# EDGAR Filing Document

**Accession Number:** 0001131042
**File Stem:** 0000894189-25-015851
**Filing Date:** 2025-11
**Character Count:** 376175
**Document Hash:** a1030ea869589db5dea79eb5b0c5bbe5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-25-015851.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000894189-25-015851

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GPS Funds I
- **CENTRAL INDEX KEY:** 0001131042

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10267
- **FILM NUMBER:** 251527874

**BUSINESS ADDRESS:**
- **STREET 1:** 1655 GRANT STREET
- **STREET 2:** 10TH FLOOR
- **CITY:** CONCORD
- **STATE:** CA
- **ZIP:** 94520
- **BUSINESS PHONE:** 800-664-5345

**MAIL ADDRESS:**
- **STREET 1:** 1655 GRANT STREET
- **STREET 2:** 10TH FLOOR
- **CITY:** CONCORD
- **STATE:** CA
- **ZIP:** 94520

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ASSETMARK FUNDS
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### GuideMark(R) Core Fixed Income Fund (Series ID: S000006189)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000017037 | Service Shares | GMCOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GPS Funds I

- **b. Investment Company Act file number:** 811-10267

- **c. CIK number of Registrant:** 0001131042

- **d. LEI of Registrant:** 549300C07FJ85ION4I28

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

  - **Street Address 1:** 1655 Grant Street

  - **City:** Concord

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94520

  - **Telephone number:** 800-664-5345

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

- **a. Name of Series:** GuideMark Core Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000006189

- **c. LEI of Series:** 549300WHVM6KFXNED458

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $205419462.58

**Total Liabilities:** $32521386.30

**Net Assets:** $172898076.28

**Delayed Delivery Securities:** $31240199.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3596.170000000000 | **1-Year:** 6991.390000000000 | **5-Year:** 19095.430000000000 | **10-Year:** 36157.740000000000 | **30-Year:** 43760.670000000000

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

- **3-Month:** -4460.210000000000 | **1-Year:** 515.550000000000 | **5-Year:** 482.290000000000 | **10-Year:** 1182.470000000000 | **30-Year:** 79.250000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017037 | -0.29%               | 1.17%                | 1.09%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15584.71                | $-1155742.17                               |
| Month 2  | $223921.12               | $1331297.39                                |
| Month 3  | $249918.71               | $1201098.18                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Agg Total Return Value Unhedged USD

