24/2036                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4813198.24   | 0.05%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | STORE CAPITAL LLC 2.700000% 12/01/2031                                            | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    458000 | PA      | $383191.53    | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8238                                                        | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2165662 | PA      | $2046803.79   | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                         | DUKE ENERGY PROGRESS LLC 3.700000% 10/15/2046                                     | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    247000 | PA      | $181084.50    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC 2.375000% 02/08/2041                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    557000 | PA      | $381479.28    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1                                 | CUSIP: 831641FL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    661664 | PA      | $649469.68    | 0.01%             | 2028-09-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                          | DEVON ENERGY CORP 5.200000% 09/15/2034                                            | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2798073.01   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                        | CATERPILLAR FINANCIAL SERVICES CORP MTN 5.000000% 05/14/2027                      | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2669172.55   | 0.03%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 3.500000% 04/15/2031                                             | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  13645000 | PA      | $12678898.52  | 0.14%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST SERIES 2025-2 VZMT 2025-2 A                                  | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4694000 | PA      | $4778486.84   | 0.05%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 561600                                                       | CUSIP: 36213Q3H0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        96 | PA      | $95.98        | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    638292 | PA      | $612577.43    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8267                                                        | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    166432 | PA      | $161600.07    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786481                                                      | CUSIP: 3622ACCS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5069866 | PA      | $5192902.97   | 0.06%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8212                                                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  16192767 | PA      | $13210018.72  | 0.15%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MSCCG TRUST                                                       | MSCG TRUST 2015-ALDR MSCCG 2015-ALDR A2                                           | CUSIP: 55352NAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1085000 | PA      | $1083937.57   | 0.01%             | 2035-06-07      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT0846                                                         | CUSIP: 3140LN5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    275911 | PA      | $228265.22    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781776                                                       | CUSIP: 36225B6M5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13783 | PA      | $14182.87     | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZT0534                                                        | CUSIP: 3132ACSX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2183718 | PA      | $1982973.38   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BP1662                                                         | CUSIP: 3140K8Z46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     36800 | PA      | $33003.01     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 5.350000% 08/15/2032                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   5930000 | PA      | $5989747.72   | 0.07%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.700000% 06/01/2034                                              | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1802242.87   | 0.02%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 569788                                                       | CUSIP: 36200Q6Z2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1916 | PA      | $1919.40      | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 JC                          | CUSIP: 38384QH76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7458531 | PA      | $6981017.49   | 0.08%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT3303                                                         | CUSIP: 3140LRU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    138600 | PA      | $114799.16    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                 | BURLINGTON NORTHERN SANTA FE LLC 5.200000% 04/15/2054                             | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    812000 | PA      | $753880.22    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV7995                                                         | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1212933 | PA      | $1207401.82   | 0.01%             | 2052-08-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 B                                       | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1168050.23   | 0.01%             | 2073-07-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                         | REALTY INCOME CORP 3.400000% 01/15/2030                                           | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    789000 | PA      | $747340.63    | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $2272565.80   | 0.03%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4589                                                      | CUSIP: 36179TC29<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100128 | PA      | $98767.82     | 0.00%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC/THE 6.875000% 10/20/2034                         | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1211541.20   | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 4.600000% 03/09/2026                                                | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2782352.02   | 0.03%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB5257                                                         | CUSIP: 3140QQZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2532885 | PA      | $2424431.47   | 0.03%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                               | RCKT MORTGAGE TRUST 2025-CES2 RCKT 2025-CES2 A1A                                  | CUSIP: 74942BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4293711 | PA      | $4306067.65   | 0.05%             | 2055-02-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BU5925                                                         | CUSIP: 3140M7SP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67424 | PA      | $57848.07     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 563302                                                       | CUSIP: 36213SX75<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3613 | PA      | $3729.40      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                               | ENTERGY TEXAS INC 3.450000% 12/01/2027                                            | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1573657.80   | 0.02%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4991 QV                                                    | CUSIP: 3137FUVK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    448378 | PA      | $369966.77    | 0.00%             | 2045-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                           | AON NORTH AMERICA INC 5.450000% 03/01/2034                                        | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5702557.98   | 0.06%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 6.000000% 08/03/2055                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1620083.66   | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CC0267                                                         | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  14715365 | PA      | $14897079.23  | 0.17%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                         | REALTY INCOME CORP 2.100000% 03/15/2028                                           | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    739000 | PA      | $694484.50    | 0.01%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                  | MARSH & MCLENNAN COS INC 5.750000% 11/01/2032                                     | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1589476.78   | 0.02%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG B70786                                                   | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     42182 | PA      | $41851.50     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL9397                                                         | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22823 | PA      | $19912.84     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                     | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 STACR 2022-DNA2 M1A                       | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    772879 | PA      | $773114.78    | 0.01%             | 2042-02-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1                   | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  17865315 | PA      | $426037.74    | 0.00%             | 2031-03-25      | Floating      | 0.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2023-38 FC                                                  | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1652584 | PA      | $1640355.60   | 0.02%             | 2040-06-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4454                                                         | CUSIP: 3140XK5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     82779 | PA      | $84160.40     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                               | BANC OF AMERICA FUNDING 2004-2 TRUST BAFC 2004-2 1CB1                             | CUSIP: 06051GBM0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20736 | PA      | $19800.04     | 0.00%             | 2034-09-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-14 KC                                                  | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1116788 | PA      | $1059699.44   | 0.01%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AU3735                                                         | CUSIP: 3138X3EH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1486672 | PA      | $1320842.06   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 625666                                                         | CUSIP: 31389HCB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7531 | PA      | $7859.70      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7051                                                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7350461 | PA      | $5906290.34   | 0.07%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.750000% 05/15/2028                                              | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9402000 | PA      | $9374087.81   | 0.11%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QY1454                                                        | CUSIP: 31426KTL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  17593295 | PA      | $17042208.73  | 0.19%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM5598                                                         | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7207730 | PA      | $6280643.44   | 0.07%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6157                                                      | CUSIP: 36179UZW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    290440 | PA      | $286178.84    | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4719 LA                                                    | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1036030 | PA      | $949829.83    | 0.01%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4927 BG                                                    | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1185421 | PA      | $1085654.81   | 0.01%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2019-INV3 VERUS 2019-INV3 A1                           | CUSIP: 92537MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    181598 | PA      | $179565.69    | 0.00%             | 2059-11-25      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| CIM TRUST                                                         | CIM TRUST 2024-R1 CIM 2024-R1 A1                                                  | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3023452 | PA      | $2982021.23   | 0.03%             | 2064-06-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                             | STARBUCKS CORP 3.500000% 11/15/2050                                               | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $840731.53    | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.125000% 05/15/2048                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5475000 | PA      | $4060910.16   | 0.05%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                       | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022-C17 A5                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2006000 | PA      | $1920521.73   | 0.02%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                 | SYSCO CORP 5.100000% 09/23/2030                                                   | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2175351.13   | 0.02%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                     | TRANSCANADA PIPELINES LTD 5.850000% 03/15/2036                                    | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    117000 | PA      | $118844.79    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM2847                                                         | CUSIP: 3140X6EV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3843953 | PA      | $3415461.18   | 0.04%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6134                                                         | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    396600 | PA      | $371185.80    | 0.00%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST                                          | OCTANE RECEIVABLES TRUST 2023-1 OCTL 2023-1A A                                    | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    296501 | PA      | $297187.32    | 0.00%             | 2029-05-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                               | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    809000 | PA      | $546921.29    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV4188                                                         | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1077621 | PA      | $885973.42    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 609432                                                       | CUSIP: 36202UA94<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        93 | PA      | $94.08        | 0.00%             | 2033-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB8856                                                         | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1732795 | PA      | $1789315.58   | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FA0771                                                         | CUSIP: 3140W02D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4448872 | PA      | $4156807.21   | 0.05%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 4.994000% 04/12/2029                                               | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4475000 | PA      | $4516904.08   | 0.05%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 3.584000% 05/22/2028                                         | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5205000 | PA      | $5099846.20   | 0.06%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 757374                                                       | CUSIP: 36230SFP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    238310 | PA      | $209384.21    | 0.00%             | 2046-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4130                                                      | CUSIP: 36179SST5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    100234 | PA      | $99859.61     | 0.00%             | 2046-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                      | FORD CREDIT AUTO OWNER TRUST 2022-REV1 FORDR 2022-1 A                             | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3270000 | PA      | $3233653.30   | 0.04%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1403                                                         | CUSIP: 3140XGRZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    285234 | PA      | $252884.03    | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB8001                                                         | CUSIP: 3140QT3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2466826 | PA      | $2507972.97   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7786                                                         | CUSIP: 3140XBUL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1942201 | PA      | $1812943.18   | 0.02%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                             | ELEVANCE HEALTH INC 5.150000% 06/15/2029                                          | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1909000 | PA      | $1945563.84   | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DEVON FINANCING COMPANY, L.L.C.                                   | DEVON ENERGY CORP 7.875000% 09/30/2031                                            | CUSIP: 25179SAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1372026.28   | 0.02%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                          | FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1762723.49   | 0.02%             | 2048-07-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   5020000 | PA      | $4738709.77   | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 5.000000% 05/15/2050                                           | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7004000 | PA      | $5661759.18   | 0.06%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 5.625000% 02/10/2043                                                   | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    438000 | PA      | $402650.44    | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K540 AS                   | CUSIP: 3137HLJB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1935000 | PA      | $1935766.84   | 0.02%             | 2029-11-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 603420                                                       | CUSIP: 36200KK97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     39076 | PA      | $40729.77     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4454                                                      | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    419427 | PA      | $413730.05    | 0.00%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 5.100000% 02/12/2035                                               | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    920000 | PA      | $925672.52    | 0.01%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-107 DB                          | CUSIP: 38382UDH1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4627855 | PA      | $3702973.83   | 0.04%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                          | TOTALENERGIES CAPITAL SA 5.638000% 04/05/2064                                     | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    385000 | PA      | $359781.90    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS4347                                                         | CUSIP: 3138WDZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15291 | PA      | $14330.47     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3105                                                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    898644 | PA      | $814725.63    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM6623                                                         | CUSIP: 3140JBLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    337703 | PA      | $270218.99    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                  | PHILIP MORRIS INTERNATIONAL INC 4.875000% 04/30/2035                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3439000 | PA      | $3326293.24   | 0.04%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST             | WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TR WFNMT 2024-B A                 | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1552000 | PA      | $1558912.45   | 0.02%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                            | NSTAR ELECTRIC CO 5.200000% 03/01/2035                                            | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    662000 | PA      | $655262.34    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                               | SOUTHWESTERN ELECTRIC POWER CO 1.650000% 03/15/2026                               | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2147194.50   | 0.02%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC5830                                                        | CUSIP: 3133AQPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1339084 | PA      | $1103356.89   | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL7667                                                         | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    970940 | PA      | $937801.86    | 0.01%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1328053 | PA      | $1203288.32   | 0.01%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2491                                                        | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3044013 | PA      | $2708143.36   | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F062663<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5205000 | PA      | $5344316.20   | 0.06%             | 2055-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.750000% 04/15/2028                                              | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  77415000 | PA      | $77167030.47  | 0.88%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 2YR NOTE (CBT) SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      3049 | NC      | $632476937.50 | 7.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 CM2623                                                      | CUSIP: 3617YM4G4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1455419 | PA      | $1276325.22   | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                             | STARBUCKS CORP 5.400000% 05/15/2035                                               | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   5395000 | PA      | $5406944.21   | 0.06%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 6.400000% 12/01/2030                                           | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3423273.42   | 0.04%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                            | GENERAL MOTORS FINANCIAL CO INC 4.350000% 01/17/2027                              | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    520000 | PA      | $515066.05    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA/THE 4.900000% MATURITY: PERPETUAL                             | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |   1385000 | PA      | $1384106.81   | 0.02%             | 2173-09-04      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                       | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A3                                 | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    927328 | PA      | $929972.29    | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 6.174000% 05/25/2034                                                | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    813000 | PA      | $833090.91    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BW1448                                                         | CUSIP: 3140MSTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    741331 | PA      | $720986.49    | 0.01%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6209                                                      | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    816677 | PA      | $700427.93    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                | PUBLIC SERVICE CO OF OKLAHOMA 3.150000% 08/15/2051                                | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    690000 | PA      | $423519.83    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6343                                                         | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    144994 | PA      | $114825.27    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL 30YR TBA (JUNE)                                                | CUSIP: 21H030666<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6720000 | PA      | $5853480.33   | 0.07%             | 2055-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 841955                                               | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2479000 | PA      | $2481986.43   | 0.03%             | 2055-01-01      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 587033                                                       | CUSIP: 36201MEE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6257 | PA      | $6439.35      | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-70 AD                                                  | CUSIP: 3136BBW81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3444961 | PA      | $2580025.55   | 0.03%             | 2050-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 CK9592                                                      | CUSIP: 3617Y5UR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2337621 | PA      | $2141939.94   | 0.02%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8476                                                        | CUSIP: 3132DWMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5350595 | PA      | $5405471.07   | 0.06%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 555398                                                       | CUSIP: 36213H7K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5005 | PA      | $5148.24      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6015                                                         | CUSIP: 3140X9VH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    119531 | PA      | $115064.55    | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                        | APPLE INC 4.200000% 05/12/2030                                                    | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2271000 | PA      | $2264568.62   | 0.03%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                      | NORTHROP GRUMMAN CORP 4.650000% 07/15/2030                                        | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1272804.27   | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 5.300000% 05/15/2035                                             | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1523035.16   | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INCORPORATED                                    | TEXAS INSTRUMENTS INC 4.500000% 05/23/2030                                        | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1914000 | PA      | $1919770.69   | 0.02%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                   | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FINAN CNSL 2025-1A A2                | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2455000 | PA      | $2493791.46   | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4613                                                         | CUSIP: 3140XLDT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84860 | PA      | $71586.55     | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                          | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830601 | PA      | $830612.08    | 0.01%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 8C1029                                               | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    850000 | PA      | $856169.36    | 0.01%             | 2055-05-01      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 2.357000% 08/18/2031                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    410000 | PA      | $359366.55    | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2567                                                        | CUSIP: 3132DPZ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    935782 | PA      | $887691.29    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of New York                                                  | NEW YORK NY CITY OF NEW YORK NY                                                   | CUSIP: 64966QCL2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    870000 | PA      | $744072.89    | 0.01%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6651                                                         | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    617807 | PA      | $540063.75    | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS5469                                                         | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     92165 | PA      | $86222.07     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 4.800000% 03/15/2027                                                   | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2209720.57   | 0.03%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                   | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C23 WFRBS 2014-C23 XA                        | CUSIP: 92939HBE4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    383506 | PA      | $2.15         | 0.00%             | 2057-10-15      | Floating      | 0.21%                 | No            |                  2 | On Loan: No      |