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                      | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Credit Suisse Mortgage Trust              | CSMC 2020-NQM1 Trust                                                            | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52595 | PA      | $50376.77     | 0.03%             | 2065-05-25      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147108 | PA      | $133567.68    | 0.08%             | 2060-01-25      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2017-FHA1 Trust                                                            | CUSIP: 12651RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17256 | PA      | $15915.85     | 0.01%             | 2047-04-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-NQM8                                                                  | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143094 | PA      | $130953.18    | 0.08%             | 2066-10-25      | Variable      | 1.84%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-NQM2                                                                  | CUSIP: 12662EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130829 | PA      | $117662.61    | 0.07%             | 2066-02-25      | Variable      | 1.18%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | Csmc 2021-Nqm6 Trust                                                            | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260631 | PA      | $224064.41    | 0.13%             | 2066-07-25      | Variable      | 1.17%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                          | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106903.98    | 0.06%             | 2054-09-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256686.81    | 0.15%             | 2031-05-27      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                                              | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $248620.33    | 0.14%             | 2033-09-25      | Variable      | 4.82%                 | No            | 2                  | On Loan: No      |
| Credit Acceptance Auto Loan Tr            | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $313801.26    | 0.18%             | 2034-08-15      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-NQM5 Trust                                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111828 | PA      | $93533.26     | 0.05%             | 2066-05-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGF58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18615 | PA      | $19081.69     | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23034 | PA      | $23079.36     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3494 | PA      | $3581.71      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EHBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24205 | PA      | $24811.87     | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77138 | PA      | $79072.30     | 0.05%             | 2042-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EMY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15517 | PA      | $15268.80     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138MRK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128528 | PA      | $116189.97    | 0.07%             | 2043-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144635 | PA      | $139415.40    | 0.08%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PUGET ENERGY INC                          | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47963.74     | 0.03%             | 2032-03-15      | Fixed         | 4.22%                 | No            | 2                  | On Loan: No      |
| PUGET ENERGY INC                          | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    320000 | PA      | $330688.53    | 0.19%             | 2035-03-15      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                              | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37501.17     | 0.02%             | 2045-05-20      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| QUALCOMM INC                              | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147814.97    | 0.09%             | 2032-05-20      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51133 | PA      | $45809.49     | 0.03%             | 2066-02-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-8                                               | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140861 | PA      | $130654.16    | 0.08%             | 2066-11-25      | Variable      | 1.82%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92495 | PA      | $78821.88     | 0.05%             | 2066-07-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304534 | PA      | $265816.51    | 0.15%             | 2066-09-25      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| Wingstop Funding LLC                      | Wingstop Funding LLC                                                            | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $190439.51    | 0.11%             | 2050-12-05      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| WISCONSIN POWER & LIGHT                   | Wisconsin Power and Light Co                                                    | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62335.64     | 0.04%             | 2034-03-30      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                           | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54618.17     | 0.03%             | 2032-06-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                           | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186901.56    | 0.11%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Zayo Issuer LLC                           | Zayo Issuer LLC                                                                 | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $229824.90    | 0.13%             | 2055-03-20      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE GLOB FUNDING                   | Corebridge Global Funding                                                       | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50274.16     | 0.03%             | 2032-08-21      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ACCENTURE CAPITAL INC                     | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174888.84    | 0.10%             | 2031-10-04      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Affirm Inc                                | Affirm Asset Securitization Trust 2024-A                                        | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125587.38    | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| Ajax Mortgage Loan Trust                  | Ajax Mortgage Loan Trust 2021-C                                                 | CUSIP: 009733AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47360 | PA      | $47385.23     | 0.03%             | 2061-01-25      | Variable      | 6.12%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                     | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $147777.51    | 0.09%             | 2034-10-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| AXIS Equipment Finance Receiva            | Amur Equipment Finance Receivables XIII LLC                                     | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102198.29    | 0.06%             | 2031-01-21      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                     | Athene Global Funding                                                           | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222929.62    | 0.13%             | 2031-10-04      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| ATHENE GLOBAL FUNDING                     | Athene Global Funding                                                           | CUSIP: 04685A4C2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75671.23     | 0.04%             | 2029-10-08      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                              | AutoZone Inc                                                                    | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55848.28     | 0.03%             | 2033-11-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| AUTOZONE INC                              | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20762.09     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Auxilior Term Funding LLC                 | Auxilior Term Funding 2024-1 LLC                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $142890.97    | 0.08%             | 2031-07-15      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV                  | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $101021.11    | 0.06%             | 2033-06-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limit            | Bain Capital Credit CLO 2017-2 Ltd                                              | CUSIP: 05683HAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $421601.04    | 0.24%             | 2037-07-25      | Floating      | 5.72%                 | No            | 2                  | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                  | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67566.76     | 0.04%             | 2035-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $125169.24    | 0.07%             | 2031-04-29      | Variable      | 2.59%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    805000 | PA      | $715456.55    | 0.41%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    105000 | PA      | $91203.85     | 0.05%             | 2036-09-21      | Variable      | 2.48%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128059.01    | 0.07%             | 2035-10-25      | Variable      | 5.52%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30944.17     | 0.02%             | 2035-03-14      | Variable      | 5.19%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    105000 | PA      | $108473.49    | 0.06%             | 2032-07-22      | Variable      | 5.06%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK18                                                                 | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    963039 | PA      | $25289.69     | 0.01%             | 2062-05-15      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK20                                                                 | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1124782 | PA      | $30789.44     | 0.02%             | 2062-09-15      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2020-BNK26                                                                 | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936741 | PA      | $36904.78     | 0.02%             | 2063-03-15      | Variable      | 1.31%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK24                                                                 | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    971241 | PA      | $22945.86     | 0.01%             | 2062-11-15      | Variable      | 0.75%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK22                                                                 | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1282454 | PA      | $26965.25     | 0.02%             | 2062-11-15      | Variable      | 0.69%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2020-BNK28                                                                 | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1499031 | PA      | $104115.95    | 0.06%             | 2063-03-15      | Variable      | 1.87%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2023-BNK45                                                                 | CUSIP: 06541BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    987954 | PA      | $52723.14     | 0.03%             | 2056-02-15      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK23                                                                 | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2104902 | PA      | $50163.18     | 0.03%             | 2052-12-15      | Variable      | 0.80%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | Csmc 2022-Nqm1 Trust                                                            | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386699 | PA      | $354766.86    | 0.21%             | 2066-11-25      | Variable      | 2.27%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78852 | PA      | $78591.04     | 0.05%             | 2060-12-27      | Variable      | 4.14%                 | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                        | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    148000 | PA      | $152257.40    | 0.09%             | 2034-03-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| COTERRA ENERGY INC                        | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92878.03     | 0.05%             | 2035-02-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59718.41     | 0.03%             | 2062-03-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33373.63     | 0.02%             | 2053-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59556.45     | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56114.03     | 0.03%             | 2030-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93310.22     | 0.05%             | 2065-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                  | Constellation Brands Inc                                                        | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121779.38    | 0.07%             | 2030-05-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98102.09     | 0.06%             | 2031-06-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64754.50     | 0.04%             | 2034-09-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72178.05     | 0.04%             | 2028-02-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     72000 | PA      | $68542.69     | 0.04%             | 2029-11-15      | Fixed         | 3.10%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                   | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51812.33     | 0.03%             | 2043-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46041.32     | 0.03%             | 2030-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    164000 | PA      | $148391.43    | 0.09%             | 2031-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54080.25     | 0.03%             | 2052-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26020.37     | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223689.23    | 0.13%             | 2035-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                     | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87057.99     | 0.05%             | 2040-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                      | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20733.55     | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                      | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140247.05    | 0.08%             | 2054-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91542.06     | 0.05%             | 2035-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AWGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4099 | PA      | $3992.59      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AWJA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6156 | PA      | $5999.49      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8686 | PA      | $8462.88      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXLS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4426 | PA      | $4316.17      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404SFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        36 | PA      | $36.69        | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404XLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1099 | PA      | $1143.83      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31405EEV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16092 | PA      | $16808.83     | 0.01%             | 2031-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31409A5P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1212 | PA      | $1274.16      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0124A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3300000 | PA      | $2955343.28   | 1.71%             | 2035-10-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0206A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1150000 | PA      | $927557.06    | 0.54%             | 2050-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0226A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $42165.70     | 0.02%             | 2046-10-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0526A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   7100000 | PA      | $7162202.39   | 4.14%             | 2041-10-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0526B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3150000 | PA      | $3175258.94   | 1.84%             | 2040-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                          | Connecticut Avenue Securities Trust 2024-R02                                    | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $70675.00     | 0.04%             | 2044-02-25      | Floating      | 6.16%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae                                                                      | CUSIP: 21H0406A6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGA              | US        |   2250000 | PA      | $2118251.41   | 1.23%             | 2041-10-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae                                                                      | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |   2300000 | PA      | $2289388.40   | 1.32%             | 2048-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JOHN DEERE CAPITAL CORP                   | John Deere Capital Corp                                                         | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110962.81    | 0.06%             | 2028-06-05      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105648.86    | 0.06%             | 2055-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| DURST Commercial Mortgage Trus            | Durst Commercial Mortgage Trust 2025-151                                        | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101990.36    | 0.06%             | 2042-08-10      | Variable      | 5.32%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24782.95     | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119667.74    | 0.07%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3132DWAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1367424 | PA      | $1209526.10   | 0.70%             | 2051-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    137326 | PA      | $128294.98    | 0.07%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3133ATZX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1578628 | PA      | $1356625.00   | 0.78%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31342AP86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9406 | PA      | $9653.44      | 0.01%             | 2033-04-01      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B5PK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50590 | PA      | $46314.14     | 0.03%             | 2049-08-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B8NW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    140986 | PA      | $135121.16    | 0.08%             | 2058-08-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136BPRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $510859.76    | 0.30%             | 2041-12-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ANZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13433 | PA      | $13453.79     | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ASWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5984 | PA      | $5822.24      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ATFN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2365 | PA      | $2318.53      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ATN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    157200 | PA      | $157221.78    | 0.09%             | 2041-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ATWG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3423 | PA      | $3332.98      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AUVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5107 | PA      | $4972.71      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AVUM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3922 | PA      | $3818.89      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AWBT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4456 | PA      | $4339.39      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXT27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2678 | PA      | $2607.92      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5096 | PA      | $4954.40      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E03K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2422 | PA      | $2357.99      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E0LU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6578 | PA      | $6395.19      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E0W62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3857 | PA      | $3755.41      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E0WA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2751 | PA      | $2684.02      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E13W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4097 | PA      | $3989.24      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1AE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8342 | PA      | $8139.54      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WFGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25199 | PA      | $23709.37     | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WG6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103500 | PA      | $96890.75     | 0.06%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WHBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97578 | PA      | $91337.03     | 0.05%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WHKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79458 | PA      | $76507.49     | 0.04%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WJ5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136250 | PA      | $127492.88    | 0.07%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105899 | PA      | $102702.71    | 0.06%             | 2037-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    332362 | PA      | $306120.02    | 0.18%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204936 | PA      | $188648.13    | 0.11%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138X0YX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128739 | PA      | $121454.05    | 0.07%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138YR4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199193 | PA      | $192107.40    | 0.11%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31402E2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       775 | PA      | $786.12       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31402JYY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       376 | PA      | $378.52       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31402YFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       126 | PA      | $129.09       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404EGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       134 | PA      | $134.91       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404Q2H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1046 | PA      | $1077.29      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31405X2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54927 | PA      | $55911.98     | 0.03%             | 2034-10-01      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31406UHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1229 | PA      | $1258.97      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31406XDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1251 | PA      | $1295.05      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31407RQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       190 | PA      | $194.42       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140F0PY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10067 | PA      | $9752.80      | 0.01%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183600 | PA      | $166387.35    | 0.10%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140JM2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310913 | PA      | $298744.28    | 0.17%             | 2049-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140LQSF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    228325 | PA      | $185007.21    | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140LV5R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    310191 | PA      | $250433.34    | 0.14%             | 2051-08-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140MERA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739674 | PA      | $597168.42    | 0.35%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140MGKF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777688 | PA      | $629287.23    | 0.36%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140MP3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166471 | PA      | $134687.55    | 0.08%             | 2052-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140Q75U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1043378 | PA      | $971463.31    | 0.56%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140QSED9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1505795 | PA      | $1525718.53   | 0.88%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140QST43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1444022 | PA      | $1462904.78   | 0.85%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XBQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1558041 | PA      | $1332139.60   | 0.77%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1562764 | PA      | $1336238.59   | 0.77%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    363309 | PA      | $293315.08    | 0.17%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGGS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1526666 | PA      | $1301452.81   | 0.75%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125047 | PA      | $101309.02    | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31410GDH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21213 | PA      | $21713.47     | 0.01%             | 2034-04-01      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31410MMX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1539 | PA      | $1595.61      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31410V4C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22 | PA      | $23.14        | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31411ERV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       794 | PA      | $834.21       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31412LB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20 | PA      | $20.61        | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31414FPP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41 | PA      | $42.35        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31414KJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10 | PA      | $10.44        | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31414MHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        45 | PA      | $46.92        | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415PKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        29 | PA      | $30.43        | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415RPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20 | PA      | $21.10        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415YEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12 | PA      | $12.44        | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415YXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4971 | PA      | $4860.93      | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31416PP27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       828 | PA      | $816.00       | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31416SVH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18372 | PA      | $18097.97     | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31416WU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3253 | PA      | $3179.38      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31417ANM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5379 | PA      | $5237.95      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31417C4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44821 | PA      | $42358.85     | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31417CEB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12797 | PA      | $12532.93     | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418BCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76237 | PA      | $76687.49     | 0.04%             | 2034-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17388 | PA      | $16663.49     | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50641 | PA      | $47115.68     | 0.03%             | 2047-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93882 | PA      | $87346.77     | 0.05%             | 2047-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     66350 | PA      | $63583.56     | 0.04%             | 2047-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     75590 | PA      | $74969.63     | 0.04%             | 2047-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1112646 | PA      | $921894.02    | 0.53%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1982847 | PA      | $1775440.68   | 1.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1009365 | PA      | $925984.28    | 0.54%             | 2052-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179YMK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1254432 | PA      | $1270259.36   | 0.73%             | 2053-12-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 3620A9P96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207763 | PA      | $213300.39    | 0.12%             | 2039-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 3620AQNB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9085 | PA      | $9316.02      | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     78504 | PA      | $73653.29     | 0.04%             | 2041-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                | GLS Auto Receivables Issuer Trust 2025-1                                        | CUSIP: 36271KAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $227578.12    | 0.13%             | 2029-07-16      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 36290QSZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4015 | PA      | $4067.60      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235851.87    | 0.14%             | 2030-07-23      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146925.75    | 0.08%             | 2030-10-23      | Variable      | 4.69%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45325.05     | 0.03%             | 2035-10-23      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82618.06     | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139621.81    | 0.08%             | 2031-04-23      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association                                        | CUSIP: 38378JNS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     13096 | PA      | $12815.70     | 0.01%             | 2042-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Imperial Fund LLC                         | Imperial Fund Mortgage Trust 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    102250 | PA      | $88304.30     | 0.05%             | 2056-09-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| Imperial Fund LLC                         | Imperial Fund Mortgage Trust 2022-NQM2                                          | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374912 | PA      | $364573.31    | 0.21%             | 2067-03-25      | Variable      | 3.64%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39132.13     | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    175000 | PA      | $129241.47    | 0.07%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     43000 | PA      | $28580.81     | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63641.49     | 0.04%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62718.42     | 0.04%             | 2032-08-05      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| IBM CORP                                  | International Business Machines Corp                                            | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179180.13    | 0.10%             | 2030-02-10      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| INTERSTATE POWER & LIGHT                  | Interstate Power and Light Co                                                   | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119585.51    | 0.07%             | 2035-06-29      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     40000 | PA      | $37354.02     | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     85000 | PA      | $88836.82     | 0.05%             | 2033-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44417.30     | 0.03%             | 2029-01-23      | Variable      | 3.51%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51966.71     | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $143585.76    | 0.08%             | 2032-11-08      | Variable      | 2.54%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                   | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $81022.50     | 0.05%             | 2037-01-16      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                  | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $158384.43    | 0.09%             | 2036-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                  | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    215000 | PA      | $222400.30    | 0.13%             | 2066-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    115000 | PA      | $127391.60    | 0.07%             | 2034-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     55000 | PA      | $63127.52     | 0.04%             | 2053-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                   | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35508.86     | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71498.59     | 0.04%             | 2055-02-12      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89529 | PA      | $77406.26     | 0.04%             | 2060-07-15      | Fixed         | 1.69%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86442 | PA      | $73452.27     | 0.04%             | 2060-07-15      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93809 | PA      | $78576.09     | 0.05%             | 2061-03-15      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106987 | PA      | $103850.83    | 0.06%             | 2062-08-15      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                    | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26579.65     | 0.02%             | 2030-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $277731.91    | 0.16%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $56165.50     | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $34648.71     | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $144206.95    | 0.08%             | 2029-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $82590.66     | 0.05%             | 2034-01-15      | Fixed         | 5.68%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36582.72     | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINES OPCO                   | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $48044.54     | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29857.53     | 0.02%             | 2036-07-15      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63339.79     | 0.04%             | 2029-10-23      | Variable      | 6.09%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93442.02     | 0.05%             | 2035-01-23      | Variable      | 5.34%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $188102.21    | 0.11%             | 2030-04-22      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184733.40    | 0.11%             | 2030-07-22      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45405.64     | 0.03%             | 2028-10-22      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30266.83     | 0.02%             | 2035-10-22      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61999.15     | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242944.05    | 0.14%             | 2031-04-22      | Variable      | 5.10%                 | No            | 2                  | On Loan: —       |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98477.19     | 0.06%             | 2036-07-23      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| JPMorgan US Government Money M            | JPMorgan US Government Money Market Fund                                        | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   2014759 | NS      | $2014759.29   | 1.17%             |  |  |  | No            | 1                  | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                  | Lincoln Financial Global Funding                                                | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65706.75     | 0.04%             | 2028-05-28      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Madison Avenue Trust                      | MAD Commercial Mortgage Trust 2025-11MD                                         | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $354545.67    | 0.21%             | 2042-10-15      | Variable      | 4.75%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40502.76     | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383915.75    | 0.22%             | 2032-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92041.15     | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375481.88    | 0.22%             | 2045-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61197.90     | 0.04%             | 2065-05-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                  | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73603.07     | 0.04%             | 2055-03-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                           | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $93656.60     | 0.05%             | 2049-09-01      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23925.45     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20676.83     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41421.99     | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    196000 | PA      | $211225.51    | 0.12%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    143000 | PA      | $151386.33    | 0.09%             | 2033-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88961.95     | 0.05%             | 2029-01-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    177000 | PA      | $196423.50    | 0.11%             | 2034-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57032.32     | 0.03%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     86000 | PA      | $83987.44     | 0.05%             | 2054-10-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29270.91     | 0.02%             | 2055-03-01      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19275.71     | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BINOM Securitization Trust                | BINOM Securitization Trust 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79718 | PA      | $72643.32     | 0.04%             | 2056-06-25      | Variable      | 2.03%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                 | BPR Trust 2024-PMDW                                                             | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $198663.86    | 0.11%             | 2041-11-05      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-C9 Mortgage Trust                                                      | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071413 | PA      | $68085.93     | 0.04%             | 2057-07-15      | Variable      | 1.08%                 | No            | 2                  | On Loan: No      |
| BPCE SA                                   | BPCE SA                                                                         | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $256604.97    | 0.15%             | 2031-05-28      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust            | BOCA Commercial Mortgage Trust 2024-BOCA                                        | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $447645.21    | 0.26%             | 2041-08-15      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38611.84     | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42397.56     | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199130.67    | 0.12%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200329.51    | 0.12%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                             | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59952.06     | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                             | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $77536.52     | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| BOSTON GAS COMPANY                        | Boston Gas Co                                                                   | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18852.06     | 0.01%             | 2032-03-16      | Fixed         | 3.76%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trus            | BRAVO Residential Funding Trust 2021-NQM2                                       | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20199 | PA      | $19751.46     | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trus            | BRAVO Residential Funding Trust 2021-NQM1                                       | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38282 | PA      | $35991.48     | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66981.87     | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3133984L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15044 | PA      | $15657.98     | 0.01%             | 2031-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3133B1RZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2122219 | PA      | $1724529.90   | 1.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3133B94L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138920 | PA      | $112453.13    | 0.07%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3133TTRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20550 | PA      | $20888.08     | 0.01%             | 2031-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137ABM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19007 | PA      | $18256.30     | 0.01%             | 2041-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78743 | PA      | $72507.41     | 0.04%             | 2042-12-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276647 | PA      | $243209.60    | 0.14%             | 2050-07-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - SCRT                        | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                   | CUSIP: 35563PLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56962 | PA      | $54113.08     | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-HQA3                                         | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $183321.55    | 0.11%             | 2042-08-25      | Floating      | 7.91%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA7                                         | CUSIP: 35564KL49<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $344511.36    | 0.20%             | 2052-03-25      | Floating      | 9.36%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2023-HQA1                                         | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $100245.98    | 0.06%             | 2043-05-25      | Floating      | 7.86%                 | No            | 2                  | On Loan: No      |
| Summit Issuer, LLC                        | Summit Issuer LLC                                                               | CUSIP: 86613XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99449.49     | 0.06%             | 2050-12-20      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198825.17    | 0.11%             | 2031-03-06      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61423.11     | 0.04%             | 2036-07-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                           | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    157162 | PA      | $158241.61    | 0.09%             | 2048-11-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725085 | PA      | $671502.16    | 0.39%             | 2051-08-25      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                              | Tapestry Inc                                                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76760.26     | 0.04%             | 2030-03-11      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                              | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45966.55     | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49061.99     | 0.03%             | 2034-03-30      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CIGNA GROUP/THE                           | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333520.75    | 0.19%             | 2032-09-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| CHENIERE ENERGY PARTNERS                  | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219820.49    | 0.13%             | 2035-10-30      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES             | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                 | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     98548 | PA      | $110204.76    | 0.06%             | 2040-12-01      | Fixed         | 6.90%                 | No            | 2                  | On Loan: No      |
| ENI SPA                                   | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $208295.22    | 0.12%             | 2035-05-19      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                         | EOG Resources Inc                                                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55085.65     | 0.03%             | 2054-12-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                         | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81923.95     | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EOG RESOURCES INC                         | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123291.57    | 0.07%             | 2036-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 23 Ltd                        | Elmwood CLO 23 Ltd                                                              | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249991.75    | 0.14%             | 2036-04-16      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $73102.94     | 0.04%             | 2034-04-05      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51595.92     | 0.03%             | 2035-06-20      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54201.06     | 0.03%             | 2030-12-01      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    205000 | PA      | $211699.01    | 0.12%             | 2035-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17051.23     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96057.29     | 0.06%             | 2031-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40682.05     | 0.02%             | 2036-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                               | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     45000 | PA      | $38266.82     | 0.02%             | 2040-04-06      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                  | Equitable America Global Funding                                                | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214107.03    | 0.12%             | 2032-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136A36C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10532 | PA      | $10000.63     | 0.01%             | 2041-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136A4TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19757 | PA      | $18616.71     | 0.01%             | 2041-12-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136A6AN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17606 | PA      | $17030.66     | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136APKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15167 | PA      | $14908.52     | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136ARQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29885 | PA      | $28026.34     | 0.02%             | 2046-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16862 | PA      | $15859.88     | 0.01%             | 2046-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AVZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217000 | PA      | $194839.37    | 0.11%             | 2047-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10825 | PA      | $10753.70     | 0.01%             | 2044-07-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12378 | PA      | $12305.57     | 0.01%             | 2053-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8810 | PA      | $8643.51      | 0.00%             | 2047-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AXJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16176 | PA      | $16127.54     | 0.01%             | 2053-07-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AYMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18911 | PA      | $18758.23     | 0.01%             | 2053-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B1WE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46795 | PA      | $44929.60     | 0.03%             | 2048-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B3BD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29331 | PA      | $28772.40     | 0.02%             | 2056-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419EK65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3243 | PA      | $3184.29      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419ESN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5244 | PA      | $5126.03      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419FNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3280 | PA      | $3211.79      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419FWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       590 | PA      | $575.63       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419KVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7165 | PA      | $6988.88      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage T            | Ellington Financial Mortgage Trust 2021-2                                       | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     52514 | PA      | $44275.47     | 0.03%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage T            | Ellington Financial Mortgage Trust 2022-1                                       | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175241 | PA      | $155260.56    | 0.09%             | 2067-01-25      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| ELI LILLY & CO                            | Eli Lilly & Co                                                                  | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292381.13    | 0.17%             | 2032-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55445.77     | 0.03%             | 2026-05-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $52228.86     | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1710874.21   | 0.99%             | 2048-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2996000 | PA      | $1468859.23   | 0.85%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2069000 | PA      | $1039712.91   | 0.60%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $546975.00    | 0.32%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100450.22    | 0.06%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62315.77     | 0.04%             | 2029-08-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13177.36     | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73904.76     | 0.04%             | 2031-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60779.84     | 0.04%             | 2031-09-15      | Fixed         | 2.12%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                           | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106938.88    | 0.06%             | 2035-09-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178051.02    | 0.10%             | 2031-01-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| CROWN CASTLE INC                          | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21903.80     | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| DB Master Finance LLC                     | DB Master Finance LLC                                                           | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    591938 | PA      | $527068.67    | 0.30%             | 2051-11-20      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Commercial Mortg            | DBJPM 20-C9 Mortgage Trust                                                      | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245463 | PA      | $11161.41     | 0.01%             | 2053-09-15      | Variable      | 1.70%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                       | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $214564.20    | 0.12%             | 2051-10-15      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                       | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10736671 | PA      | $52343.42     | 0.03%             | 2051-10-15      | Variable      | 0.31%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Commercial Mortg            | DBJPM 16-C1 Mortgage Trust                                                      | CUSIP: 23312LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21263 | PA      | $21205.48     | 0.01%             | 2049-05-10      | Fixed         | 3.04%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Commercial Mortg            | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $469373.48    | 0.27%             | 2049-08-10      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| DT MIDSTREAM INC                          | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $118604.24    | 0.07%             | 2034-12-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| DC Commercial Mortgage Trust              | DC Trust 2024-HLTN                                                              | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $91153.26     | 0.05%             | 2040-04-13      | Variable      | 5.93%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage            | Deephaven Residential Mortgage Trust 2021-2                                     | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44936 | PA      | $40013.83     | 0.02%             | 2066-04-25      | Variable      | 0.90%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30719.79     | 0.02%             | 2053-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4814.02      | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33694.57     | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82177.89     | 0.05%             | 2035-04-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                                             | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117998.74    | 0.07%             | 2030-06-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72000 | PA      | $69418.63     | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481388 | PA      | $455907.61    | 0.26%             | 2051-04-25      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1AK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6822 | PA      | $6642.37      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1CH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2846 | PA      | $2783.19      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1HB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17820 | PA      | $17670.15     | 0.01%             | 2026-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1HT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7269 | PA      | $7077.71      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1JP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5756 | PA      | $5605.08      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1LS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9096 | PA      | $8862.18      | 0.01%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E22M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1529 | PA      | $1507.26      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E2FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6362 | PA      | $6194.59      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E2H24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4392 | PA      | $4285.93      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E2LL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30018 | PA      | $29260.13     | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E4FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4918 | PA      | $4788.71      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E4S93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11813 | PA      | $11507.32     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E4TV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4643 | PA      | $4520.95      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E6A55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9364 | PA      | $9121.74      | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EG3Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11730 | PA      | $11434.09     | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| HESS CORP                                 | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     88000 | PA      | $102195.30    | 0.06%             | 2033-03-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52917.65     | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    135000 | PA      | $140376.96    | 0.08%             | 2035-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $97149.56     | 0.06%             | 2033-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15627.56     | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $31110.19     | 0.02%             | 2032-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Battalion CLO LTD                         | Battalion CLO XXV Ltd                                                           | CUSIP: 07134FAC4<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315546.84    | 0.18%             | 2037-03-13      | Floating      | 6.53%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-C24                                                   | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    993040 | PA      | $95013.81     | 0.05%             | 2057-02-15      | Variable      | 1.86%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997177 | PA      | $75786.83     | 0.04%             | 2057-09-15      | Variable      | 1.33%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2025-C32                                                   | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999077 | PA      | $84062.17     | 0.05%             | 2062-02-15      | Variable      | 1.36%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2224 | PA      | $2212.77      | 0.00%             | 2052-05-15      | Fixed         | 3.41%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    897102 | PA      | $23700.26     | 0.01%             | 2052-08-15      | Variable      | 1.20%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1227692 | PA      | $43425.19     | 0.03%             | 2062-03-15      | Variable      | 1.38%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2020-B18 Mortgage Trust                                               | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319934 | PA      | $16724.11     | 0.01%             | 2053-07-15      | Variable      | 1.85%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2020-B22 Mortgage Trust                                               | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    743506 | PA      | $46561.64     | 0.03%             | 2054-01-15      | Variable      | 1.61%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-B40 Mortgage Trust                                               | CUSIP: 08163WAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966892 | PA      | $54055.82     | 0.03%             | 2056-12-15      | Variable      | 1.43%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt            | Benefit Street Partners CLO XXXI Ltd                                            | CUSIP: 08183DAS2<br>LEI: 254900SVG14IYL7QTZ56 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250789.75    | 0.15%             | 2038-04-25      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3128K3PN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        38 | PA      | $39.46        | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132H3XR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86013 | PA      | $84179.74     | 0.05%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-B39 Mortgage Trust                                               | CUSIP: 081925AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1827412 | PA      | $65724.69     | 0.04%             | 2056-07-15      | Variable      | 0.72%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    210000 | PA      | $237639.53    | 0.14%             | 2031-10-30      | Variable      | 7.62%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42420.93     | 0.02%             | 2035-02-01      | Variable      | 6.05%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98603.13     | 0.06%             | 2036-01-30      | Variable      | 6.18%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129005.77    | 0.07%             | 2031-09-11      | Variable      | 4.49%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2021-DNA6                                         | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $424546.00    | 0.25%             | 2041-10-25      | Floating      | 7.76%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132WPNF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    147039 | PA      | $137740.64    | 0.08%             | 2047-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Firstkey Homes Trust                      | FirstKey Homes 2022-SFR2 Trust                                                  | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468106 | PA      | $467234.09    | 0.27%             | 2039-07-17      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $97787.32     | 0.06%             | 2042-04-25      | Floating      | 7.26%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $249223.63    | 0.14%             | 2042-05-25      | Floating      | 7.71%                 | No            | 2                  | On Loan: No      |
| Firstkey Homes Trust                      | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    111490 | PA      | $111329.98    | 0.06%             | 2039-05-19      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                          | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49717.11     | 0.03%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| GA GLOBAL FUNDING TRUST                   | GA Global Funding Trust                                                         | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263138.23    | 0.15%             | 2030-09-18      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM2 Trust                                                            | CUSIP: 36166XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101381 | PA      | $87543.89     | 0.05%             | 2066-05-25      | Variable      | 1.04%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR COMPANY                        | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    135000 | PA      | $118034.66    | 0.07%             | 2032-02-12      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $427975.84    | 0.25%             | 2032-01-25      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207740.31    | 0.12%             | 2031-01-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM3 Trust                                                            | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127294 | PA      | $110826.06    | 0.06%             | 2066-05-25      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM1 Trust                                                            | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77170 | PA      | $69184.04     | 0.04%             | 2066-01-25      | Variable      | 0.87%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM7 Trust                                                            | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90350 | PA      | $84337.15     | 0.05%             | 2066-08-25      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM4 Trust                                                            | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191099 | PA      | $160473.15    | 0.09%             | 2066-08-25      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                    | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103713.30    | 0.06%             | 2035-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                    | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107643.98    | 0.06%             | 2032-11-22      | Fixed         | 5.91%                 | No            | 2                  | On Loan: No      |
| GLS Auto Receivables Trust                | GLS Auto Receivables Issuer Trust 2024-4                                        | CUSIP: 36270YAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $141139.04    | 0.08%             | 2029-04-16      | Fixed         | 4.89%                 | No            | 2                  | On Loan: No      |
| Generate CLO Ltd.                         | Generate CLO 12 Ltd                                                             | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $340131.24    | 0.20%             | 2038-07-20      | Floating      | 5.61%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47680.71     | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121943.70    | 0.07%             | 2030-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76906.88     | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115116.62    | 0.07%             | 2028-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75648.42     | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49608.61     | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231954.84    | 0.13%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26034.95     | 0.02%             | 2034-04-04      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                     | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50455.15     | 0.03%             | 2053-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                     | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15070.63     | 0.01%             | 2054-04-01      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                     | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183706.50    | 0.11%             | 2055-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173356.16    | 0.10%             | 2035-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66598.76     | 0.04%             | 2036-02-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                  | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    360000 | PA      | $340899.74    | 0.20%             | 2028-02-01      | Fixed         | 1.65%                 | No            | 2                  | On Loan: No      |
| AKER BP ASA                               | Aker BP ASA                                                                     | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    150000 | PA      | $139190.56    | 0.08%             | 2054-10-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40332.72     | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25569.37     | 0.01%             | 2035-04-02      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195010.35    | 0.11%             | 2031-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Aligned Data Centers Issuers L            | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $212747.22    | 0.12%             | 2048-08-17      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338479.72    | 0.20%             | 2065-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $134153.50    | 0.08%             | 2031-01-30      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216049.27    | 0.12%             | 2031-04-25      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| AMERICAN TOWER CORP                       | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44687.27     | 0.03%             | 2027-03-15      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| AMERIPRISE FINANCIAL INC                  | Ameriprise Financial Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214135.85    | 0.12%             | 2035-04-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2022-1                                                 | CUSIP: 03464BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345334 | PA      | $324930.02    | 0.19%             | 2066-12-25      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-4                                                 | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117918 | PA      | $99803.00     | 0.06%             | 2065-01-20      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2022-2                                                 | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41189 | PA      | $39143.48     | 0.02%             | 2067-01-25      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2020-R1                                                | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34794 | PA      | $33119.27     | 0.02%             | 2053-04-25      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2020-6                                                 | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20324 | PA      | $18748.16     | 0.01%             | 2065-05-25      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-1                                                 | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66295 | PA      | $57992.80     | 0.03%             | 2066-01-25      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-2                                                 | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71098 | PA      | $61863.29     | 0.04%             | 2066-04-25      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-3                                                 | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133459 | PA      | $116150.60    | 0.07%             | 2066-05-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-5                                                 | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165096 | PA      | $144599.21    | 0.08%             | 2066-07-25      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-8                                                 | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126725 | PA      | $113808.42    | 0.07%             | 2066-11-25      | Variable      | 1.82%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $173376.55    | 0.10%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| APPLIED MATERIALS INC                     | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148585.53    | 0.09%             | 2036-01-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                  | Ares Strategic Income Fund                                                      | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    235000 | PA      | $238978.17    | 0.14%             | 2030-09-09      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                  | Ares Strategic Income Fund                                                      | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    195000 | PA      | $192737.54    | 0.11%             | 2031-01-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                    | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110098.08    | 0.06%             | 2034-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                     | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36910 | PA      | $35971.43     | 0.02%             | 2049-04-25      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                     | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35803 | PA      | $34375.15     | 0.02%             | 2048-10-25      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2022-C15                                                   | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $83778.60     | 0.05%             | 2055-04-15      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $121335.01    | 0.07%             | 2044-08-10      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2020-2R Mortgage Loan Trust                                                | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37705 | PA      | $35508.25     | 0.02%             | 2065-10-26      | Variable      | 1.32%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2022-HC Mortgage Trust                                                     | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95882.85     | 0.06%             | 2039-01-10      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2022-HC Mortgage Trust                                                     | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $94297.73     | 0.05%             | 2039-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $82990.40     | 0.05%             | 2041-12-10      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157950.98    | 0.09%             | 2031-05-07      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    390000 | PA      | $390337.16    | 0.23%             | 2031-09-11      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Mortgage Loan Trust             | Citigroup Mortgage Loan Trust Inc                                               | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     13436 | PA      | $13246.13     | 0.01%             | 2064-09-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22015.86     | 0.01%             | 2035-04-25      | Variable      | 6.64%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102537.84    | 0.06%             | 2031-03-05      | Variable      | 5.25%                 | No            | 2                  | On Loan: No      |
| CLECO CORPORATE HOLDINGS                  | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46797.63     | 0.03%             | 2029-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2022-4 Mortgage Loan Trust                                                 | CUSIP: 19685GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67014 | PA      | $67600.18     | 0.04%             | 2067-03-25      | Variable      | 4.30%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2020-RPL1 Trust                                                            | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245294 | PA      | $213543.56    | 0.12%             | 2065-01-25      | Variable      | 1.39%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-1 Mortgage Loan Trust                                                 | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105934 | PA      | $92164.84     | 0.05%             | 2066-06-25      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-3 Mortgage Loan Trust                                                 | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209663 | PA      | $176545.03    | 0.10%             | 2066-09-27      | Variable      | 0.96%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-4 Mortgage Loan Trust                                                 | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136478 | PA      | $117255.22    | 0.07%             | 2066-10-25      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2022-1 Mortgage Loan Trust                                                 | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322159 | PA      | $291818.18    | 0.17%             | 2066-12-27      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-HX1 Mortgage Loan Trust                                               | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289508 | PA      | $251347.76    | 0.15%             | 2066-10-25      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210338.56    | 0.12%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $46183.66     | 0.03%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75798.67     | 0.04%             | 2033-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Commercial Equipment Finance              | Commercial Equipment Finance 2024-1 LLC                                         | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82903 | PA      | $84047.21     | 0.05%             | 2029-07-16      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    117000 | PA      | $87931.88     | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $88104.04     | 0.05%             | 2051-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41018.12     | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103951.72    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust 2016-P3                                     | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296312 | PA      | $293928.85    | 0.17%             | 2049-04-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $498388.29    | 0.29%             | 2049-07-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CENCORA INC                               | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209315.28    | 0.12%             | 2029-12-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| BSTN Commercial Mortgage Trust            | BSTN Commercial Mortgage Trust 2025-HUB                                         | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.06%             | 2041-04-13      | Variable      | 5.06%                 | No            | 3                  | On Loan: No      |
| BX Trust                                  | BX Trust 2024-PAT                                                               | CUSIP: 05612FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85000 | PA      | $85266.14     | 0.05%             | 2041-03-15      | Floating      | 6.24%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95271.96     | 0.06%             | 2028-02-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242324.84    | 0.14%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209758.09    | 0.12%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                     | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108763.28    | 0.06%             | 2032-08-05      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                       | BWAY Trust 2025-1535                                                            | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $238908.73    | 0.14%             | 2042-05-05      | Variable      | 6.52%                 | No            | 2                  | On Loan: No      |
| CENT Trust                                | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $182367.90    | 0.11%             | 2040-07-10      | Variable      | 5.09%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                       | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200071.77    | 0.12%             | 2029-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                       | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240880.99    | 0.14%             | 2030-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56111.50     | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    120000 | PA      | $103315.14    | 0.06%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                    | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    121000 | PA      | $125276.86    | 0.07%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $20893.73     | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $111945.96    | 0.06%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $85843.43     | 0.05%             | 2035-12-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| EQUITABLE FINANCIAL LIFE                  | Equitable Financial Life Global Funding                                         | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87178.32     | 0.05%             | 2030-03-27      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177556.92    | 0.10%             | 2033-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    128000 | PA      | $132275.26    | 0.08%             | 2034-01-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Exeter Automobile Receivables             | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90000 | PA      | $90421.07     | 0.05%             | 2030-05-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust               | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100125.00    | 0.06%             | 2042-10-15      | Floating      | 5.45%                 | No            | 3                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B4EJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57730 | PA      | $55818.67     | 0.03%             | 2057-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B4FP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53475 | PA      | $51867.41     | 0.03%             | 2049-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    308968 | PA      | $291434.06    | 0.17%             | 2043-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31376KQB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1547 | PA      | $1608.03      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31385HJC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       105 | PA      | $104.10       | 0.00%             | 2029-08-01      | Floating      | 4.66%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1AG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1092 | PA      | $1064.00      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1AW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3692 | PA      | $3601.55      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1U33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       620 | PA      | $607.46       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1UZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4563 | PA      | $4450.08      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A2MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3975 | PA      | $3875.43      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A6E97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       859 | PA      | $840.70       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A7H76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16795 | PA      | $16384.90     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A7ZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2516 | PA      | $2451.11      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AD5J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4972 | PA      | $4841.65      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418CLU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16168 | PA      | $15986.81     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418DYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1622155 | PA      | $1437187.11   | 0.83%             | 2051-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2063148 | PA      | $1672325.14   | 0.97%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418MUL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49650 | PA      | $50045.03     | 0.03%             | 2039-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418PC37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37698 | PA      | $37746.27     | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418RQQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124568 | PA      | $127691.02    | 0.07%             | 2040-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82032 | PA      | $84088.35     | 0.05%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418X5S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2952 | PA      | $2879.78      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418X7J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2786 | PA      | $2710.15      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419CZ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       474 | PA      | $461.21       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419CZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       269 | PA      | $262.73       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419CZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1495 | PA      | $1460.94      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20057.37     | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180362.33    | 0.10%             | 2029-07-24      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| KKR Financial CLO Ltd                     | KKR CLO 58 Ltd                                                                  | CUSIP: 48257HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $431160.14    | 0.25%             | 2038-10-15      | Floating      | 0.00%                 | No            | 3                  | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74410.74     | 0.04%             | 2053-03-22      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| KENVUE INC                                | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86272.78     | 0.05%             | 2032-05-22      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105163.70    | 0.06%             | 2030-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84325.82     | 0.05%             | 2035-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| KEYSPAN GAS EAST CORP                     | KeySpan Gas East Corp                                                           | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15891.46     | 0.01%             | 2033-03-06      | Fixed         | 5.99%                 | No            | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                      | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210198.23    | 0.12%             | 2032-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| L3HARRIS TECH INC                         | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82313.67     | 0.05%             | 2029-06-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| LABORATORY CORP OF AMER                   | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114479.00    | 0.07%             | 2032-04-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust               | Legacy Mortgage Asset Trust 2021-GS3                                            | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103307 | PA      | $103375.99    | 0.06%             | 2061-07-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust               | Legacy Mortgage Asset Trust 2021-GS4                                            | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56850 | PA      | $56925.38     | 0.03%             | 2060-11-25      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL8 LLC                                                              | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |    237303 | PA      | $238719.26    | 0.14%             | 2055-08-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| PHILADELPHIA PA AUTH FOR INDL             | Philadelphia Authority for Industrial Development                               | CUSIP: 71781LBH1<br>LEI: 549300DIY68KQZEW7M79 | Long             | DBT              | MUN               | US        |    355000 | PA      | $377178.66    | 0.22%             | 2028-10-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41746.72     | 0.02%             | 2028-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227496.80    | 0.13%             | 2030-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52211.22     | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37139.54     | 0.02%             | 2033-09-07      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82822.91     | 0.05%             | 2031-02-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40324.14     | 0.02%             | 2027-11-01      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147598.92    | 0.09%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: —       |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     73000 | PA      | $74214.22     | 0.04%             | 2028-05-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97738.72     | 0.06%             | 2030-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | Pret 2025-NPL7 LLC                                                              | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |    259198 | PA      | $259730.27    | 0.15%             | 2055-07-25      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-MBS          | CORP              | US        |    403522 | PA      | $403163.13    | 0.23%             | 2055-06-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL9 LLC                                                              | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-MBS          | CORP              | US        |    335930 | PA      | $336494.42    | 0.19%             | 2055-08-25      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL4 LLC                                                              | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-MBS          | CORP              | US        |    346576 | PA      | $349284.79    | 0.20%             | 2055-04-25      | Variable      | 6.37%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2021-RN2 LLC                                                               | CUSIP: 74143FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80261 | PA      | $80253.84     | 0.05%             | 2051-07-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2021-SFR8 Trust                                            | CUSIP: 74333TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323172 | PA      | $316413.38    | 0.18%             | 2038-10-17      | Fixed         | 1.51%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2021-SFR3                                                  | CUSIP: 74333VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362843 | PA      | $360133.48    | 0.21%             | 2026-05-17      | Fixed         | 1.64%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $142322.90    | 0.08%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TEXAS Commercial Mortgage Trus            | TEXAS Commercial Mortgage Trust 2025-TWR                                        | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $324561.51    | 0.19%             | 2042-04-15      | Floating      | 5.44%                 | No            | 2                  | On Loan: No      |
| Texas Debt Capital CLO, Ltd               | Texas Debt Capital CLO 2023-I Ltd                                               | CUSIP: 88238CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249988.75    | 0.14%             | 2038-07-20      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN             | Texas Natural Gas Securitization Finance Corp                                   | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |         0 | PA      | $0.01         | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2301274.23   | 1.33%             | 2043-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $514567.58    | 0.30%             | 2043-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $703668.17    | 0.41%             | 2043-11-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1776607.04   | 1.03%             | 2044-08-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $579751.17    | 0.34%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $185746.87    | 0.11%             | 2045-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $670343.75    | 0.39%             | 2046-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1610000 | PA      | $1073605.86   | 0.62%             | 2046-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2510000 | PA      | $1915541.79   | 1.11%             | 2047-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $758583.99    | 0.44%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $377353.52    | 0.22%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | PA      | $1213388.67   | 0.70%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2190000 | PA      | $1866033.98   | 1.08%             | 2042-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    695000 | PA      | $627848.34    | 0.36%             | 2053-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    470000 | PA      | $470532.42    | 0.27%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1495000 | PA      | $1379400.29   | 0.80%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $638476.56    | 0.37%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4340000 | PA      | $4259133.60   | 2.46%             | 2026-11-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1226341.99   | 0.71%             | 2030-05-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1030000 | PA      | $891915.63    | 0.52%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37276.59     | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26378.81     | 0.02%             | 2062-05-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41131.77     | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26128.51     | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144272.12    | 0.08%             | 2054-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69716.90     | 0.04%             | 2064-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56913.04     | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED            | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37775.44     | 0.02%             | 2048-05-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                           | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $206459.03    | 0.12%             | 2030-02-19      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45842.95     | 0.03%             | 2028-06-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| RIO TINTO ALCAN INC                       | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $142814.50    | 0.08%             | 2033-12-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83948.05     | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198753.52    | 0.11%             | 2064-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10883 | PA      | $10362.85     | 0.01%             | 2065-01-26      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                | MFA 2021-NQM1 Trust                                                             | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43031 | PA      | $40615.68     | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70193 | PA      | $62238.15     | 0.04%             | 2064-11-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63399.51     | 0.04%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                 | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39613.15     | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortga            | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    260000 | PA      | $259431.00    | 0.15%             | 2037-02-19      | Floating      | 5.88%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163151.04    | 0.09%             | 2034-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: —       |
| SOUTHERN CO GAS CAPITAL                   | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140439.83    | 0.08%             | 2035-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SOUTHERN POWER CO                         | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123382.72    | 0.07%             | 2035-10-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216433.14    | 0.13%             | 2031-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194712.79    | 0.11%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                        | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20211.03     | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| SOUTHWEST GAS CORP                        | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     61000 | PA      | $55474.98     | 0.03%             | 2030-06-15      | Fixed         | 2.20%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46122.26     | 0.03%             | 2033-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $181534.34    | 0.10%             | 2048-07-25      | Fixed         | 5.90%                 | No            | 3                  | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE             | Metropolitan Transportation Authority                                           | CUSIP: 59261AG43<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $100858.70    | 0.06%             | 2050-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MICRON TECHNOLOGY INC                     | Micron Technology Inc                                                           | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120745.85    | 0.07%             | 2032-11-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101877.10    | 0.06%             | 2049-03-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Starwood Residential Mortgage             | STAR 2021-1 Trust                                                               | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72298 | PA      | $68045.97     | 0.04%             | 2065-05-25      | Variable      | 1.22%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential             | Starwood Mortgage Residential Trust 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25591 | PA      | $24191.28     | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential             | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8271 | PA      | $8075.85      | 0.00%             | 2065-04-25      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential             | Starwood Mortgage Residential Trust 2021-6                                      | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212864 | PA      | $188355.35    | 0.11%             | 2066-11-25      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Trust                  | Mill City Mortgage Loan Trust 2018-1                                            | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9099 | PA      | $9038.89      | 0.01%             | 2062-05-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Trust                  | Mill City Mortgage Loan Trust 2019-GS1                                          | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     83867 | PA      | $82285.46     | 0.05%             | 2059-07-25      | Variable      | 2.75%                 | No            | 2                  | On Loan: No      |
| MONONGAHELA POWER CO                      | Monongahela Power Co                                                            | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10580.44     | 0.01%             | 2034-02-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112150.21    | 0.06%             | 2031-01-22      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157083.66    | 0.09%             | 2032-02-13      | Variable      | 1.79%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31237.18     | 0.02%             | 2032-10-20      | Variable      | 2.51%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69111.04     | 0.04%             | 2029-11-01      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $203714.87    | 0.12%             | 2030-04-18      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50574.18     | 0.03%             | 2030-10-18      | Variable      | 4.65%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51640.60     | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $173716.53    | 0.10%             | 2049-05-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| NMEF Funding LLC                          | NMEF Funding 2025-B LLC                                                         | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141000 | PA      | $141652.04    | 0.08%             | 2033-01-18      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| NMLT Trust                                | NMLT 2021-INV1 Trust                                                            | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203204 | PA      | $179695.12    | 0.10%             | 2056-05-25      | Variable      | 1.19%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                          | NTT Finance Corp                                                                | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    430000 | PA      | $440709.09    | 0.25%             | 2032-07-16      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| NY Commercial Mortgage Trust              | NY Commercial Mortgage Trust 2025-299P                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $68193.45     | 0.04%             | 2047-02-10      | Variable      | 5.85%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2019-NQM4                                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14061 | PA      | $13534.12     | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41946 | PA      | $41243.89     | 0.02%             | 2048-01-25      | Floating      | 5.02%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2019-3                                      | CUSIP: 64830EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79616 | PA      | $77088.29     | 0.04%             | 2058-11-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54448 | PA      | $53306.06     | 0.03%             | 2057-12-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2022-NQM1                                   | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320900 | PA      | $293692.87    | 0.17%             | 2061-04-25      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2019-5                                      | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56666 | PA      | $54077.89     | 0.03%             | 2059-08-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31638 | PA      | $30313.04     | 0.02%             | 2058-10-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2021-NQM3                                   | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200068 | PA      | $177570.05    | 0.10%             | 2056-11-27      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| NEW YORK TRANSPRTN DEV CORP LE            | New York Transportation Development Corp                                        | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    190000 | PA      | $186802.64    | 0.11%             | 2035-09-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                    | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    285000 | PA      | $260323.75    | 0.15%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    154000 | PA      | $149231.67    | 0.09%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20745.20     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189189.68    | 0.11%             | 2035-07-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Willowbrook Mall                          | NJ 2025-WBRK                                                                    | CUSIP: 65486BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $171517.50    | 0.10%             | 2035-03-05      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| NORTHROP GRUMMAN CORP                     | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123571.02    | 0.07%             | 2040-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| NRTH PARK Mortgage Trust                  | NRTH Commercial Mortgage Trust 2025-PARK                                        | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $209736.87    | 0.12%             | 2040-10-15      | Floating      | 5.54%                 | No            | 3                  | On Loan: No      |
| NSTAR ELECTRIC CO                         | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46878.53     | 0.03%             | 2034-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NSTAR ELECTRIC CO                         | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91800.27     | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                               | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    180000 | PA      | $154240.78    | 0.09%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                   | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     57000 | PA      | $57502.95     | 0.03%             | 2032-06-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                   | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40392.69     | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust             | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $193841.31    | 0.11%             | 2042-02-15      | Floating      | 5.36%                 | No            | 2                  | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59267.33     | 0.03%             | 2048-10-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30947.52     | 0.02%             | 2032-02-03      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430494.95    | 0.25%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| OTIS WORLDWIDE CORP                       | Otis Worldwide Corp                                                             | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36338.76     | 0.02%             | 2031-11-19      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                         | PRPM 2025-7 LLC                                                                 | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162422 | PA      | $162810.34    | 0.09%             | 2030-08-25      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                         | PRPM 2025-6 LLC                                                                 | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214305 | PA      | $217041.62    | 0.13%             | 2028-08-25      | Variable      | 5.77%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29990.67     | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    255000 | PA      | $227358.77    | 0.13%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37923.46     | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| REPUBLIC OF PANAMA                        | Panama Government International Bond                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $162300.00    | 0.09%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR3 Trust                                            | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104842 | PA      | $103455.15    | 0.06%             | 2039-04-17      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR4 Trust                                            | CUSIP: 74332XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295429 | PA      | $295325.63    | 0.17%             | 2041-05-17      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR5 Trust                                            | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94331 | PA      | $94382.27     | 0.05%             | 2039-06-17      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR7 Trust                                            | CUSIP: 74333CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142113 | PA      | $142879.13    | 0.08%             | 2039-10-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PRP Advisors, LLC                         | PRPM 2025-3                                                                     | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93167 | PA      | $95961.75     | 0.06%             | 2030-05-25      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                   | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    190000 | PA      | $192655.85    | 0.11%             | 2035-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37812.62     | 0.02%             | 2033-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31072.93     | 0.02%             | 2034-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117653.46    | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| RFR Trust                                 | RFR Trust 2025-SGRM                                                             | CUSIP: 74984NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82040 | PA      | $84071.56     | 0.05%             | 2041-03-11      | Variable      | 5.56%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                    | RR 26 Ltd                                                                       | CUSIP: 74989MAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249736.00    | 0.14%             | 2038-04-15      | Floating      | 5.82%                 | No            | 2                  | On Loan: No      |
| Rad CLO 12 Ltd                            | Rad CLO 12 Ltd                                                                  | CUSIP: 75009PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $315325.08    | 0.18%             | 2040-07-30      | Floating      | 5.63%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101754.90    | 0.06%             | 2035-04-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227591.38    | 0.13%             | 2033-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30349.54     | 0.02%             | 2031-02-15      | Fixed         | 1.45%                 | No            | 2                  | On Loan: No      |
| REPUBLIC SERVICES INC                     | Republic Services Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155813.42    | 0.09%             | 2034-11-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Retained Vantage Data Centers             | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $316368.05    | 0.18%             | 2048-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Retained Vantage Data Centers             | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175549.36    | 0.10%             | 2049-09-15      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20570.55     | 0.01%             | 2032-03-14      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| RIO TINTO FIN USA PLC                     | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $109477.47    | 0.06%             | 2065-03-14      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| RIVERSIDE CNTY CA PENSN OBLG              | County of Riverside CA                                                          | CUSIP: 76913CBB4<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    345000 | PA      | $341590.33    | 0.20%             | 2027-02-15      | Fixed         | 2.96%                 | No            | 2                  | On Loan: No      |
| RIVERSIDE CNTY CA PENSN OBLG              | County of Riverside CA                                                          | CUSIP: 76913CBC2<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |    345000 | PA      | $339580.15    | 0.20%             | 2028-02-15      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    162000 | PA      | $166674.43    | 0.10%             | 2029-01-30      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    120000 | PA      | $115829.70    | 0.07%             | 2035-03-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: 77586RAW0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     56000 | PA      | $60217.53     | 0.03%             | 2037-02-10      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38364.16     | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3783.64      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     51000 | PA      | $39082.17     | 0.02%             | 2048-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48924.56     | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44864.16     | 0.03%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96832.01     | 0.06%             | 2032-02-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18216.05     | 0.01%             | 2052-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36921.61     | 0.02%             | 2032-11-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23487.71     | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29054.37     | 0.02%             | 2053-12-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39825.56     | 0.02%             | 2034-06-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106355.95    | 0.06%             | 2035-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72834.86     | 0.04%             | 2055-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30297.46     | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    305000 | PA      | $277271.03    | 0.16%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20431.81     | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37097.99     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83504.17     | 0.05%             | 2035-01-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56617.49     | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                     | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27482.92     | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                     | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40154.51     | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    175000 | PA      | $174450.35    | 0.10%             | 2064-04-05      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     45000 | PA      | $43349.08     | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    410000 | PA      | $357315.00    | 0.21%             | 2034-02-12      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $204950.00    | 0.12%             | 2036-05-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $216110.00    | 0.12%             | 2037-05-13      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $421600.00    | 0.24%             | 2038-01-29      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $200110.00    | 0.12%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7335000 | PA      | $6921403.41   | 4.00%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4935000 | PA      | $4729792.68   | 2.74%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $1011024.90   | 0.58%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $1962074.70   | 1.13%             | 2029-05-31      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2157418.76   | 1.25%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $1235297.75   | 0.71%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $610200.59    | 0.35%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1056195 | PA      | $1061537.96   | 0.61%             | 2034-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4165000 | PA      | $4199816.82   | 2.43%             | 2027-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1380000 | PA      | $1436978.90   | 0.83%             | 2031-05-31      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5115000 | PA      | $5174341.98   | 2.99%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $931232.91    | 0.54%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| UNITEDHEALTH GROUP INC                    | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8346.75      | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| VB-S1 Issuer LLC                          | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206372.19    | 0.12%             | 2054-05-15      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Tra            | VOLT C LLC                                                                      | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33384 | PA      | $33399.09     | 0.02%             | 2051-05-25      | Variable      | 5.99%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                            | Var Energi ASA                                                                  | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $208184.57    | 0.12%             | 2030-05-22      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| VERALTO CORP                              | Veralto Corp                                                                    | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40503.23     | 0.02%             | 2026-09-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| VIPER ENERGY PARTNERS LL                  | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239879.78    | 0.14%             | 2035-08-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8386.22      | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Tra            | VOLT CIII LLC                                                                   | CUSIP: 92873JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93174 | PA      | $93435.73     | 0.05%             | 2051-08-25      | Variable      | 5.99%                 | No            | 2                  | On Loan: No      |
| WHISTLER PIPELINE LLC                     | Whistler Pipeline LLC                                                           | CUSIP: 96337RAA0<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5145.10      | 0.00%             | 2029-09-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WHISTLER PIPELINE LLC                     | Whistler Pipeline LLC                                                           | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62438.43     | 0.04%             | 2031-09-30      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| WHISTLER PIPELINE LLC                     | Whistler Pipeline LLC                                                           | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51583.81     | 0.03%             | 2034-09-30      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |    535400 | NS      | $535400.00    | 0.31%             |  |  |  | No            | N/A                | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: BT6265537<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    340000 | PA      | $303528.49    | 0.18%             | 2032-03-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0606A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   1705000 | PA      | $1742060.77   | 1.01%             | 2041-10-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F0606B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1700000 | PA      | $1736487.24   | 1.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| HESS CORP                                 | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     80000 | PA      | $90774.94     | 0.05%             | 2029-10-01      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                           | Bermuda Government International Bond                                           | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $205536.00    | 0.12%             | 2032-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                            | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1325431 | PA      | $77846.52     | 0.05%             | 2034-06-25      | Variable      | 1.25%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    293633 | PA      | $10806.68     | 0.01%             | 2030-11-25      | Variable      | 0.96%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82000 | PA      | $81067.60     | 0.05%             | 2027-08-25      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    687635 | PA      | $27505.13     | 0.02%             | 2030-01-25      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    311942 | PA      | $18769.58     | 0.01%             | 2030-04-25      | Variable      | 1.76%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1301852 | PA      | $79020.21     | 0.05%             | 2030-05-25      | Variable      | 1.67%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    922690 | PA      | $40851.37     | 0.02%             | 2030-06-25      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                           | Fannie Mae Interest Strip                                                       | CUSIP: 31395QFB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41126 | PA      | $38157.94     | 0.02%             | 2042-11-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp Trust 2012-BWTR                                     | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138339 | PA      | $120006.88    | 0.07%             | 2034-11-05      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust 2015-GC34                                          | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     14082 | PA      | $13942.87     | 0.01%             | 2048-10-10      | Fixed         | 3.51%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1344691 | PA      | $28696.64     | 0.02%             | 2053-02-13      | Variable      | 0.73%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp II                                                  | CUSIP: 36269JAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $426736.38    | 0.25%             | 2041-03-10      | Variable      | 5.49%                 | No            | 2                  | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB            | GreatAmerica Leasing Receivables Funding LLC Series 2024-1                      | CUSIP: 39154TCL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $56130.66     | 0.03%             | 2030-12-16      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Greensky Home Improvement Issu            | GreenSky Home Improvement Issuer Trust 2025-2                                   | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101503.24    | 0.06%             | 2060-06-25      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204918.26    | 0.12%             | 2031-03-03      | Variable      | 5.13%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205899.79    | 0.12%             | 2031-05-13      | Variable      | 5.24%                 | No            | 2                  | On Loan: No      |
| HTL Commercial Mortgage Trust             | HTL Commercial Mortgage Trust 2024-T53                                          | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $101495.90    | 0.06%             | 2039-05-10      | Variable      | 6.07%                 | No            | 2                  | On Loan: No      |
| HIH Trust                                 | HIH Trust 2024-61P                                                              | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108378 | PA      | $108922.44    | 0.06%             | 2041-10-15      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC               | Hertz Vehicle Financing III LLC 2025-2                                          | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111787.10    | 0.06%             | 2031-09-25      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HP ENTERPRISE CO                          | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $167453.00    | 0.10%             | 2054-10-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| HOWARD UNIVERSITY                         | Howard University                                                               | CUSIP: 442851AV3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89334.23     | 0.05%             | 2031-10-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| HOWARD UNIVERSITY                         | Howard University                                                               | CUSIP: 442851AY7<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57090.71     | 0.03%             | 2041-10-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77180.34     | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132525.65    | 0.08%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81614.19     | 0.05%             | 2062-08-05      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92076.94     | 0.05%             | 2033-02-10      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                  | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $137640.00    | 0.08%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 3                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50137.49     | 0.03%             | 2035-09-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| MSWF Commercial Mortgage Trust            | MSWF Commercial Mortgage Trust 2023-2                                           | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235278 | PA      | $13487.80     | 0.01%             | 2056-12-15      | Variable      | 1.14%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                           | McDonald's Corp                                                                 | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141082.88    | 0.08%             | 2036-02-13      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MET TRANSPRTN AUTH NY REVENUE             | Metropolitan Transportation Authority                                           | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     20000 | PA      | $18480.55     | 0.01%             | 2049-11-15      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158923 | PA      | $163048.17    | 0.09%             | 2071-10-15      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74611 | PA      | $67332.85     | 0.04%             | 2069-12-16      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127019 | PA      | $113432.33    | 0.07%             | 2070-02-18      | Fixed         | 1.11%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2017-5                                      | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12505 | PA      | $12669.00     | 0.01%             | 2057-06-25      | Floating      | 5.77%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2016-2                                      | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21985 | PA      | $21382.55     | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20148 | PA      | $19402.05     | 0.01%             | 2056-11-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2017-4                                      | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15566 | PA      | $15023.23     | 0.01%             | 2057-05-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2018-3                                      | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |    117252 | PA      | $114836.48    | 0.07%             | 2058-05-25      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2021-NQM1 Trust                                                             | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124586 | PA      | $109040.42    | 0.06%             | 2066-02-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2021-NQM3 Trust                                                             | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131974 | PA      | $108977.86    | 0.06%             | 2061-07-25      | Variable      | 1.05%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2022-NQM1 Trust                                                             | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297957 | PA      | $270561.74    | 0.16%             | 2061-11-25      | Variable      | 2.31%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2021-NQM4 Trust                                                             | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86596 | PA      | $74431.56     | 0.04%             | 2061-10-25      | Variable      | 1.96%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                            | Ohio Edison Co                                                                  | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25996.34     | 0.02%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                            | Ohio Edison Co                                                                  | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46020.89     | 0.03%             | 2029-12-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                        | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162293.65    | 0.09%             | 2033-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                   | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113864.14    | 0.07%             | 2035-04-01      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16078.16     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95482.80     | 0.06%             | 2033-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15956.84     | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226943.02    | 0.13%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150643.83    | 0.09%             | 2035-10-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: —       |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138789.10    | 0.08%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43235.98     | 0.03%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     37000 | PA      | $29726.63     | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     22000 | PA      | $15486.76     | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22294.33     | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32415.68     | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91860.70     | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59503.97     | 0.03%             | 2064-09-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                    | RR 23 Ltd                                                                       | CUSIP: 75000GBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    420000 | PA      | $421969.80    | 0.24%             | 2037-07-15      | Floating      | 5.97%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                  | RTX Corp                                                                        | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50856.93     | 0.03%             | 2026-11-08      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                      | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $180419.43    | 0.10%             | 2031-02-04      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                        | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    405000 | PA      | $404808.43    | 0.23%             | 2035-09-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SCF Equipment Trust Llc                   | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102813.20    | 0.06%             | 2032-01-20      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securit            | SG Commercial Mortgage Securities Trust 2020-COVE                               | CUSIP: 78397FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $331968.03    | 0.19%             | 2037-03-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securit            | SG Commercial Mortgage Securities Trust 2016-C5                                 | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $73879.46     | 0.04%             | 2048-10-10      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| SG Capital Partners                       | SG Residential Mortgage Trust 2021-1                                            | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203136 | PA      | $169872.75    | 0.10%             | 2061-07-25      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| SHR Trust                                 | SHR Trust 2024-LXRY                                                             | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $451341.09    | 0.26%             | 2041-10-15      | Floating      | 6.10%                 | No            | 2                  | On Loan: No      |
| Sabey Data Center Issuer LLC              | Sabey Data Center Issuer LLC                                                    | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50975.90     | 0.03%             | 2049-04-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SAMMONS FINANCIAL GLOBAL                  | Sammons Financial Group Global Funding                                          | CUSIP: 79587J2C6<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111703.04    | 0.06%             | 2030-06-12      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| SAN DIEGO G & E                           | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160170.81    | 0.09%             | 2035-04-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Santander Drive Auto Receivabl            | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5999 | PA      | $6000.05      | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | No            | 2                  | On Loan: No      |
| Securitized Term Auto Receivab            | Securitized Term Auto Receivables Trust                                         | CUSIP: 81378RAB0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |     44389 | PA      | $44835.30     | 0.03%             | 2031-07-25      | Fixed         | 5.04%                 | No            | 2                  | On Loan: No      |
| SOLVENTUM CORP                            | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56779.96     | 0.03%             | 2029-03-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19575.84     | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-3                                                | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44461 | PA      | $43805.18     | 0.03%             | 2058-05-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-2                                                | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25354 | PA      | $25140.74     | 0.01%             | 2058-03-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-1                                                | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6303 | PA      | $6250.97      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138581 | PA      | $135170.81    | 0.08%             | 2058-03-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98499 | PA      | $89933.95     | 0.05%             | 2060-10-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2021-R1                                               | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    380650 | PA      | $341858.26    | 0.20%             | 2060-11-30      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                  | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30803.41     | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| TRAVELERS COS INC                         | Travelers Cos Inc/The                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137495.53    | 0.08%             | 2035-07-24      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                        | Tricon Residential 2022-SFR1 Trust                                              | CUSIP: 89616QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503321 | PA      | $499672.59    | 0.29%             | 2039-04-17      | Fixed         | 3.86%                 | No            | 2                  | On Loan: No      |
| Tricolor Auto Securitization T            | Tricolor Auto Securitization Trust 2024-3                                       | CUSIP: 89617AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38973 | PA      | $35566.93     | 0.02%             | 2028-06-15      | Fixed         | 5.22%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1358186 | PA      | $1076955.89   | 0.62%             | 2042-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84306 | PA      | $64019.92     | 0.04%             | 2043-02-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    838603 | PA      | $717150.11    | 0.41%             | 2044-02-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    665352 | PA      | $496041.73    | 0.29%             | 2045-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    252227 | PA      | $194427.81    | 0.11%             | 2046-02-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    446068 | PA      | $263683.53    | 0.15%             | 2050-02-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| RTX CORP                                  | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    123000 | PA      | $123187.83    | 0.07%             | 2028-11-16      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| VFI ABS LLC                               | VFI ABS 2025-1 LLC                                                              | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96211 | PA      | $96671.76     | 0.06%             | 2030-06-24      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-R2                                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48836 | PA      | $45660.21     | 0.03%             | 2064-02-25      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2022-1                                               | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228297 | PA      | $214278.13    | 0.12%             | 2067-01-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81490.86     | 0.05%             | 2033-04-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131639.65    | 0.08%             | 2034-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28925.03     | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45644.63     | 0.03%             | 2034-08-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101916.27    | 0.06%             | 2035-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45351.61     | 0.03%             | 2055-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268655.82    | 0.16%             | 2035-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2024-C63                                  | CUSIP: 94990FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1356014 | PA      | $97349.06     | 0.06%             | 2057-08-15      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    195000 | PA      | $184729.47    | 0.11%             | 2030-10-30      | Variable      | 2.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32543.32     | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65442.54     | 0.04%             | 2051-04-04      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35573.75     | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37083.67     | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88908.80     | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77629.30     | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98028.02     | 0.06%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                        | Wendy's Funding LLC                                                             | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    156783 | PA      | $154701.30    | 0.09%             | 2048-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    155000 | PA      | $163046.15    | 0.09%             | 2034-03-11      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112508.21    | 0.07%             | 2030-05-29      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 1.56% 12/15/2051                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $236730.68    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 2.88% 3/15/2053                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $58557.97     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 2.97% 03/15/2053                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $171523.17    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 3.59% 9/20/2053                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $11057.89     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 4.16% 03/19/2045                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-66016.61    | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| GOVT OF BERMUDA                           | Bermuda Government International Bond                                           | CUSIP: ZO0407445<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $183200.00    | 0.11%             | 2030-08-20      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| N/A                                       | US 2YR NOTE (CBT) Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -22 | NC      | $3933.44      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US 10YR NOTE (CBT)Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -20 | NC      | $1284.50      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US LONG BOND(CBT) Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -32 | NC      | $-3547.04     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US 10yr Ultra Fut Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -8 | NC      | $9113.80      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US ULTRA BOND CBT Dec25                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        15 | NC      | $47601.75     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** GPS Funds I

**Signature:** /s/ Patrick Young

**Name of Signer:** Patrick Young

**Title:** Principal Financial Officer/Treasurer