| KENVUE INC.                                                       | KENVUE INC 4.850000% 05/22/2032                                                   | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   2679000 | PA      | $2691053.84   | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB9391                                                        | CUSIP: 3133AGNG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     35595 | PA      | $28193.44     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-5 BA                            | CUSIP: 38383FF57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5396676 | PA      | $4509739.82   | 0.05%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7554                                                        | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6732065 | PA      | $5570078.62   | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                         | DLLMT 2024-1 LLC DLLMT 2024-1A A4                                                 | CUSIP: 23347AAG6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1380000 | PA      | $1396768.52   | 0.02%             | 2032-04-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                        | MIDAMERICAN ENERGY CO 2.700000% 08/01/2052                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    884000 | PA      | $525882.58    | 0.01%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1213                                                         | CUSIP: 31418AK31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746404 | PA      | $687087.98    | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES                    | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2006-CB2 AF2             | CUSIP: 12498NAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    283644 | PA      | $225470.08    | 0.00%             | 2036-12-25      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2024-VLT4 BX 2024-VLT4 B                                                 | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2400000 | PA      | $2390250.00   | 0.03%             | 2029-07-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2138                                                        | CUSIP: 3132DPLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    251975 | PA      | $251247.83    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.300000% 01/15/2029                    | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1180985.10   | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 992249                                                         | CUSIP: 31415XH20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7115 | PA      | $7426.11      | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5202 KA                                                    | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1164256 | PA      | $1021042.90   | 0.01%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2723                                                        | CUSIP: 3132DQAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    535806 | PA      | $533565.75    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                               | SOUTHWESTERN PUBLIC SERVICE CO 3.750000% 06/15/2049                               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1405701.92   | 0.02%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA2472                                                         | CUSIP: 3140Q9XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    446619 | PA      | $414686.89    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-41 FG                                                  | CUSIP: 3136B5D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1290113 | PA      | $1259737.96   | 0.01%             | 2059-08-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-15 GT                           | CUSIP: 38381RME6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    663906 | PA      | $603181.04    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4963                                                         | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2900237 | PA      | $2532550.58   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0160                                                        | CUSIP: 3132D9E91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1666054 | PA      | $1408230.96   | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7638                                                      | CUSIP: 36179WPX0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1711953 | PA      | $1339195.95   | 0.02%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                     | CITIBANK NA 5.570000% 04/30/2034                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5677753.62   | 0.06%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR7744                                                         | CUSIP: 3140L6TA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126904 | PA      | $100423.45    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                | MARS INC 144A 5.200000% 03/01/2035                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5379744.38   | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KLA CORPORATION                                                   | KLA CORP 3.300000% 03/01/2050                                                     | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    627000 | PA      | $423528.76    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                       | PRKCM 2021-AFC2 TRUST PRKCM 2021-AFC2 A1                                          | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    748184 | PA      | $657009.54    | 0.01%             | 2056-11-25      | Floating      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3521                                                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    579162 | PA      | $526116.99    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                         | BAT CAPITAL CORP 4.390000% 08/15/2037                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    680000 | PA      | $598200.24    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6460                                                         | CUSIP: 3140XAFA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    320122 | PA      | $265201.93    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FA0731                                                         | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2181471 | PA      | $1917644.99   | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                  | BRIXMOR OPERATING PARTNERSHIP LP 2.500000% 08/16/2031                             | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1083480.55   | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                         | TOWD POINT MORTGAGE TRUST 2024-3 TPMT 2024-3 A1A                                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5300506 | PA      | $5371066.50   | 0.06%             | 2065-07-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SI2090                                                        | CUSIP: 3133USKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2969696 | PA      | $2579921.98   | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MSC MORTGAGE CORP                               | WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH SERIES: 2003-MS9 CLASS: 2P            | CUSIP: 939336P23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5099 | PA      | $4565.06      | 0.00%             | 2033-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                   | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                            | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    655000 | PA      | $654866.12    | 0.01%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NEWCASTLE MORTGAGE SECURITIES TRUST                               | NEWCASTLE MORTGAGE SECURITIES TRUST 2007-1 NCMT 2007-1 1A1                        | CUSIP: 65106FAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4517410 | PA      | $4362312.88   | 0.05%             | 2037-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE-ACES FNA 2018-M15 1A2                                                  | CUSIP: 3136B3YD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    600000 | PA      | $559894.62    | 0.01%             | 2036-01-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    685000 | PA      | $589813.40    | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL4741                                                         | CUSIP: 3138EMHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    107178 | PA      | $103785.83    | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC 2.000000% 01/15/2032                                                    | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2277209.18   | 0.03%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                    | SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI 2021-B AFX                       | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1177688 | PA      | $1019020.22   | 0.01%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC STRIPS FHS 271 F5                                                     | CUSIP: 3128HXT88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    611483 | PA      | $600433.35    | 0.01%             | 2042-08-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS LEASE BACKED PASS THROUGH SERIES TRUST                        | CVS PASS-THROUGH TRUST 6.036000% 12/10/2028                                       | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700184 | PA      | $707986.46    | 0.01%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $870182.99    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS6340                                                         | CUSIP: 3138WGBJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    168706 | PA      | $153408.12    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 5.600000% 03/15/2055                                                   | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    196000 | PA      | $191107.96    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                          | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A4                                 | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    909000 | PA      | $914487.91    | 0.01%             | 2030-06-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2511                                                        | CUSIP: 3132DPYG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    790538 | PA      | $784805.26    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                     | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |   2415000 | PA      | $2273859.60   | 0.03%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT9402                                                         | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    826387 | PA      | $697127.07    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA6301                                                         | CUSIP: 3140QEAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    235190 | PA      | $185352.49    | 0.00%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS9491                                                         | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1767614 | PA      | $1640002.65   | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 901607                                                         | CUSIP: 31410YU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1512 | PA      | $1552.45      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES                    | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2003-CB3 AF1             | CUSIP: 12489WGJ7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13326 | PA      | $12879.23     | 0.00%             | 2032-12-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.750000% 04/30/2027                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  62280000 | PA      | $62087807.66  | 0.70%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM7102                                                         | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4135597 | PA      | $4086403.52   | 0.05%             | 2052-10-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG A33262                                                   | CUSIP: 31297NTT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     88619 | PA      | $90355.59     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB3369                                                         | CUSIP: 3140QNW73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1096485 | PA      | $974027.21    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785221                                                      | CUSIP: 3622AAVN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    313201 | PA      | $247249.19    | 0.00%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                              | GALAXY PIPELINE ASSETS BIDCO LTD 144A 1.750000% 09/30/2027                        | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    954061 | PA      | $917699.11    | 0.01%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5191                                                         | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2056240 | PA      | $1710259.04   | 0.02%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 562287                                                       | CUSIP: 36213RUL9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2363 | PA      | $2407.38      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2019-20D 1                       | CUSIP: 83162CB51<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    171151 | PA      | $158743.77    | 0.00%             | 2039-04-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE, LLC                                 | BURLINGTON NORTHERN SANTA FE LLC 4.550000% 09/01/2044                             | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    850000 | PA      | $736293.64    | 0.01%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                    | HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A3                              | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    798832 | PA      | $803820.57    | 0.01%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                          | DIAMONDBACK ENERGY INC 5.550000% 04/01/2035                                       | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2232245.08   | 0.03%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4453                                                      | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    880692 | PA      | $843364.07    | 0.01%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BW1068                                                         | CUSIP: 3140MSFJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1039033 | PA      | $1035827.75   | 0.01%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-86 FE                                                  | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1773240 | PA      | $1745790.70   | 0.02%             | 2046-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GLOBAL SC FUNDING LIMITED                                         | GLOBAL SC FINANCE VII SRL SEACO 2021-2A A                                         | CUSIP: 37959PAG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | BB        |   3616649 | PA      | $3348480.54   | 0.04%             | 2041-08-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| THE KROGER CO.                                                    | KROGER CO/THE 5.500000% 09/15/2054                                                | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $1914093.69   | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                     | COLLEGE AVE STUDENT LOANS 2019-A LLC CASL 2019-A A2                               | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    555173 | PA      | $526018.19    | 0.01%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2773                                                         | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1730587 | PA      | $1624962.01   | 0.02%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 5.200000% 03/15/2035                                                   | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3020000 | PA      | $3033404.54   | 0.03%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 552168                                                       | CUSIP: 36213EMR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4116 | PA      | $4135.13      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2022-11 D                                                   | CUSIP: 3136BMEU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1373598 | PA      | $1258863.17   | 0.01%             | 2050-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G61592                                                   | CUSIP: 31335BXV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    146660 | PA      | $128005.56    | 0.00%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                | CI FINANCIAL CORP 3.200000% 12/17/2030                                            | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | NUSS              | CA        |   6530000 | PA      | $5696568.13   | 0.06%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                   | BP CAPITAL MARKETS AMERICA INC 4.812000% 02/13/2033                               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3867174.42   | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787354                                                      | CUSIP: 3622ADBX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4517532 | PA      | $3811642.26   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4513                                                      | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    190544 | PA      | $187955.88    | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD3368                                                        | CUSIP: 3132DQW51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4456121 | PA      | $4441595.93   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28345000 | PA      | $19472793.63  | 0.22%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3846                                                         | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1003545 | PA      | $841291.91    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4031                                                         | CUSIP: 31418DPR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    348715 | PA      | $332645.77    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROLLINS, INC.                                                     | ROLLINS INC 144A 5.250000% 02/24/2035                                             | CUSIP: 775711AA2<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1021999.83   | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                               | RCKT MORTGAGE TRUST 2025-CES1 RCKT 2025-CES1 A1A                                  | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4254894 | PA      | $4280826.24   | 0.05%             | 2045-01-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                        | CATERPILLAR FINANCIAL SERVICES CORP 4.375000% 08/16/2029                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1804188.84   | 0.02%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9808                                                         | CUSIP: 3140QV3S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2474602 | PA      | $2539775.20   | 0.03%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                              | APPLOVIN CORP 5.950000% 12/01/2054                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2389397.80   | 0.03%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                         | REALTY INCOME CORP 2.850000% 12/15/2032                                           | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    954000 | PA      | $823514.08    | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 5.150000% 07/15/2034                                       | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1834642.95   | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR2303                                                         | CUSIP: 3140L0RZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72962 | PA      | $63164.72     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G06669                                                   | CUSIP: 3128M8W67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     39857 | PA      | $41704.77     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6537000 | PA      | $5851776.10   | 0.07%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CC0437                                                         | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9421561 | PA      | $9561506.48   | 0.11%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN DC6737                                                         | CUSIP: 3140AUPX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1813486 | PA      | $1761188.44   | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMCAR 2023-2 A3                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1495000 | PA      | $1507203.69   | 0.02%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD0849                                                        | CUSIP: 3132DM5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    378767 | PA      | $312859.77    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AS8623                                                         | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    295699 | PA      | $258373.54    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18015000 | PA      | $17136768.75  | 0.19%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SI2049                                                        | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1912866 | PA      | $1692507.25   | 0.02%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                            | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1098000 | PA      | $1102783.89   | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9334                                                         | CUSIP: 3140QVLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    371534 | PA      | $382058.83    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 461684                                                       | CUSIP: 36208U2R7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3252 | PA      | $3315.16      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1004737.89   | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO, LTD.                                                | SYMPHONY CLO XXIV LTD SYMP 2020-24A AR                                            | CUSIP: 87167QAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4787260 | PA      | $4791573.67   | 0.05%             | 2032-01-23      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5209 EA                                                    | CUSIP: 3137H6UX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1524683 | PA      | $1390107.76   | 0.02%             | 2050-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2015-P0 FHMR 2020-RR02 BX              | CUSIP: 3137FQXW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $88096.00     | 0.00%             | 2028-08-27      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2012-28 B                                                   | CUSIP: 3136A35F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1128 | PA      | $1153.92      | 0.00%             | 2039-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                 | ENTERPRISE PRODUCTS OPERATING LLC 4.950000% 02/15/2035                            | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1813032.02   | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-11 FG                                                  | CUSIP: 3136ARQU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    588740 | PA      | $579095.10    | 0.01%             | 2046-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1                                 | CUSIP: 831641FT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1298097 | PA      | $1228646.92   | 0.01%             | 2032-03-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AV6910                                                         | CUSIP: 3138XJVC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13717 | PA      | $12986.09     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5635                                                         | CUSIP: 3140XMHM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7576299 | PA      | $6952357.46   | 0.08%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                        | ARES STRATEGIC INCOME FUND 6.200000% 03/21/2032                                   | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1669000 | PA      | $1654174.94   | 0.02%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-113 FB                                                 | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    369760 | PA      | $364335.35    | 0.00%             | 2048-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 590382                                                       | CUSIP: 36201Q2P7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       564 | PA      | $576.30       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K745 A1                   | CUSIP: 3137H2ND2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    809971 | PA      | $796122.11    | 0.01%             | 2028-06-25      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                               | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                          | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2539935 | PA      | $2550641.45   | 0.03%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 940974                                                         | CUSIP: 31413B2F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     54958 | PA      | $57010.56     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787544                                                      | CUSIP: 3622ADHV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6802648 | PA      | $6072788.47   | 0.07%             | 2053-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-86 AF                                                  | CUSIP: 3136B3TC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    293916 | PA      | $290403.94    | 0.00%             | 2048-12-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-97 QK                           | CUSIP: 38382VCK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5381380 | PA      | $4427052.45   | 0.05%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041                                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    593000 | PA      | $449338.89    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 BL4126                                                      | CUSIP: 3617JGSP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3808 | PA      | $3740.33      | 0.00%             | 2069-01-20      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                          | DIAMONDBACK ENERGY INC 5.900000% 04/18/2064                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    389000 | PA      | $348094.15    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                   | STATE OF ISRAEL 5.750000% 03/12/2054                                              | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1843000 | PA      | $1634224.96   | 0.02%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-D SMB 2021-D A1A                            | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2129586 | PA      | $1933517.19   | 0.02%             | 2053-03-17      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4609                                                         | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1805074 | PA      | $1604393.35   | 0.02%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3306                                                         | CUSIP: 31418CU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2208455 | PA      | $2064462.86   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING 144A 2.950000% 11/12/2026                                   | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4167611.02   | 0.05%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 2.239000% 07/21/2032                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2465428.38   | 0.03%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO 5.085000% 01/30/2031                                          | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1153241.31   | 0.01%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                           | DRYDEN XXVI SENIOR LOAN FUND DRSLF 2013-26A AR                                    | CUSIP: 26250UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1244487 | PA      | $1244758.68   | 0.01%             | 2029-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                         | JGWPT XXX LLC HENDR 2013-3A A                                                     | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    946330 | PA      | $883497.14    | 0.01%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD0615                                                        | CUSIP: 3132DMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    547383 | PA      | $521617.22    | 0.01%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-18 TP                           | CUSIP: 38381B4T8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     82320 | PA      | $73788.13     | 0.00%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-99 JW                           | CUSIP: 38383R7N1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    400000 | PA      | $319523.32    | 0.00%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1439                                                        | CUSIP: 3132DNS46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    254669 | PA      | $199916.43    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8266                                                        | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  17230983 | PA      | $16287121.71  | 0.18%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 3.050000% 08/12/2051                                                   | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $891194.11    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.875000% 05/31/2027                                              | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   2338000 | PA      | $2337086.73   | 0.03%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0191                                                         | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    953521 | PA      | $875831.43    | 0.01%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052                      | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    754000 | PA      | $528545.58    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                       | AKER BP ASA 144A 5.800000% 10/01/2054                                             | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    402000 | PA      | $351834.96    | 0.00%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                              | MITSUBISHI UFJ FINANCIAL GROUP INC 5.615000% 04/24/2036                           | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |   2693000 | PA      | $2735323.62   | 0.03%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB4121                                                         | CUSIP: 3140QPSK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10434450 | PA      | $9582333.24   | 0.11%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 4.900000% 08/05/2052                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    325000 | PA      | $259522.18    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                     | PAYCHEX INC 5.350000% 04/15/2032                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2760381.66   | 0.03%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1058373.41   | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-1519 X1                 | CUSIP: 3137F8TU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  16287440 | PA      | $692141.26    | 0.01%             | 2035-12-25      | Floating      | 0.59%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                       | HUDSON YARDS 2019-30HY MORTGAGE TRUST HY 2019-30HY A                              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1900000 | PA      | $1763977.48   | 0.02%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                      | NORTHROP GRUMMAN CORP 5.250000% 07/15/2035                                        | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1181968.69   | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2025-5C1 A3              | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    592000 | PA      | $610933.88    | 0.01%             | 2058-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM2465                                                         | CUSIP: 3140X5W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    859920 | PA      | $751666.53    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-168 PA                          | CUSIP: 38381BDT8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    145112 | PA      | $137297.78    | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | FOUNDRY JV HOLDCO LLC 144A 6.100000% 01/25/2036                                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $6748591.43   | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2B                            | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5067187 | PA      | $4617717.49   | 0.05%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                   | TOYOTA MOTOR CREDIT CORP 5.100000% 03/21/2031                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2893442.61   | 0.03%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 NT                           | CUSIP: 38382NJU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1158028 | PA      | $1125179.33   | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                          | TOYOTA LEASE OWNER TRUST 2025-A TLOT 2025-A A3                                    | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2475000 | PA      | $2490344.75   | 0.03%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                        | CATERPILLAR FINANCIAL SERVICES CORP 4.450000% 10/16/2026                          | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1804000 | PA      | $1808889.58   | 0.02%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZS9316                                                        | CUSIP: 3132AAK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    446435 | PA      | $425633.22    | 0.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.625000% 03/31/2030                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   5958000 | PA      | $5867931.78   | 0.07%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA             | TEACHERS INSURANCE & ANNUITY ASSOCIATION OF AMERIC 6.850000% 12/16/2039           | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    148000 | PA      | $164096.92    | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9157                                                         | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1934490 | PA      | $1997591.15   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                               | COMMONSPIRIT HEALTH 2.782000% 10/01/2030                                          | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1659885.16   | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 1.875000% 02/15/2041                                              | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2345000 | PA      | $1579394.13   | 0.02%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5220 QK                                                    | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2297340 | PA      | $2180218.73   | 0.02%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4010000 | PA      | $4031055.71   | 0.05%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.125000% 05/31/2032                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  29450000 | PA      | $29376375.00  | 0.33%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD4365                                                        | CUSIP: 3132E0Z62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    448021 | PA      | $446254.60    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC3690                                                        | CUSIP: 3133ANC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    284686 | PA      | $235871.56    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781459                                                       | CUSIP: 36225BTQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7166 | PA      | $7445.87      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                       | CITADEL LP 144A 4.875000% 01/15/2027                                              | CUSIP: 17288XAB0<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1231908.02   | 0.01%             | 2027-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 928938                                                         | CUSIP: 31412MBF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      6367 | PA      | $6645.46      | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8830000 | PA      | $8399537.50   | 0.10%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2022-ATH2 CSMC 2022-ATH2 A1                                                  | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4392997 | PA      | $4376625.07   | 0.05%             | 2067-05-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD6420                                                        | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4683606 | PA      | $4836381.47   | 0.05%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4781                                                      | CUSIP: 36179TJ22<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     49694 | PA      | $49217.29     | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                              | MITSUBISHI UFJ FINANCIAL GROUP INC 5.159000% 04/24/2031                           | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |   3067000 | PA      | $3109350.12   | 0.04%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -140 | NC      | $-15756562.50 | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 552851                                                       | CUSIP: 36213FEY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       130 | PA      | $134.92       | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM6754                                                         | CUSIP: 3140XAQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    754283 | PA      | $719389.47    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZT1970                                                        | CUSIP: 3132AEFK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1276182 | PA      | $1251899.03   | 0.01%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-196 E                           | CUSIP: 38384GUU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1394882 | PA      | $1314346.66   | 0.01%             | 2048-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QB5092                                                        | CUSIP: 3133ABUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    314809 | PA      | $261156.80    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG U99091                                                   | CUSIP: 3132H7C51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    232078 | PA      | $223884.47    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                         | MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485131 | PA      | $423698.96    | 0.00%             | 2064-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8178                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10145670 | PA      | $8292315.62   | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4995 IC                                                    | CUSIP: 3137FUWQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1442183 | PA      | $221252.47    | 0.00%             | 2050-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-11 CF                                                  | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    433063 | PA      | $426088.75    | 0.00%             | 2046-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA8305                                                         | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8462785 | PA      | $7450145.80   | 0.08%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                               | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2005-AR1 A1               | CUSIP: 86359LGS2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    501630 | PA      | $490471.47    | 0.01%             | 2035-04-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                        | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5265000 | PA      | $4444219.14   | 0.05%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 5.449000% 07/20/2029                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1549619.69   | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4264                                                      | CUSIP: 36179SWZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    381951 | PA      | $366703.63    | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7530                                                        | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1458055 | PA      | $1205145.18   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP MTN 2.884000% 10/22/2030                                     | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $444689.20    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                               | COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 B                                    | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    339744 | PA      | $326218.99    | 0.00%             | 2047-02-10      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-77 LC                           | CUSIP: 38382Q2F6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    104115 | PA      | $79785.20     | 0.00%             | 2050-07-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.050000% 03/01/2035                       | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1290720.17   | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INCORPORATED.                                          | MASTERCARD INC 3.850000% 03/26/2050                                               | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2187226.09   | 0.02%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                               | CISCO SYSTEMS INC 5.050000% 02/26/2034                                            | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3259741.28   | 0.04%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1972                                                         | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1454815 | PA      | $1225906.28   | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4166                                                         | CUSIP: 3140XKTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    745180 | PA      | $743952.53    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 5.211000% 12/03/2035                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1424000 | PA      | $1396521.93   | 0.02%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-133 BP                          | CUSIP: 38379GQX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    924668 | PA      | $824997.48    | 0.01%             | 2044-09-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB4613                                                         | CUSIP: 3140QQDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      3383 | PA      | $3196.35      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3597                                                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    305349 | PA      | $275228.63    | 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 2021-FL4 ARCLO 2021-FL4 AS              | CUSIP: 03880RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4831000 | PA      | $4828130.39   | 0.05%             | 2036-11-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 2.950000% 04/01/2030                                                  | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    925000 | PA      | $856602.49    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1982                                                         | CUSIP: 31418BFY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    443903 | PA      | $430491.17    | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5903                                                         | CUSIP: 3140XMRZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2491493 | PA      | $2174593.72   | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES                  | CD 2017-CD3 MORTGAGE TRUST CD 2017-CD3 A4                                         | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1240000 | PA      | $1187553.95   | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 503879                                                       | CUSIP: 36210VXG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3081 | PA      | $3099.50      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP MTN 2.496000% 02/13/2031                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1294224.52   | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENCORE FUNDING LLC 144A 6.141000% 04/01/2055                                    | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    897000 | PA      | $879230.07    | 0.01%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-25 BI                                                  | CUSIP: 3136B9LQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1257767 | PA      | $211834.12    | 0.00%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV3167                                                         | CUSIP: 3140MGQV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75656 | PA      | $67972.46     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                    | SYNOPSYS INC 5.700000% 04/01/2055                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    377000 | PA      | $359911.49    | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3978                                                         | CUSIP: 3140XKM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    423736 | PA      | $414297.98    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  21775000 | PA      | $21555322.69  | 0.24%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    230000 | PA      | $177849.93    | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG A12072                                                   | CUSIP: 31296LJR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79239 | PA      | $78808.52     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Software Inc.                                       | CONSTELLATION SOFTWARE INC/CANADA 144A 5.158000% 02/16/2029                       | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | NUSS              | CA        |   3000000 | PA      | $3036951.96   | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2022-NQM1 TRUST CSMC 2022-NQM1 A1                                            | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2845969 | PA      | $2555454.12   | 0.03%             | 2066-11-25      | Floating      | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 8D0268                                               | CUSIP: 3142BNJM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1249271 | PA      | $1199402.01   | 0.01%             | 2052-08-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QE4344                                                        | CUSIP: 3133BDZH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1431236 | PA      | $1388671.65   | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4303 FA                                                    | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    516371 | PA      | $504401.30    | 0.01%             | 2044-02-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8470                                                        | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11365497 | PA      | $11481297.81  | 0.13%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2021-3 VERUS 2021-3 A1                                 | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    854642 | PA      | $727246.22    | 0.01%             | 2066-06-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.300000% 06/01/2033                                              | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $2061137.21   | 0.02%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | LEHMAN BROS CAP TR VII ESCROW SECURITY                                            | CUSIP: 524ESCXA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20630000 | PA      | $0.01         | 0.00%             | 2049-11-29      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7676                                                         | CUSIP: 3140XBQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    145057 | PA      | $120054.00    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-11 FA                                                  | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    367424 | PA      | $363469.06    | 0.00%             | 2047-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                         | UNION PACIFIC CORP 3.250000% 02/05/2050                                           | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $716280.61    | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SI2106                                                        | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1586572 | PA      | $1300254.45   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                            | GENERAL MOTORS FINANCIAL CO INC 5.950000% 04/04/2034                              | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $3040434.51   | 0.03%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA3882                                                        | CUSIP: 3133KKJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    753616 | PA      | $596262.42    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5153                                                        | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1435506 | PA      | $1204057.84   | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 437479                                                       | CUSIP: 36207N6Q2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       188 | PA      | $187.43       | 0.00%             | 2029-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3589                                                         | CUSIP: 3140XJ7B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    492571 | PA      | $479995.82    | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING CORPORATION                               | BANC OF AMERICA FUNDING 2003-2 TRUST BAFC 2003-2 1A1                              | CUSIP: 05946XCR2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4730 | PA      | $4770.49      | 0.00%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL 30YR TBA (JUNE)                                                | CUSIP: 21H052660<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  19275000 | PA      | $19135707.86  | 0.22%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP MTN 3.500000% 07/01/2027                                          | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    510000 | PA      | $502323.92    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AV7116                                                         | CUSIP: 3138XJ4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     39812 | PA      | $38526.76     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-109 AI                          | CUSIP: 38380PWC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2055070 | PA      | $120173.11    | 0.00%             | 2060-05-16      | Floating      | 0.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2670                                                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    367580 | PA      | $321363.63    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                        | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   5715000 | PA      | $6845424.03   | 0.08%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0685                                                         | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    953379 | PA      | $837271.94    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC 6.375000% 06/01/2037                                                    | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2451563.11   | 0.03%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5091 AB                                                    | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1912653 | PA      | $1536370.18   | 0.02%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 4.970000% 04/23/2029                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4546000 | PA      | $4579833.88   | 0.05%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    325026 | PA      | $317934.41    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13410531 | PA      | $11127915.54  | 0.13%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC STRIPS FHS 280 F1                                                     | CUSIP: 3128HXZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    981408 | PA      | $963640.35    | 0.01%             | 2042-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.750000% 02/15/2045                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100430000 | PA      | $98029095.31  | 1.11%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7135                                                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1989141 | PA      | $1598327.56   | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-71 PT                           | CUSIP: 38381WDY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     55068 | PA      | $49409.20     | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP.                                                 | FIRSTENERGY CORP 1.600000% 01/15/2026                                             | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294210.38    | 0.00%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE-ACES FNA 2020-M6 A                                                     | CUSIP: 3136B8UA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    153593 | PA      | $135801.89    | 0.00%             | 2037-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4527 GA                                                    | CUSIP: 3137BM4N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1296198 | PA      | $1237794.78   | 0.01%             | 2044-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SL1254                                                        | CUSIP: 31427NMC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6760000 | PA      | $6873345.73   | 0.08%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-79 FH                                                  | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    830662 | PA      | $820586.19    | 0.01%             | 2046-11-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                    | ENTERPRISE FLEET FINANCING 2025-1 LLC EFF 2025-1 A3                               | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3300000 | PA      | $3328366.80   | 0.04%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5224 HL                                                    | CUSIP: 3137H7G72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1781708.80   | 0.02%             | 2052-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV4142                                                         | CUSIP: 3140MHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    203017 | PA      | $174348.14    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                           | GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4                                   | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1469 | PA      | $2734.94      | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLARK CNTY NEV ARPT REV                                           | CLARK CNTY NV ARPT REVENUE COUNTY OF CLARK DEPARTMENT OF AVIATION                 | CUSIP: 18085PMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1170000 | PA      | $1286369.84   | 0.01%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 BS0619                                                      | CUSIP: 3617MAVL2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1028811 | PA      | $881423.42    | 0.01%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV7891                                                         | CUSIP: 3140MMXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1739943 | PA      | $1684298.41   | 0.02%             | 2052-07-01      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 5.612000% 03/04/2056                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1962621.23   | 0.02%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED                     | MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2003-A4 2A                | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12876 | PA      | $12365.66     | 0.00%             | 2033-07-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3009                                                         | CUSIP: 3140XJKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    242321 | PA      | $204292.83    | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                     | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2                | CUSIP: 9497EAAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3415001 | PA      | $3400646.84   | 0.04%             | 2036-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6818                                                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    109253 | PA      | $87787.91     | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                          | UNITED MEXICAN STATES 3.500000% 02/12/2034                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   3112000 | PA      | $2550595.20   | 0.03%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SMB 2020-PTA A2A                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1626368 | PA      | $1521504.85   | 0.02%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CITICORP RESIDENTIAL MORTGAGE TRUST                               | CITICORP RESIDENTIAL MORTGAGE TRUST SERIES 2007-1 CRMSI 2007-1 A5                 | CUSIP: 173109AE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     52971 | PA      | $52701.40     | 0.00%             | 2037-03-25      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781551                                                       | CUSIP: 36225BWL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6429 | PA      | $6689.11      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717425.72    | 0.01%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB8352                                                         | CUSIP: 3140QUH66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2946896 | PA      | $2977985.06   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN DC5117                                                         | CUSIP: 3140ASVK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1512432 | PA      | $1531248.59   | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB3044                                                         | CUSIP: 3140QNL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    792975 | PA      | $655435.53    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                         | OBX 2024-NQM1 TRUST OBX 2024-NQM1 A1                                              | CUSIP: 67448LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2763037 | PA      | $2773687.05   | 0.03%             | 2063-11-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4382                                                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6314247 | PA      | $5700384.08   | 0.06%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BN8087                                                         | CUSIP: 3140JQ6Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     76541 | PA      | $70841.76     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 2733 ME                                                    | CUSIP: 31394NUA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73840 | PA      | $74639.33     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                   | SOUTHERN CALIFORNIA GAS CO 2.550000% 02/01/2030                                   | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4192202.64   | 0.05%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 5.790000% 05/13/2036                                            | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   3634000 | PA      | $3659362.92   | 0.04%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS8932                                                         | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2235679 | PA      | $1847338.46   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC BX 2024-AIRC A                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    679504 | PA      | $681627.12    | 0.01%             | 2039-08-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VERIZON MASTER TRUST VZMT 2023-6 B                                                | CUSIP: 92348VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1150000 | PA      | $1178806.81   | 0.01%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-61 BF                                                  | CUSIP: 3136ATQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    344476 | PA      | $341910.94    | 0.00%             | 2046-09-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4544 P                                                     | CUSIP: 3137BMQJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03         | 0.00%             | 2046-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE INTEREST STRIP FNS 414 A35                                             | CUSIP: 31395QDZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1238274 | PA      | $1157237.35   | 0.01%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DC OFFICE TRUST                                                   | DC OFFICE TRUST 2019-MTC DCOT 2019-MTC A                                          | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1995000 | PA      | $1799171.40   | 0.02%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1480000 | PA      | $1498362.83   | 0.02%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                               | CBRE SERVICES INC 5.500000% 06/15/2035                                            | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1129239.21   | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                      | CADENCE DESIGN SYSTEMS INC 4.700000% 09/10/2034                                   | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   2481000 | PA      | $2412393.45   | 0.03%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QE6679                                                        | CUSIP: 3133BGM47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    310768 | PA      | $297251.59    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT C                             | CUSIP: 05609VAJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3225000 | PA      | $3204878.26   | 0.04%             | 2036-09-15      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN DB2544                                                         | CUSIP: 3140ABZJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    283770 | PA      | $281014.14    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  97423335 | NS      | $97423334.97  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 144A 6.000000% 02/01/2029                                      | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1579817.74   | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $1982896.52   | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                          | AMERICAN EXPRESS CO 5.667000% 04/25/2036                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2751786.80   | 0.03%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                       | IMPERIAL BRANDS FINANCE PLC MTN 5.875000% 07/01/2034                              | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |   1592000 | PA      | $1600833.34   | 0.02%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                     | EQUINIX INC 3.900000% 04/15/2032                                                  | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2235342.72   | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COOF SECURITIZATION TRUST                                         | COOF SECURITIZATION TRUST 2014-1 LTD COOF 2014-1 A                                | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58139 | PA      | $3830.37      | 0.00%             | 2040-06-25      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-91 AF                                                  | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    757285 | PA      | $749472.90    | 0.01%             | 2046-12-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                          | DIAMONDBACK ENERGY INC 5.200000% 04/18/2027                                       | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    774000 | PA      | $781418.84    | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1918                                                         | CUSIP: 3140XHDY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11384464 | PA      | $9931712.32   | 0.11%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 2.069000% 06/01/2029                                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2348426.85   | 0.03%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2021-ARIA BX 2021-ARIA B                                                 | CUSIP: 05608RAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3641000 | PA      | $3618243.75   | 0.04%             | 2036-10-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8166                                                         | CUSIP: 3140XCCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    247001 | PA      | $214872.16    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                        | PACIFICORP 2.900000% 06/15/2052                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $1484296.52   | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 604947                                                       | CUSIP: 36200NBQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18063 | PA      | $18680.35     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    908000 | PA      | $806965.37    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP MTN 2.972000% 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1040048.66   | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 5.250000% 07/01/2029                                           | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2207000 | PA      | $2243161.05   | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2012-12 FA                                                  | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    416901 | PA      | $411398.22    | 0.00%             | 2042-02-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781257                                                       | CUSIP: 36225BME5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2776 | PA      | $2847.45      | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 5.050000% 08/14/2054                                               | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    207000 | PA      | $188989.66    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5331277.24   | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                | REPUBLIC OF CHILE 5.650000% 01/13/2037                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1620000 | PA      | $1642032.00   | 0.02%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                           | DUKE ENERGY CORP 3.500000% 06/15/2051                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    633000 | PA      | $416638.67    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 589367                                                         | CUSIP: 31387NW45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2583 | PA      | $2580.29      | 0.00%             | 2031-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SL0535                                                        | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1593402 | PA      | $1390730.35   | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $139299.65    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G67714                                                   | CUSIP: 3132XCSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    573439 | PA      | $535801.61    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM3560                                                         | CUSIP: 3140J75W1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    339011 | PA      | $317921.38    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SMB 2024-A A1A                            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1569547 | PA      | $1581866.62   | 0.02%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3752                                                         | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1551842 | PA      | $1371245.93   | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                          | GS MORTGAGE SECURITIES CORP TRUST 2021-ARDN GSMS 2021-ARDN B                      | CUSIP: 36266CAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3062000 | PA      | $3026174.29   | 0.03%             | 2036-11-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                               | VIRGINIA ELECTRIC AND POWER CO 5.000000% 01/15/2034                               | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   5170000 | PA      | $5066997.47   | 0.06%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    416000 | PA      | $394910.86    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                       | AMERICAN HOMES 4 RENT LP 5.500000% 07/15/2034                                     | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    566000 | PA      | $563673.49    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                  | CIFC FUNDING 2021-I LTD CIFC 2021-1A A1R                                          | CUSIP: 12563EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2257110.00   | 0.03%             | 2037-07-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 670551                                                         | CUSIP: 31391L5L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       180 | PA      | $185.04       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 2.520000% 11/03/2032                                                | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    215000 | PA      | $185008.99    | 0.00%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-149 KP                          | CUSIP: 38379GSW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    795650 | PA      | $725355.69    | 0.01%             | 2044-07-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ3045                                                        | CUSIP: 3142GTL38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1713574 | PA      | $1769471.85   | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD0807                                                        | CUSIP: 3132DM3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1221676 | PA      | $1012672.70   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                  | SMB PRIVATE EDUCATION LOAN TRUST 2020-A SMB 2020-A A2A                            | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    513918 | PA      | $492167.55    | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2025-VLT6 BX 2025-VLT6 A                                                 | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3620000 | PA      | $3601900.00   | 0.04%             | 2042-03-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                        | DUKE ENERGY CAROLINAS LLC 4.000000% 09/30/2042                                    | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    257000 | PA      | $206066.30    | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR5487                                                         | CUSIP: 3140L4CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    143274 | PA      | $112852.18    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G02955                                                   | CUSIP: 3128M4TL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    583584 | PA      | $596850.78    | 0.01%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4805                                                         | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7059575 | PA      | $6672876.91   | 0.08%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AQ0225                                                         | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1325221 | PA      | $1179581.09   | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3210                                                         | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1585664 | PA      | $1433664.33   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5155                                                         | CUSIP: 3140XLWR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1643504 | PA      | $1611161.03   | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM2348                                                         | CUSIP: 3140X5TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1182879 | PA      | $1127939.34   | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5078                                                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    891249 | PA      | $825999.71    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                   | BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM3 BRAVO 2022-NQM1 A1                      | CUSIP: 10569FAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    633257 | PA      | $611138.82    | 0.01%             | 2061-09-25      | Floating      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                          | DEVON ENERGY CORP 5.200000% 09/15/2034                                            | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2947000 | PA      | $2790497.86   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                         | OBX 2019-EXP1 TRUST OBX 2019-EXP1 1A3                                             | CUSIP: 67448QAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10911 | PA      | $10742.23     | 0.00%             | 2059-01-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FA1106                                                         | CUSIP: 3140W1GQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8378276 | PA      | $7820158.64   | 0.09%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 928566                                                         | CUSIP: 31412LTX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     83141 | PA      | $86359.81     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 785805                                                      | CUSIP: 3622ABKS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8120302 | PA      | $6682553.31   | 0.08%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                | JAPAN TOBACCO INC 144A 5.250000% 06/15/2030                                       | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | NUSS              | JP        |   4060000 | PA      | $4143373.60   | 0.05%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2015-65 CZ                                                  | CUSIP: 3136AP3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    562403 | PA      | $475360.84    | 0.01%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11755000 | PA      | $11877942.72  | 0.13%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-55 GA                                                  | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    987864 | PA      | $932306.23    | 0.01%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION, LLC                                     | SABINE PASS LIQUEFACTION LLC 5.000000% 03/15/2027                                 | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6126796.39   | 0.07%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0319                                                        | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    482310 | PA      | $406819.96    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INDYMAC INDX MORTGAGE LOAN TRUST                                  | INDYMAC INDX MORTGAGE LOAN TRUST 2004-AR8 INDX 2004-AR8 2A2A                      | CUSIP: 45660N2J3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     13356 | PA      | $12297.13     | 0.00%             | 2034-11-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 5.733000% 05/17/2032                                            | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   8250000 | PA      | $8461704.08   | 0.10%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| COX ENTERPRISES, INC.                                             | COX ENTERPRISES INC 144A 7.375000% 07/15/2027                                     | CUSIP: 224050AE4<br>LEI: TVRMNZKRGA8LPW6XPG60 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $3048588.20   | 0.03%             | 2027-07-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K120 X1                   | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5393327 | PA      | $236224.48    | 0.00%             | 2030-10-25      | Floating      | 1.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 559461                                                       | CUSIP: 36213NQN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       439 | PA      | $453.70       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM8577                                                         | CUSIP: 3140XCQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1377971 | PA      | $1194873.34   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4305                                                         | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  17651414 | PA      | $13810997.60  | 0.16%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG A52174                                                   | CUSIP: 3128KEMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7807 | PA      | $8113.86      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                             | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 01/15/2036            | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3267174 | PA      | $3270360.70   | 0.04%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 0.750000% 05/31/2026                                              | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10910000 | PA      | $10549543.86  | 0.12%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                             | REGENCY CENTERS LP 5.000000% 07/15/2032                                           | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1284664.80   | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G07924                                                   | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    637449 | PA      | $584650.73    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    635000 | PA      | $646061.27    | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2401                                                         | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1433695 | PA      | $1424555.20   | 0.02%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.625000% 02/15/2055                                              | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $570750.00    | 0.01%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                            | LOWE'S COS INC 3.500000% 04/01/2051                                               | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    993000 | PA      | $659309.61    | 0.01%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.950000% 09/10/2034           | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   4030000 | PA      | $3867675.39   | 0.04%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3103000 | PA      | $2486031.47   | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VONTIER CORPORATION                                               | VONTIER CORP 1.800000% 04/01/2026                                                 | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1140911.93   | 0.01%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2020-65 EI                                                  | CUSIP: 3136BBTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3039186 | PA      | $602533.11    | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K742 X1                   | CUSIP: 3137H0GP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6105064 | PA      | $75381.05     | 0.00%             | 2028-03-25      | Floating      | 0.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1240                                                         | CUSIP: 3140XGLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    440939 | PA      | $392977.13    | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 WFCM 2025-5C4 A3                   | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3280000 | PA      | $3390020.71   | 0.04%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A3                      | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3415000 | PA      | $3426389.03   | 0.04%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC 5.600000% 05/15/2053                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2596903.00   | 0.03%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AGL CLO LTD                                                       | AGL CLO 33 LTD AGL 2024-33A A1                                                    | CUSIP: 00121DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4260000 | PA      | $4269205.86   | 0.05%             | 2037-07-21      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SL0518                                                        | CUSIP: 31427MSG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5609876 | PA      | $5725529.70   | 0.07%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  19122761 | PA      | $17591748.60  | 0.20%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB0006                                                         | CUSIP: 3140QKAG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2656335 | PA      | $2169166.47   | 0.02%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                               | RCKT MORTGAGE TRUST 2024-INV1 RCKT 2024-INV1 A2                                   | CUSIP: 74938QAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4687685 | PA      | $4688598.77   | 0.05%             | 2054-06-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G05866                                                   | CUSIP: 3128M7Z74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5873 | PA      | $5788.97      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD3627                                                        | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7147014 | PA      | $6232019.29   | 0.07%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2011-75 FA                                                  | CUSIP: 3136A0GK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13243 | PA      | $13199.60     | 0.00%             | 2041-08-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 3.200000% 11/21/2029                                                   | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3227000 | PA      | $3060931.51   | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB7059                                                         | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1173907 | PA      | $1019958.86   | 0.01%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4481                                                         | CUSIP: 31418D6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    625049 | PA      | $575216.63    | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RE0016                                                        | CUSIP: 3133LWAR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2065870 | PA      | $1784813.22   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-181 IO                          | CUSIP: 38381EBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2897149 | PA      | $201219.74    | 0.00%             | 2063-07-16      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                         | DELL INTERNATIONAL LLC / EMC CORP 5.000000% 04/01/2030                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4050000 | PA      | $4070860.29   | 0.05%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                               | RCKT MORTGAGE TRUST 2021-3 RCKT 2021-3 A1                                         | CUSIP: 74938DAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1102664 | PA      | $882301.47    | 0.01%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 253644                                                         | CUSIP: 31371JWD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1154 | PA      | $1205.55      | 0.00%             | 2031-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 4.650000% 05/06/2030                                                  | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    610000 | PA      | $610431.12    | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 5.150000% 05/01/2030                                                | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312717.80    | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4465                                                         | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6178932 | PA      | $4815791.42   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4579                                                         | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9957847 | PA      | $8487133.59   | 0.10%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-94 IO                           | CUSIP: 38381DHV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3215200 | PA      | $192601.44    | 0.00%             | 2063-02-16      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-85 EA                                                  | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    743368 | PA      | $716916.64    | 0.01%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 465555                                                       | CUSIP: 36209AE48<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       326 | PA      | $330.49       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                           | BRISTOL-MYERS SQUIBB CO 3.200000% 06/15/2026                                      | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    768000 | PA      | $759098.38    | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BD5046                                                         | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    586365 | PA      | $532583.05    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC 4.800000% 03/15/2047                                                   | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40090.20     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-160 NE                          | CUSIP: 38383AZA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7140336 | PA      | $5990530.87   | 0.07%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7114                                                         | CUSIP: 3140XA3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2697186 | PA      | $2460609.89   | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8213                                                        | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  17065216 | PA      | $14543013.04  | 0.17%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                | DTE ENERGY CO 1.050000% 06/01/2025                                                | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2400000.00   | 0.03%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                      | FORD CREDIT AUTO LEASE TRUST 2025-A FORDL 2025-A A3                               | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1464000 | PA      | $1471461.13   | 0.02%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    310897 | PA      | $306880.15    | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 889184                                                         | CUSIP: 31410G2R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    123536 | PA      | $125863.99    | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BP8713                                                         | CUSIP: 3140KGVF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140121 | PA      | $120374.25    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34080000 | PA      | $21807206.16  | 0.25%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA                            | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1098414 | PA      | $892771.23    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7409                                                      | CUSIP: 36179WGS1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4619280 | PA      | $3613524.55   | 0.04%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC 5.367000% 02/25/2031                                                 | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |   2570000 | PA      | $2592227.36   | 0.03%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2011-55 FH                                                  | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    365025 | PA      | $360820.13    | 0.00%             | 2041-06-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE (USA), INC.                                         | AMCOR FINANCE USA INC 3.625000% 04/28/2026                                        | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2970092.64   | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 5.734000% 01/28/2056                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1168221.11   | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4854 FB                                                    | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1590818 | PA      | $1564423.22   | 0.02%             | 2049-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA4823                                                         | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    284474 | PA      | $263954.41    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 2.947000% 02/24/2028                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1431004.80   | 0.02%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB7638                                                         | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1068071 | PA      | $1092800.25   | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 271950                                                       | CUSIP: 36220ABT1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       893 | PA      | $907.37       | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7641                                                         | CUSIP: 3140XBP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2646414 | PA      | $2512477.60   | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    622053 | PA      | $624517.84    | 0.01%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL6406                                                         | CUSIP: 3138EPDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23756 | PA      | $24627.83     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA7228                                                         | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2533340 | PA      | $2101136.46   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                     | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 NYC 2025-1155 A                           | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4878000 | PA      | $4865670.37   | 0.06%             | 2042-06-10      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 840698                                               | CUSIP: 31347AX33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    365236 | PA      | $347397.11    | 0.00%             | 2047-03-01      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                          | OCEANVIEW MORTGAGE TRUST 2025-INV1 BVINV 2025-1 AF1                               | CUSIP: 67551WAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4522971 | PA      | $4499972.76   | 0.05%             | 2054-11-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0301                                                         | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61955 | PA      | $58460.33     | 0.00%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 1.953000% 02/04/2032                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5425000 | PA      | $4644528.04   | 0.05%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                             | ESSEX PORTFOLIO LP 5.500000% 04/01/2034                                           | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    804000 | PA      | $807783.48    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR1001                                                         | CUSIP: 3140KYDF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140474 | PA      | $116842.65    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 735224                                                         | CUSIP: 31402QYV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    175424 | PA      | $178993.40    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    959279 | PA      | $946883.65    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS3338                                                         | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1414426 | PA      | $1256290.61   | 0.01%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                         | REALTY INCOME CORP 5.125000% 04/15/2035                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1131892.81   | 0.01%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                        | CATERPILLAR FINANCIAL SERVICES CORP MTN 4.850000% 02/27/2029                      | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1766530.63   | 0.02%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT8269                                                         | CUSIP: 3140LXFK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    522681 | PA      | $503237.65    | 0.01%             | 2052-08-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2660                                                         | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4805587 | PA      | $3919009.87   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 GMREV 2024-1 A                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1078000 | PA      | $1097214.49   | 0.01%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| TYSON FOODS, INCORPORATED                                         | TYSON FOODS INC 5.150000% 08/15/2044                                              | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    463000 | PA      | $413580.52    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| 1YR5YR SWAPTION 3.61 (JPM)                                        | 1YR5YR SWAPTION 3.61 (JPM) EXPIRATION: 12/31/2025                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 135580000 | NC      | $1460057.75   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1770450.70   | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4270                                                         | CUSIP: 3140XKW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1633176 | PA      | $1285616.71   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.000000% 02/20/2026                                              | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1356856.77   | 0.02%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                      | BX COMMERCIAL MORTGAGE TRUST 2023-XL3 BX 2023-XL3 A                               | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1074013 | PA      | $1078383.38   | 0.01%             | 2040-12-09      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                            | ENTERGY LOUISIANA LLC 5.150000% 09/15/2034                                        | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1162469.96   | 0.01%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR3256                                                         | CUSIP: 3140L1TN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    177531 | PA      | $141834.21    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 602146                                                       | CUSIP: 36200H5F7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       260 | PA      | $269.12       | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB4157                                                         | CUSIP: 3140QPTP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10577336 | PA      | $9697177.42   | 0.11%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                    | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2023-2A C                          | CUSIP: 05377RGN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2700000 | PA      | $2714267.61   | 0.03%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | TSY INFL IX N/B 2.125000% 01/15/2035                                              | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  28920000 | PA      | $29508589.43  | 0.34%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                 | EVERSOURCE ENERGY 5.950000% 02/01/2029                                            | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3106698.65   | 0.04%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2067                                                         | CUSIP: 3140XHJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1848441 | PA      | $1780827.53   | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2010-123 PM                                                 | CUSIP: 31398NY24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    411904 | PA      | $409081.73    | 0.00%             | 2040-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 4.200000% 08/14/2029                                               | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2746649.95   | 0.03%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08722                                                   | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1956424 | PA      | $1787457.68   | 0.02%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G04563                                                   | CUSIP: 3128M6ML9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    200987 | PA      | $207206.19    | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM2111                                                         | CUSIP: 3140X5KZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    508630 | PA      | $472572.44    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SB0662                                                        | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1642686 | PA      | $1530051.68   | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT STUDENT LOAN TRUST 2019-B NAVSL 2019-BA A2A                               | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    391609 | PA      | $381886.38    | 0.00%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3573130.39   | 0.04%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                               | CENTENE CORP 2.625000% 08/01/2031                                                 | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1694032.60   | 0.02%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2707                                                         | CUSIP: 31418CAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    539944 | PA      | $507638.11    | 0.01%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                  | HEALTHCARE REALTY HOLDINGS LP 3.625000% 01/15/2028                                | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188708.20    | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | EXTRA SPACE STORAGE LP 2.400000% 10/15/2031                                       | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110667.76    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    555000 | PA      | $558935.76    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                            | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1832976.73   | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD1104                                                        | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3827311 | PA      | $3580559.11   | 0.04%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9357                                                         | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    440198 | PA      | $462857.93    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC 5.500000% 03/01/2032                                                      | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $2999838.08   | 0.03%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                            | PNC FINANCIAL SERVICES GROUP INC/THE 4.812000% 10/21/2032                         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $1993817.74   | 0.02%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST                         | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV BVINV 2021-5 A5                | CUSIP: 07336JAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5316515 | PA      | $4713193.39   | 0.05%             | 2051-11-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 577948                                                       | CUSIP: 36201BBR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10704 | PA      | $10781.81     | 0.00%             | 2032-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4826 KF                                                    | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    587909 | PA      | $571663.97    | 0.01%             | 2048-09-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA7870                                                        | CUSIP: 3133KPW79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6639549 | PA      | $6096872.06   | 0.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2022-18 DL                                                  | CUSIP: 3136BMGV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2193838 | PA      | $2053206.81   | 0.02%             | 2046-07-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AB9597                                                         | CUSIP: 31417GUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     37615 | PA      | $35728.41     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08754                                                   | CUSIP: 3128MJZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    123581 | PA      | $119064.15    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0340                                                        | CUSIP: 3132D9LV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    813052 | PA      | $720853.58    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.350000% 04/01/2035                          | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   4055000 | PA      | $4062037.94   | 0.05%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 586207                                                       | CUSIP: 36201LGQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60065 | PA      | $61817.40     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2977706.96   | 0.03%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-45 BD                           | CUSIP: 38384KGP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    887001 | PA      | $806294.76    | 0.01%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2018-86 JA                                                  | CUSIP: 3136B3SX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     54687 | PA      | $54169.41     | 0.00%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | TREASURY BILL 0.000000% 07/31/2025                                                | CUSIP: 912797PG6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10230000 | PA      | $10159122.47  | 0.12%             | 2025-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2015-8 AP                                                   | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1618245 | PA      | $1441189.36   | 0.02%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG U99084                                                   | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    902505 | PA      | $875102.21    | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2792                                                        | CUSIP: 3132DQC53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    308522 | PA      | $301088.90    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                     | CONSOLIDATED EDISON CO OF NEW YORK INC 5.500000% 03/15/2055                       | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1374836.41   | 0.02%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                         | SCF EQUIPMENT TRUST 2016-1 LLC SCFET 2025-1A A2                                   | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2280000 | PA      | $2282585.75   | 0.03%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                             | SBNA AUTO LEASE TRUST 2024-B SBALT 2024-B A3                                      | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1790000 | PA      | $1804952.77   | 0.02%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC.                                             | SHELL FINANCE US INC 2.750000% 04/06/2030                                         | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    660000 | PA      | $613557.58    | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QI2723                                                        | CUSIP: 3133W9AY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1399040 | PA      | $1445348.88   | 0.02%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08726                                                   | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2693794 | PA      | $2355200.02   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781834                                                       | CUSIP: 36241KBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5178 | PA      | $5403.60      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING 144A 3.205000% 03/08/2027                                   | CUSIP: 04685A3L3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1422750.51   | 0.02%             | 2027-03-08      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG Q41209                                                   | CUSIP: 3132WEKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    227613 | PA      | $207255.22    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6645                                                      | CUSIP: 36179VL24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1398260 | PA      | $1147405.75   | 0.01%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F032666<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  63975000 | PA      | $56699266.55  | 0.64%             | 2055-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)                   | ALTERNATIVE LOAN TRUST 2004-J6 CWALT 2004-J6 2A1                                  | CUSIP: 12667FRG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     36783 | PA      | $38040.63     | 0.00%             | 2031-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -846 | NC      | $-95214656.25 | -1.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BC1509                                                         | CUSIP: 3140EVVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    248786 | PA      | $217505.49    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8722                                                      | CUSIP: 36179XVP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4085305 | PA      | $3656704.49   | 0.04%             | 2053-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR ADJUSTABLE RATE MORTGAGE TRUST                              | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-13 MARM 2004-13 3A7A                   | CUSIP: 576433WL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500224 | PA      | $483096.62    | 0.01%             | 2034-11-21      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                             | SABRA HEALTH CARE LP 3.900000% 10/15/2029                                         | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3145998.60   | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BT3290                                                         | CUSIP: 3140LRUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    225650 | PA      | $186705.63    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1510                                                         | CUSIP: 31418AVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15785 | PA      | $14881.45     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS4243                                                         | CUSIP: 3140XKWD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    164095 | PA      | $145260.45    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1                               | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    271783 | PA      | $261263.76    | 0.00%             | 2063-10-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5722                                                         | CUSIP: 3140XMLC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8698399 | PA      | $7560125.26   | 0.09%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUS MORTGAGE TRUST                                               | EQUS 2021-EQAZ MORTGAGE TRUST EQUS 2021-EQAZ B                                    | CUSIP: 29478JAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1329927 | PA      | $1327432.95   | 0.02%             | 2038-10-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                  | EASTERN ENERGY GAS HOLDINGS LLC 5.800000% 01/15/2035                              | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $4524089.48   | 0.05%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT9627                                                         | CUSIP: 3138WXVV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66510 | PA      | $62870.12     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                          | PRPM 2024-RCF5 LLC PRPM 2024-RCF5 A1                                              | CUSIP: 69381JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6425286 | PA      | $6270361.73   | 0.07%             | 2054-08-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NETAPP, INC.                                                      | NETAPP INC 5.700000% 03/17/2035                                                   | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    767000 | PA      | $770858.79    | 0.01%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 1A1                     | CUSIP: 16163LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7317 | PA      | $7420.98      | 0.00%             | 2035-06-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                       | AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032                                     | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1196453.82   | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                         | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    367000 | PA      | $307254.60    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                | BALTIMORE GAS AND ELECTRIC CO 2.250000% 06/15/2031                                | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $895426.50    | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC4689                                                        | CUSIP: 3133APF61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    217244 | PA      | $179918.62    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8642                                                      | CUSIP: 36179XS72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4069022 | PA      | $3439391.28   | 0.04%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $756183.22    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT7698                                                         | CUSIP: 3138WVRU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66834 | PA      | $63454.57     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL0851                                                         | CUSIP: 3138EG5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      4352 | PA      | $4533.44      | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.750000% 02/15/2045                                              | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70730000 | PA      | $69039110.94  | 0.78%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                    | AUTOZONE INC 6.250000% 11/01/2028                                                 | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    810000 | PA      | $856415.62    | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-10 FA                                                  | CUSIP: 3136AQ6E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3670079 | PA      | $3628331.88   | 0.04%             | 2046-03-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 11/15/2029                             | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   3015000 | PA      | $3066588.82   | 0.03%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-68 IO                           | CUSIP: 38380PHX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4302763 | PA      | $470822.51    | 0.01%             | 2060-05-16      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1092                                                         | CUSIP: 3140XGGA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1235093 | PA      | $1100576.83   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 2.750000% 05/15/2040                                       | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $1671542.00   | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9318                                                         | CUSIP: 3140QVK86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2944607 | PA      | $2964180.97   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS9438                                                         | CUSIP: 3140XRPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4991543 | PA      | $4944096.45   | 0.06%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US ULTRA BOND CBT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -34 | NC      | $-3946125.00  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5020 ET                                                    | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1019489 | PA      | $928465.74    | 0.01%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD5107                                                        | CUSIP: 3132DSU83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     83819 | PA      | $87304.57     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD4700                                                        | CUSIP: 3132DSGH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4992961 | PA      | $5074516.36   | 0.06%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR7 A6               | CUSIP: 92922FTB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1375289 | PA      | $1285806.03   | 0.01%             | 2034-07-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2009-103 MB                                                 | CUSIP: 31398GJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     32209 | PA      | $32384.99     | 0.00%             | 2039-12-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ACCREDIT LOANS INCORPORATED                           | RALI SERIES 2005-QO5 TRUST RALI 2005-QO5 A1                                       | CUSIP: 761118QM3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    248846 | PA      | $194823.45    | 0.00%             | 2046-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5876                                                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    988573 | PA      | $921085.39    | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SG RESIDENTIAL MORTGAGE TRUST                                     | SG RESIDENTIAL MORTGAGE TRUST 2022-1 SGR 2022-1 A1                                | CUSIP: 78433QAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3240372 | PA      | $2970174.29   | 0.03%             | 2062-03-27      | Floating      | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4778                                                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    769373 | PA      | $693933.03    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US 10YR ULTRA FUT SEP25 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -409 | NC      | $-46031671.88 | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4901                                                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    726438 | PA      | $672848.90    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 CGCMT 2019-GC41 A5                  | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5980000 | PA      | $5548284.07   | 0.06%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9790                                                         | CUSIP: 3140QV2Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3020121 | PA      | $3034631.08   | 0.03%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2022-57 BC                                                  | CUSIP: 3136BN3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    145455 | PA      | $137270.94    | 0.00%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7705                                                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4676633 | PA      | $3919798.25   | 0.04%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 495940                                                       | CUSIP: 36210L4Z3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1655 | PA      | $1688.87      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORP 5.744000% 02/12/2036                                         | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3336995.66   | 0.04%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                      | BLUE OWL CREDIT INCOME CORP 6.600000% 09/15/2029                                  | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1721627.00   | 0.02%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 221977000 | PA      | $221092559.28 | 2.51%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT4281                                                         | CUSIP: 3138WRXK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14263 | PA      | $13479.28     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9160000 | PA      | $8000957.17   | 0.09%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                   | AVOLON HOLDINGS FUNDING LTD 144A 5.375000% 05/30/2030                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   4380000 | PA      | $4394576.46   | 0.05%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BH0222                                                         | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    111999 | PA      | $105186.72    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 903242                                                         | CUSIP: 31411BP31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    162198 | PA      | $169003.21    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                          | ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1                                    | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7576560 | PA      | $7130660.40   | 0.08%             | 2067-01-25      | Floating      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8403000 | PA      | $5986152.75   | 0.07%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4492                                                         | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11008339 | PA      | $8581026.25   | 0.10%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                             | ELEVANCE HEALTH INC 5.200000% 02/15/2035                                          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3532766.25   | 0.04%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BW9886                                                         | CUSIP: 3140N26Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3910550 | PA      | $3693397.83   | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                            | CONOCOPHILLIPS CO 5.550000% 03/15/2054                                            | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    672000 | PA      | $623861.46    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS7221                                                         | CUSIP: 3140XPAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1516235 | PA      | $1541525.30   | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1221                                                         | CUSIP: 31418ALB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17057 | PA      | $16517.43     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | INTERCONTINENTAL EXCHANGE INC 5.250000% 06/15/2031                                | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1744052.96   | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                             | SBNA AUTO LEASE TRUST 2024-C SBALT 2024-C A4                                      | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1062000 | PA      | $1056943.50   | 0.01%             | 2029-03-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G08826                                                   | CUSIP: 3128MJ4L1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    267980 | PA      | $265355.55    | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA2199                                                         | CUSIP: 3140Q9NR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     94703 | PA      | $90816.82     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG D63546                                                   | CUSIP: 3128F25F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       646 | PA      | $675.38       | 0.00%             | 2025-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 841081                                               | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1251315 | PA      | $1246140.51   | 0.01%             | 2050-02-01      | Floating      | 3.11%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                             | ESSEX PORTFOLIO LP 2.550000% 06/15/2031                                           | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    680000 | PA      | $597229.46    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1950258.91   | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-173 MI                          | CUSIP: 38382LNV9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5585504 | PA      | $819516.95    | 0.01%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-184 IO                          | CUSIP: 38380RKU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2698376 | PA      | $174602.48    | 0.00%             | 2060-11-16      | Floating      | 0.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5004 FM                                                    | CUSIP: 3137FVAY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1092656 | PA      | $1035225.36   | 0.01%             | 2050-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33078000 | PA      | $21166043.59  | 0.24%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 3.100000% 05/01/2026                                                | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226577.99    | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2021-1 TALNT 2021-1A A                       | CUSIP: 89237MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8385000 | PA      | $8175085.72   | 0.09%             | 2034-02-27      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4801                                                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4316 | PA      | $4220.67      | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 910120                                                         | CUSIP: 31411KDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $5627.98      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2006-AR17 2A              | CUSIP: 92925DAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    119646 | PA      | $107004.03    | 0.00%             | 2046-12-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4962                                                      | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3067549 | PA      | $2765845.14   | 0.03%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                    | SYNOPSYS INC 4.850000% 04/01/2030                                                 | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1905198.17   | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV7993                                                         | CUSIP: 3140MM3B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1835767 | PA      | $1807807.04   | 0.02%             | 2052-08-01      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4240 FA                                                    | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1773793 | PA      | $1740450.97   | 0.02%             | 2043-08-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                     | CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 CAS 2024-R01 1M2                     | CUSIP: 20753UAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790000 | PA      | $796422.70    | 0.01%             | 2044-01-25      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                            | GENERAL MOTORS FINANCIAL CO INC 2.700000% 06/10/2031                              | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3111000 | PA      | $2669752.75   | 0.03%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5451 FD                                                    | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1001857 | PA      | $982174.32    | 0.01%             | 2044-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                    | SOFI PROFESSIONAL LOAN PROGRAM 2017-D LLC SOFI 2017-D A2FX                        | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12340 | PA      | $12172.43     | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                          | TOTALENERGIES CAPITAL SA 5.425000% 09/10/2064                                     | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | NUSS              | FR        |    406000 | PA      | $368296.75    | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                             | NEXTERA ENERGY CAPITAL HOLDINGS INC 5.450000% 03/15/2035                          | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11315000 | PA      | $11308020.68  | 0.13%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F052664<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2660000 | PA      | $2633164.56   | 0.03%             | 2055-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 1.512000% 07/20/2027                                           | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1191606.14   | 0.01%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                       | BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018-C2 ASB                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    334172 | PA      | $332546.30    | 0.00%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM4897                                                         | CUSIP: 3140J9NP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    450549 | PA      | $416412.44    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2018-J1 TRUST CSMC 2018-J1 A2                                                | CUSIP: 12653TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2306055 | PA      | $2045060.63   | 0.02%             | 2048-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                       | IMPERIAL BRANDS FINANCE PLC 144A 4.250000% 07/21/2025                             | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |   1326000 | PA      | $1324481.96   | 0.02%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 2.475000% 01/21/2028                                           | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3596171.25   | 0.04%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                | MANHATTAN WEST 2020-1MW MORTGAGE TRUST OMW 2020-1MW A                             | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2300000 | PA      | $2159173.76   | 0.02%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2024-64 KY                                                  | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    818000 | PA      | $679516.36    | 0.01%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 5.125000% 05/15/2032                                             | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1894000 | PA      | $1910455.53   | 0.02%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BR7745                                                         | CUSIP: 3140L6TB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190678 | PA      | $150490.64    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC2044                                                        | CUSIP: 3133ALHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    140158 | PA      | $117405.54    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM3049                                                         | CUSIP: 3140X6L74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1043581 | PA      | $988657.47    | 0.01%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BS2363                                                         | CUSIP: 3140LCTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    976359 | PA      | $849451.05    | 0.01%             | 2035-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 5.449000% 06/11/2035                                                | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    405000 | PA      | $405813.22    | 0.00%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 5.207000% 01/28/2031                                  | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3372000 | PA      | $3419293.28   | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7192                                                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7859399 | PA      | $6315235.46   | 0.07%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063           | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    435000 | PA      | $356037.81    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Export Finance Australia                                          | EXPORT FINANCE & INSURANCE CORP 144A 4.625000% 10/26/2027                         | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   2987000 | PA      | $3029131.84   | 0.03%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5119 QF                                                    | CUSIP: 3137H0SS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1605006 | PA      | $1489920.74   | 0.02%             | 2051-06-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-3 A                       | CUSIP: 02582JKR0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8332000 | PA      | $8365051.38   | 0.09%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 5.125000% 07/20/2045                                              | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $145803.08    | 0.00%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BUNGE LIMITED FINANCE CORP.                                       | BUNGE LTD FINANCE CORP 1.630000% 08/17/2025                                       | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    788000 | PA      | $782624.82    | 0.01%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2016-75 FE                                                  | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    834854 | PA      | $824802.87    | 0.01%             | 2046-10-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.750000% 05/15/2055                                              | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 130696000 | PA      | $127346915.00 | 1.45%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                       | AMERICAN HOMES 4 RENT LP 4.950000% 06/15/2030                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1134143.59   | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                  | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    473612 | PA      | $444158.81    | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BC2817                                                         | CUSIP: 3140EXDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    489071 | PA      | $427476.71    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA5597                                                      | CUSIP: 36179UGE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    345959 | PA      | $340190.65    | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-81 LH                                                  | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    799884 | PA      | $711565.87    | 0.01%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 144A 3.137000% 11/15/2035                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2087101.62   | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                   | VERIDIAN AUTO RECEIVABLES TRUST 2023-1 VCU 2023-1A A3                             | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2422122 | PA      | $2428764.14   | 0.03%             | 2028-03-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                             | LAS VEGAS SANDS CORP 5.625000% 06/15/2028                                         | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2726154.92   | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                        | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PA BAMLL 2018-PARK A              | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2640000 | PA      | $2550005.57   | 0.03%             | 2038-08-10      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                  | DEUTSCHE BANK AG/NEW YORK NY 3.742000% 01/07/2033                                 | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   4363000 | PA      | $3840484.33   | 0.04%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 1.900000% 08/15/2031                       | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $1694747.29   | 0.02%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RD5043                                                        | CUSIP: 3133LPS81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    913255 | PA      | $869321.99    | 0.01%             | 2030-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781650                                                       | CUSIP: 36225BZP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     14442 | PA      | $15030.99     | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K106 X1                   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3275497 | PA      | $168596.40    | 0.00%             | 2030-01-25      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2024-4 A                         | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   2390000 | PA      | $2373720.04   | 0.03%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 5.230000% 01/15/2031                                               | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4361000 | PA      | $4425427.36   | 0.05%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                       | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5120000 | PA      | $4802986.50   | 0.05%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD8129                                                        | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6281603 | PA      | $5164606.23   | 0.06%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 3919 FA                                                    | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    456916 | PA      | $450925.91    | 0.01%             | 2041-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 910120                                                         | CUSIP: 31411KDZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      5544 | PA      | $5600.26      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1YR5YR SWAPTION 3.737 (JPM)                                       | 1YR5YR SWAPTION 3.737 (JPM) EXPIRATION: 12/31/2025                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  57735000 | NC      | $257519.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank National Association                                     | CITIBANK NA 5.570000% 04/30/2034                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2324346.39   | 0.03%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                         | JGWPT XXXII LLC HENDR 2014-2A A                                                   | CUSIP: 46618AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1239580 | PA      | $1107323.20   | 0.01%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                            | BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 14A                                    | CUSIP: 07384MM66<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9278 | PA      | $8618.03      | 0.00%             | 2034-05-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                     | GOLDMAN SACHS GROUP INC/THE 1.431000% 03/09/2027                                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9465000 | PA      | $9226770.30   | 0.10%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1450                                                         | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1549403 | PA      | $1376650.68   | 0.02%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC/THE 3.750000% 06/15/2027                                         | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    410000 | PA      | $404140.04    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                      | GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 A4                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2606000 | PA      | $2269974.54   | 0.03%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB7109                                                         | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2380880 | PA      | $2375554.81   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE TRUST                                                 | 245 PARK AVENUE TRUST 2017-245P PRKAV 2017-245P A                                 | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5293000 | PA      | $5116334.48   | 0.06%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ1350                                                        | CUSIP: 3142GRQC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    444400 | PA      | $449650.49    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 4.700000% 02/09/2034                                               | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1640683.14   | 0.02%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT&T INC 3.500000% 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    733000 | PA      | $560835.79    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5                                                             | BANK5 TRUST 2025-5YR13 BANK5 2025-5YR13 A3                                        | CUSIP: 06650CAG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    422000 | PA      | $436097.04    | 0.00%             | 2058-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5228 TN                                                    | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    781657 | PA      | $744813.44    | 0.01%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL9615                                                         | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    808332 | PA      | $718348.84    | 0.01%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD                                                   | BARINGS CLO LTD 2018-IV BABSN 2018-4A A1R                                         | CUSIP: 06760XAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4639986 | PA      | $4640060.12   | 0.05%             | 2030-10-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786312                                                      | CUSIP: 3622AB3V2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5578036 | PA      | $4848084.27   | 0.06%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A3                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2297000 | PA      | $2304617.31   | 0.03%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2013-43 BP                                                  | CUSIP: 3136ADY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    572478 | PA      | $489182.49    | 0.01%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                            | GENERAL MOTORS FINANCIAL CO INC 5.450000% 07/15/2030                              | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   6935000 | PA      | $6944537.57   | 0.08%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST UNIV REV                                            | CALIFORNIA ST UNIV REVENUE CALIFORNIA STATE UNIVERSITY                            | CUSIP: 13077DQP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1160000 | PA      | $907300.15    | 0.01%             | 2035-11-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 1.578000% 04/22/2027                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5945000 | PA      | $5789380.41   | 0.07%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| THE WILLIAMS COMPANIES, INC.                                      | WILLIAMS COS INC/THE 4.900000% 01/15/2045                                         | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    570000 | PA      | $487036.89    | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS9972                                                         | CUSIP: 3140XSCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1031558 | PA      | $1065201.24   | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZM1348                                                        | CUSIP: 3131XUP92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1419629 | PA      | $1241578.35   | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 603107                                                       | CUSIP: 36200KAG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4635 | PA      | $4718.05      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                             | CHILE ELECTRICITY LUX MPC II SARL 144A 5.580000% 10/20/2035                       | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1110446 | PA      | $1103109.37   | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    781000 | PA      | $783063.46    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1042365.19   | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-89 LK                           | CUSIP: 38382QB90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2202812 | PA      | $1857697.92   | 0.02%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 2.700000% 02/01/2027                                                | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329248.09    | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE, INC.                                       | UNITED PARCEL SERVICE INC 5.250000% 05/14/2035                                    | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1528000 | PA      | $1527005.00   | 0.02%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4900                                                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4406308 | PA      | $3973334.53   | 0.05%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2011-142 EF                                                 | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    467816 | PA      | $461764.58    | 0.01%             | 2042-01-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM1263                                                         | CUSIP: 3140X4MM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    181476 | PA      | $172947.81    | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM2256                                                         | CUSIP: 3140X5QJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     93772 | PA      | $90882.60     | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                   | CIGNA GROUP/THE 4.375000% 10/15/2028                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1252969.86   | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BV0541                                                         | CUSIP: 3140MDS74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    378235 | PA      | $338293.28    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 144A 2.450000% 02/15/2031                                            | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1058307.66   | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                               | VIRGINIA ELECTRIC AND POWER CO 2.950000% 11/15/2051                               | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $617008.45    | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                         | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    227000 | PA      | $190045.76    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2013-101 CO                                                 | CUSIP: 3136AGZD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    984642 | PA      | $727940.76    | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                 | OCTAGON INVESTMENT PARTNERS 41 LTD OCT41 2019-2A A1R2                             | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3997748.00   | 0.05%             | 2033-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 3.057000% 01/25/2033                                                | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    313000 | PA      | $275315.07    | 0.00%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                             | ELI LILLY & CO 5.600000% 02/12/2065                                               | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1152793.21   | 0.01%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4122 FP                                                    | CUSIP: 3137AUZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    659304 | PA      | $645670.18    | 0.01%             | 2042-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25F 1                       | CUSIP: 83162CP72<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1136318 | PA      | $1078291.35   | 0.01%             | 2047-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS8749                                                         | CUSIP: 3140XQWK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3309462 | PA      | $3304012.37   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2017-23 FA                                                  | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    785955 | PA      | $774844.10    | 0.01%             | 2047-04-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 909429                                                         | CUSIP: 31411JLJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       574 | PA      | $586.16       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 904864                                                         | CUSIP: 31411DJH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       916 | PA      | $932.52       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4201                                                         | CUSIP: 31418DU34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    866511 | PA      | $824882.37    | 0.01%             | 2030-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AL9546                                                         | CUSIP: 3138ERTC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    312178 | PA      | $285028.55    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                    | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A3                             | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3764000 | PA      | $3791226.52   | 0.04%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA8202                                                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1574625 | PA      | $1535277.07   | 0.02%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES             | CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A5                                 | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     70943 | PA      | $69742.05     | 0.00%             | 2034-11-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT3870                                                         | CUSIP: 3138WRJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     48733 | PA      | $46269.01     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                       | AMERICAN HOMES 4 RENT LP 3.375000% 07/15/2051                                     | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $715954.36    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114919000 | PA      | $74647970.45  | 0.85%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD0231                                                        | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5170682 | PA      | $4499671.73   | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                         | DUKE ENERGY PROGRESS LLC 4.150000% 12/01/2044                                     | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1391506.67   | 0.02%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD4301                                                        | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2082672 | PA      | $2137213.33   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                          | BENCHMARK 2022-B33 MORTGAGE TRUST BMARK 2022-B33 A5                               | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1710000 | PA      | $1542398.63   | 0.02%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.875000% 03/31/2027                                              | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  23115000 | PA      | $23088815.10  | 0.26%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D NAVSL 2019-D A2A                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1225806 | PA      | $1185162.85   | 0.01%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 1G1386                                               | CUSIP: 3128QJRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     24942 | PA      | $25542.99     | 0.00%             | 2036-12-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC 144A 4.625000% 06/25/2038                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   2097000 | PA      | $1798551.65   | 0.02%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                       | HUMANA INC 2.150000% 02/03/2032                                                   | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204795.15    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 3.772000% 01/24/2029                                           | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273993.02    | 0.00%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781976                                                       | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12304 | PA      | $12650.48     | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                               | HUNTINGTON INGALLS INDUSTRIES INC 5.749000% 01/15/2035                            | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2839544.58   | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA4703                                                        | CUSIP: 3133KLGL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1327747 | PA      | $1045644.95   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                        | CSMC 2021-NQM3 CSMC 2021-NQM3 A1                                                  | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   8988120 | PA      | $7690852.25   | 0.09%             | 2066-04-25      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 5.874000% 11/18/2035                                            | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   2623000 | PA      | $2599268.64   | 0.03%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC STRIPS FHS 272 F1                                                     | CUSIP: 3128HXYR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    968102 | PA      | $950662.65    | 0.01%             | 2042-08-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB4393                                                         | CUSIP: 3140QP3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6398156 | PA      | $6065554.13   | 0.07%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-53 IO                           | CUSIP: 38379RRT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8417972 | PA      | $244662.46    | 0.00%             | 2056-11-16      | Floating      | 0.52%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                       | PILGRIM'S PRIDE CORP 3.500000% 03/01/2032                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    670000 | PA      | $593402.25    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP 5.300000% 05/15/2035                                                 | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2199515.55   | 0.02%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                        | APIDOS CLO XXXV APID 2021-35A A                                                   | CUSIP: 03768UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1321506.12   | 0.02%             | 2034-04-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.250000% 05/15/2035                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  33339000 | PA      | $32963936.25  | 0.37%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BQ6913                                                         | CUSIP: 3140KSVF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10121772 | PA      | $7883754.11   | 0.09%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                             | ELEVANCE HEALTH INC 3.650000% 12/01/2027                                          | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    330000 | PA      | $323986.62    | 0.00%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB0290                                                         | CUSIP: 3140QKKC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11158781 | PA      | $8707089.24   | 0.10%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 3.750000% 02/01/2050                                                | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $75360.77     | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4586                                                         | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    557136 | PA      | $467308.80    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                   | MVW 2021-2 LLC MVWOT 2021-2A A                                                    | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    344296 | PA      | $325435.76    | 0.00%             | 2039-05-20      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                              | VICI PROPERTIES LP 5.625000% 05/15/2052                                           | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56309.72     | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB2929                                                         | CUSIP: 3140QNHF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1936236 | PA      | $1662139.21   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                       | AVALONBAY COMMUNITIES INC MTN 2.450000% 01/15/2031                                | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2289198.45   | 0.03%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 3.800000% 11/15/2037                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8410000 | PA      | $7014466.30   | 0.08%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR6 A1               | CUSIP: 9292274D5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     20073 | PA      | $19680.87     | 0.00%             | 2033-06-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786963                                                      | CUSIP: 3622ACTU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    804362 | PA      | $824922.21    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB4040                                                         | CUSIP: 3140QPP27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5056255 | PA      | $4915943.04   | 0.06%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5012 BI                                                    | CUSIP: 3137FW5T3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5348833 | PA      | $1132018.95   | 0.01%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                           | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A3                                    | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4083000 | PA      | $4095667.92   | 0.05%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FM7869                                                         | CUSIP: 3140XBW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133791 | PA      | $110663.30    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                              | DTE ELECTRIC CO 5.250000% 05/15/2035                                              | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    792000 | PA      | $791851.14    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                         | SAUDI ARABIAN OIL CO 144A 4.750000% 06/02/2030                                    | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |   3236000 | PA      | $3224764.61   | 0.04%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 1.375000% 11/15/2040                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51148000 | PA      | $31897570.97  | 0.36%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5077                                                        | CUSIP: 3133KYUA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5367609 | PA      | $4613937.98   | 0.05%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0225                                                         | CUSIP: 3140XFHB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    937248 | PA      | $748988.69    | 0.01%             | 2047-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                             | SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A3                                      | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    557124 | PA      | $558255.96    | 0.01%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORPORATION                                                 | INTEL CORP 5.600000% 02/21/2054                                                   | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    357000 | PA      | $317042.56    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO.                                              | EMERSON ELECTRIC CO 2.800000% 12/21/2051                                          | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    705000 | PA      | $427583.13    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.250000% 04/01/2053           | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    947000 | PA      | $780622.99    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                     | CITIBANK NA 4.914000% 05/29/2030                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2521276.30   | 0.03%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD5039                                                        | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    630193 | PA      | $561312.47    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS HEALTH CORP 3.750000% 04/01/2030                                              | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $577241.20    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2022-9 DJ                                                   | CUSIP: 3136BMAZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    975602 | PA      | $907424.14    | 0.01%             | 2049-03-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                | METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.450000% 12/18/2026                      | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2001347.85   | 0.02%             | 2026-12-18      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                   | STATE OF ISRAEL 4.500000% 01/17/2033                                              | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    708000 | PA      | $661188.46    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 486621                                                       | CUSIP: 36210ASJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1651 | PA      | $1706.80      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BF0104                                                         | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    948890 | PA      | $880971.85    | 0.01%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                              | HOME DEPOT INC/THE 3.625000% 04/15/2052                                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    746000 | PA      | $528539.33    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS6451                                                         | CUSIP: 3140XNEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1024441 | PA      | $1020157.67   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                               | NEWMONT CORP / NEWCREST FINANCE PTY LTD 5.350000% 03/15/2034                      | CUSIP: 65163LAR0<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1158288.10   | 0.01%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787362                                                      | CUSIP: 3622ADB72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1858297 | PA      | $1524769.75   | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.750000% 04/30/2027                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14933000 | PA      | $14886917.66  | 0.17%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 641546                                                         | CUSIP: 31390BWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      2457 | PA      | $2564.37      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO VARIABLE RATE 02/01/2027                                      | CUSIP: 31945HAB1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2703263.97   | 0.03%             | 2027-02-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD6603                                                        | CUSIP: 3132DUKQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6696330 | PA      | $6505780.23   | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                            | CVS PASS-THROUGH TRUST 144A 5.926000% 01/10/2034                                  | CUSIP: 126650BY5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110114 | PA      | $110056.18    | 0.00%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | BAYER US FINANCE II LLC 144A 4.400000% 07/15/2044                                 | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   2750000 | PA      | $2060373.01   | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3384                                                         | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    433990 | PA      | $404849.54    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                | T-MOBILE USA INC 4.700000% 01/15/2035                                             | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1333150.42   | 0.02%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA2208                                                         | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    189100 | PA      | $180525.85    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILT MORTGAGE TRUST                                               | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL HILT 2024-ORL A                           | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4006000 | PA      | $4003494.65   | 0.05%             | 2037-05-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7938                                                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  10843890 | PA      | $9675251.47   | 0.11%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A2              | CUSIP: 3137H13V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    975000 | PA      | $856832.15    | 0.01%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                               | COMM 2015-LC23 MORTGAGE TRUST COMM 2015-LC23 A3                                   | CUSIP: 12636FBH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    703040 | PA      | $700503.46    | 0.01%             | 2048-10-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD5219                                                        | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2328995 | PA      | $2369097.96   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                        | DUKE ENERGY CAROLINAS LLC 2.850000% 03/15/2032                                    | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1120516.74   | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7303                                                      | CUSIP: 36179WDG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6580066 | PA      | $5147548.77   | 0.06%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-152 HA                          | CUSIP: 38378UWV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1357761 | PA      | $1248502.96   | 0.01%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | EXTRA SPACE STORAGE LP 2.200000% 10/15/2030                                       | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    542000 | PA      | $471170.93    | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786916                                                      | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2618383 | PA      | $2620689.25   | 0.03%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                | ORACLE CORP 2.875000% 03/25/2031                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1676857.35   | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2003-4 SLMA 2003-4 A5D                                     | CUSIP: 78442GGG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420836 | PA      | $410367.61    | 0.00%             | 2033-03-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-5 IO                            | CUSIP: 38380RSG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4352016 | PA      | $345797.68    | 0.00%             | 2061-01-16      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                            | MCDONALD'S CORP MTN 2.125000% 03/01/2030                                          | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    420000 | PA      | $377486.18    | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RE0026                                                        | CUSIP: 3133LWA36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    931040 | PA      | $742628.30    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0697                                                         | CUSIP: 3140XFX30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    648116 | PA      | $560473.40    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA7303                                                      | CUSIP: 36179WDG0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1856557 | PA      | $1452374.06   | 0.02%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 786831                                                      | CUSIP: 3622ACPQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    513244 | PA      | $514017.62    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD5660                                                        | CUSIP: 3132DTJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2270032 | PA      | $2274625.41   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-144 CA                          | CUSIP: 38379QD93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1242328 | PA      | $1086823.20   | 0.01%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORTGAGE LOAN RESECURITIZATION TRUST                              | MORTGAGE LOAN RESECURITIZATION TRUST MLRT 2009-RS1 A85                            | CUSIP: 61914WAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1452295 | PA      | $1424274.08   | 0.02%             | 2036-04-16      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781963                                                       | CUSIP: 36241KFC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     20858 | PA      | $21553.03     | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP 1.500000% 02/15/2031                                                 | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1449348.40   | 0.02%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3332                                                         | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    229683 | PA      | $206896.77    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0067                                                         | CUSIP: 3140XFCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    296389 | PA      | $282112.96    | 0.00%             | 2051-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.800000% 03/27/2035                 | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    965000 | PA      | $953961.81    | 0.01%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-135 A                           | CUSIP: 38382XAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    910561 | PA      | $725919.55    | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REFERENCE REMIC FHRR R007 ZA                                          | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    349851 | PA      | $363312.00    | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                     | BROADCOM INC 5.050000% 07/12/2029                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3156000 | PA      | $3212517.27   | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.300000% 01/30/2032           | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    248000 | PA      | $220213.60    | 0.00%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAPITAL AMERICA 144A 5.300000% 06/24/2029                                 | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1918362.76   | 0.02%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                            | GENERAL MOTORS CO 5.600000% 10/15/2032                                            | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    280000 | PA      | $278641.88    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA4255                                                         | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   9109752 | PA      | $7134379.30   | 0.08%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    859000 | PA      | $472919.90    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FA0373                                                         | CUSIP: 3140W0MX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13312374 | PA      | $13221261.17  | 0.15%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                               | COMCAST CORP 2.887000% 11/01/2051                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $2857251.33   | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                        | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4578749.53   | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QD0254                                                        | CUSIP: 3133AWH72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    326072 | PA      | $255726.61    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                          | GPMT 2021-FL3 LTD GPMT 2021-FL3 A                                                 | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    603079 | PA      | $591719.09    | 0.01%             | 2035-07-16      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA4652                                                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    425899 | PA      | $384227.43    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES                                     | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 CAS 2021-R03 1M2                     | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   6500000 | PA      | $6533987.85   | 0.07%             | 2041-12-25      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.750000% 04/30/2027                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        | 123948000 | PA      | $123565503.91 | 1.40%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FA1103                                                         | CUSIP: 3140W1GM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  17305330 | PA      | $15371118.25  | 0.17%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO MTN 3.350000% 03/02/2033                                         | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1062854.57   | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN 937358                                                         | CUSIP: 31412WZX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    150599 | PA      | $156904.29    | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1204                                                         | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    986906 | PA      | $866569.53    | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                       | SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A A3                                | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1355000 | PA      | $1361531.64   | 0.02%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 841548                                               | CUSIP: 31288QWH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3073900 | PA      | $3014783.96   | 0.03%             | 2053-03-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                          | HCA INC 6.200000% 03/01/2055                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1942000 | PA      | $1896164.92   | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QC5265                                                        | CUSIP: 3133APZ69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    691211 | PA      | $568714.63    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                          | BX TRUST 2019-OC11 BX 2019-OC11 A                                                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    995000 | PA      | $920448.83    | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 4.431000% 01/23/2030                                           | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69418.83     | 0.00%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2013-101 BO                                                 | CUSIP: 3136AGZR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    456449 | PA      | $343091.69    | 0.00%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 4837                                                        | CUSIP: 36202FLS3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7611 | PA      | $7908.67      | 0.00%             | 2040-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                                                        | APIDOS CLO XXV APID 2016-25A A1R3                                                 | CUSIP: 03762YBD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3610000 | PA      | $3602606.72   | 0.04%             | 2037-01-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 2A1                     | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      8111 | PA      | $7755.46      | 0.00%             | 2037-02-25      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                 | DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028           | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2192782 | PA      | $2047902.68   | 0.02%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787405                                                      | CUSIP: 3622ADDJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3691143 | PA      | $3056661.61   | 0.03%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                              | BA CREDIT CARD TRUST BACCT 2024-A1 A                                              | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2091000 | PA      | $2117498.82   | 0.02%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                     | CONSOLIDATED EDISON CO OF NEW YORK INC 3.200000% 12/01/2051                       | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    228000 | PA      | $146242.80    | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4002000 | PA      | $4126386.48   | 0.05%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                        | CLOUD CAPITAL HOLDCO LP CLDCD 2024-1A A2                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4110000 | PA      | $4122451.25   | 0.05%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 549577                                                       | CUSIP: 36213BQ62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1733 | PA      | $1736.51      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 464820                                                       | CUSIP: 36208YK99<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11131 | PA      | $11231.26     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BE4223                                                         | CUSIP: 3140FPVR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    595337 | PA      | $540120.77    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RB5100                                                        | CUSIP: 3133KYUZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1031996 | PA      | $873587.24    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-154 X1                  | CUSIP: 3137H9UF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6795987 | PA      | $173929.02    | 0.00%             | 2033-01-25      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS5236                                                         | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1283663 | PA      | $1140144.08   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT9839                                                         | CUSIP: 3138WX4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25054 | PA      | $23774.27     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                       | EQUINOR ASA 5.125000% 06/03/2035                                                  | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |   1531000 | PA      | $1534989.23   | 0.02%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                | LEX 2024-BBG MORTGAGE TRUST LEX 2024-BBG A                                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4680000 | PA      | $4668380.50   | 0.05%             | 2033-10-13      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BP9158                                                         | CUSIP: 3140KHE80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    586694 | PA      | $504318.60    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 457825                                                       | CUSIP: 36208QSN7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1939 | PA      | $2000.79      | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD2892                                                        | CUSIP: 3132DQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    314313 | PA      | $312864.56    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                   | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A2A                                           | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    810000 | PA      | $809440.29    | 0.01%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY MORTGAGE LOAN TRUST                                | MORGAN STANLEY MORTGAGE LOAN TRUST 2004-3 MSM 2004-3 4A                           | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     44440 | PA      | $43104.19     | 0.00%             | 2034-04-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787228                                                      | CUSIP: 3622AC4M9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2331417 | PA      | $2391003.46   | 0.03%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 5410 JY                                                    | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1201000 | PA      | $1023307.37   | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G67701                                                   | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    943419 | PA      | $837303.47    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RJ3571                                                        | CUSIP: 3142GT6H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1025373 | PA      | $1075919.04   | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2008-3 SLMA 2008-3 B                                       | CUSIP: 78444GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1153384.73   | 0.01%             | 2083-04-26      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                         | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    719000 | PA      | $472440.77    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2006-46 SW                                                  | CUSIP: 31395D7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16958 | PA      | $18555.70     | 0.00%             | 2036-06-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB9344                                                         | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    797631 | PA      | $823649.37    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                        | COOPERATIEVE RABOBANK UA 144A 3.758000% 04/06/2033                                | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | NUSS              | NL        |   3290000 | PA      | $3022200.94   | 0.03%             | 2033-04-06      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC GOLD POOL FG G67711                                                   | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2136653 | PA      | $1996642.88   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2024-3 A                       | CUSIP: 02589BAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1605000 | PA      | $1617738.72   | 0.02%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4620 LF                                                    | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1009076 | PA      | $996220.85    | 0.01%             | 2046-10-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    420000 | PA      | $289482.81    | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                              | DTE ELECTRIC CO 2.950000% 03/01/2050                                              | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $756352.87    | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4587 AF                                                    | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    987077 | PA      | $977101.71    | 0.01%             | 2046-06-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0366                                                         | CUSIP: 3140XFMQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    516612 | PA      | $433166.47    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA2806                                                         | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2508053 | PA      | $2189853.33   | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA6885                                                      | CUSIP: 36179VUJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3758723 | PA      | $2949722.56   | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST, INC.                                        | EVERGY MISSOURI WEST INC 144A 5.650000% 06/01/2034                                | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3220810.68   | 0.04%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                 | T-MOBILE US TRUST 2025-1 TMUST 2025-1A A                                          | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2064000 | PA      | $2083773.53   | 0.02%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                         | UNION PACIFIC CORP 2.150000% 02/05/2027                                           | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260885.64    | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0896                                                         | CUSIP: 3140XF7J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3006011 | PA      | $2581908.04   | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                       | ABBVIE INC 5.050000% 03/15/2034                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2195357.21   | 0.02%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                        | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A1                                 | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2900975 | PA      | $2475697.65   | 0.03%             | 2066-09-25      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                      | CADENCE DESIGN SYSTEMS INC 4.200000% 09/10/2027                                   | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1457658.51   | 0.02%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4091 BX                                                    | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    950230 | PA      | $883689.38    | 0.01%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SB1233                                                        | CUSIP: 3132CXLN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  27750840 | PA      | $26541564.93  | 0.30%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-152 X1                  | CUSIP: 3137H9MA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  15282079 | PA      | $195771.08    | 0.00%             | 2032-11-25      | Floating      | 0.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS2023                                                         | CUSIP: 3140XHG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    916241 | PA      | $846707.85    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB2344                                                         | CUSIP: 3140QMTA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5768340 | PA      | $4609524.19   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2011-2 WA                                                   | CUSIP: 31397QHL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     26059 | PA      | $26935.78     | 0.00%             | 2051-02-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CA9358                                                         | CUSIP: 3140QHMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    458044 | PA      | $397462.51    | 0.00%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2006-8 SLMA 2006-8 A6                                      | CUSIP: 78443HAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2254487 | PA      | $2140680.04   | 0.02%             | 2041-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5471                                                         | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13217551 | PA      | $13352221.91  | 0.15%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                | BOEING CO/THE 6.298000% 05/01/2029                                                | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4305000 | PA      | $4527956.77   | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 4.350000% 09/08/2026                                           | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1100507.71   | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (JUNE)                                         | CUSIP: 01F040669<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  29975000 | PA      | $27459166.78  | 0.31%             | 2055-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                              | META PLATFORMS INC 4.450000% 08/15/2052                                           | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1236360.52   | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.250000% 01/15/2028                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  70535000 | PA      | $71179733.63  | 0.81%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                        | AMERICAN TOWER CORP 4.900000% 03/15/2030                                          | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1161688.56   | 0.01%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TSMC Global, Ltd.                                                 | TSMC GLOBAL LTD 144A 1.375000% 09/28/2030                                         | CUSIP: 872882AG0<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | NUSS              | TW        |   2800000 | PA      | $2383001.32   | 0.03%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BE5041                                                         | CUSIP: 3140FQS73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    143596 | PA      | $130727.47    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 5.500000% 06/01/2027                                           | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    620000 | PA      | $628380.56    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                | EXELON CORP 3.950000% 06/15/2025                                                  | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1019588.09   | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 486796                                                       | CUSIP: 36210AXZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        23 | PA      | $23.69        | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA1547                                                         | CUSIP: 31418AWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77048 | PA      | $72636.46     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | FOUNDRY JV HOLDCO LLC 144A 6.100000% 01/25/2036                                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1266439.96   | 0.01%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 X1                   | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2926984 | PA      | $87893.53     | 0.00%             | 2029-06-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.750000% 02/15/2028           | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    681000 | PA      | $664655.05    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WELLS FARGO & CO 4.970000% 04/23/2029                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4729942.82   | 0.05%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                   | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2041622.11   | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                             | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 CWL 2007-13 2A1                     | CUSIP: 126698AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    167993 | PA      | $155142.44    | 0.00%             | 2047-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 787259                                                      | CUSIP: 3622AC5U0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     89819 | PA      | $70820.39     | 0.00%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                             | CHILE ELECTRICITY LUX MPC II SARL 144A 5.672000% 10/20/2035                       | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   4315000 | PA      | $4300544.75   | 0.05%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 4.125000% 01/31/2027                                              | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  16870000 | PA      | $16908221.01  | 0.19%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN BM5178                                                         | CUSIP: 3140J9XG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    428681 | PA      | $414973.71    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 5.300000% 04/01/2044                                           | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52060.30     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 552889                                                       | CUSIP: 36213FF65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1932 | PA      | $1957.34      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO., INC.                                                 | MERCK & CO INC 2.350000% 06/24/2040                                               | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    734000 | PA      | $501195.60    | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                     | FLORIDA POWER & LIGHT CO 5.300000% 06/15/2034                                     | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $3052706.57   | 0.03%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 BI3167                                                      | CUSIP: 3617HCQU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61073 | PA      | $59741.96     | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C NAVSL 2021-CA A                  | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1631047 | PA      | $1459940.34   | 0.02%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2019-45 PA                                                  | CUSIP: 3136B5RG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331646 | PA      | $291624.11    | 0.00%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    646705 | PA      | $638348.49    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA3088                                                         | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1894191 | PA      | $1768082.39   | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                        | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP4 A3              | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    424000 | PA      | $416605.36    | 0.00%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                       | VERIZON COMMUNICATIONS INC 3.700000% 03/22/2061                                   | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    475000 | PA      | $320016.44    | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 623371                                                       | CUSIP: 36291BQY6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1755 | PA      | $1816.10      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                | HEWLETT PACKARD ENTERPRISE CO 5.600000% 10/15/2054                                | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    908000 | PA      | $847435.55    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.800000% 04/01/2055                          | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1203050.14   | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                  | PACIFIC GAS AND ELECTRIC CO 6.100000% 01/15/2029                                  | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   8875000 | PA      | $9169112.26   | 0.10%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                             | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 20 HACLN 2024-2 B1                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3551121 | PA      | $3571179.59   | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                        | GINNIE MAE II POOL G2 MA3937                                                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    351411 | PA      | $317467.59    | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4941 GA                                                    | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    678141 | PA      | $564573.05    | 0.01%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                    | CITIGROUP INC 5.827000% 02/13/2035                                                | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    849000 | PA      | $846822.64    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                        | AMERICAN TOWER CORP 2.700000% 04/15/2031                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3487347.31   | 0.04%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5296                                                         | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4767575 | PA      | $4721280.02   | 0.05%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS1557                                                         | CUSIP: 3140XGWT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3741653 | PA      | $3382508.22   | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A3                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3408000 | PA      | $3419967.53   | 0.04%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E NAVSL 2021-EA A                  | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2495441 | PA      | $2219894.55   | 0.03%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD7503                                                        | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1936322 | PA      | $1744312.99   | 0.02%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                            | PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 6.650000% 03/04/2055                  | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    718000 | PA      | $698362.70    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA9060                                                        | CUSIP: 3133KRB52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2647311 | PA      | $2642203.53   | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZT2436                                                        | CUSIP: 3132AEV52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2593203 | PA      | $2310876.27   | 0.03%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN CB5316                                                         | CUSIP: 3140QQ4A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1203765 | PA      | $1219008.34   | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC REMICS FHR 4446 CP                                                    | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    793999 | PA      | $701469.21    | 0.01%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TRUST                                      | MASTR RESECURITIZATION TRUST 2005-PO MARS 2005-PO 3PO                             | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4124 | PA      | $3107.09      | 0.00%             | 2035-05-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                        | CONSTELLATION BRANDS INC 2.250000% 08/01/2031                                     | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   5146000 | PA      | $4410718.94   | 0.05%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 411368                                                       | CUSIP: 36206G6D7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        95 | PA      | $94.66        | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                | AMERICAN INTERNATIONAL GROUP INC 5.450000% 05/07/2035                             | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291592.14    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                           | UBER TECHNOLOGIES INC 4.800000% 09/15/2034                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2149964.75   | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                           | TRANS-ALLEGHENY INTERSTATE LINE CO 144A 5.000000% 01/15/2031                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1653000 | PA      | $1665743.41   | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 781724                                                       | CUSIP: 36225B4H8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    333137 | PA      | $344121.41    | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY MTN 5.656000% 04/18/2030                                           | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    955000 | PA      | $985846.85    | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN FS0434                                                         | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    436946 | PA      | $363821.72    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                            | SLM STUDENT LOAN TRUST 2004-3 SLMA 2004-3A A6A                                    | CUSIP: 78442GLK0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1810598 | PA      | $1803411.18   | 0.02%             | 2064-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE REMICS FNR 2006-33 LS                                                  | CUSIP: 31395DKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     20913 | PA      | $24966.15     | 0.00%             | 2036-05-25      | Floating      | 10.19%                | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                      | US BANCORP 5.678000% 01/23/2035                                                   | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    445000 | PA      | $453335.28    | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GINNIE MAE I POOL GN 475546                                                       | CUSIP: 36209MHX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3125 | PA      | $3132.11      | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                              | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2023-B C                 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2696621 | PA      | $2706689.55   | 0.03%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-11 IX                           | CUSIP: 38380RRQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3026133 | PA      | $248791.68    | 0.00%             | 2062-12-16      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SD0745                                                        | CUSIP: 3132DMZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    531865 | PA      | $420263.48    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR ZS8673                                                        | CUSIP: 3132A9T64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     70542 | PA      | $68191.94     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR SC0384                                                        | CUSIP: 3132D9M92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1850167 | PA      | $1563086.58   | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                          | US TREASURY N/B 3.375000% 11/15/2048                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44565000 | PA      | $34463019.62  | 0.39%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR QU7914                                                        | CUSIP: 3133JLYK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    174102 | PA      | $138441.68    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                        | WARNERMEDIA HOLDINGS INC 5.050000% 03/15/2042                                     | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1111361.00   | 0.01%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                               | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1600000 | PA      | $1294310.88   | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC NON GOLD POOL FH 840915                                               | CUSIP: 31288QAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    691830 | PA      | $718270.73    | 0.01%             | 2048-11-01      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                              | JPMORGAN CHASE & CO 1.045000% 11/19/2026                                          | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2210482.76   | 0.03%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN MA5700                                                         | CUSIP: 31418FKN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  29080876 | PA      | $28798408.74  | 0.33%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                         | TOWD POINT MORTGAGE TRUST 2020-3 TPMT 2020-3 A1                                   | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    886406 | PA      | $853972.57    | 0.01%             | 2063-02-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | FREDDIE MAC POOL FR RA4142                                                        | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    562756 | PA      | $466846.22    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-1 A                       | CUSIP: 02582JKM1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   7426000 | PA      | $7482573.50   | 0.08%             | 2029-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                             | FANNIE MAE POOL FN AT7208                                                         | CUSIP: 3138WVAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28174 | PA      | $26256.46     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-31

**Name of Applicant:** SEI INSTITUTIONAL INVESTMENTS TRUST

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer