# EDGAR Filing Document

**Accession Number:** 0000804239
**File Stem:** 0002048251-26-004573
**Filing Date:** 2026-5
**Character Count:** 1667981
**Document Hash:** 499e1c2cf3ec049ba4b09f1dcc265e0a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002048251-26-004573.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0002048251-26-004573

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SEI INSTITUTIONAL MANAGED TRUST
- **CENTRAL INDEX KEY:** 0000804239

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** PA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04878
- **FILM NUMBER:** 261041975

**BUSINESS ADDRESS:**
- **STREET 1:** 2 OLIVER ST
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 8003455734

**MAIL ADDRESS:**
- **STREET 1:** SEI INVESTMENTS
- **STREET 2:** 1 FREEDOM VALLEY DRIVE
- **CITY:** OAKS
- **STATE:** PA
- **ZIP:** 19456

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TRUSTFUNDS INSTITUTIONAL MANAGED TRUST
- **DATE OF NAME CHANGE:** 19890509

## Series and Classes Contracts Data

### SIMT CORE FIXED INCOME FUND (Series ID: S000006667)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000018186 | CLASS I      | SCXIX           |
| C000018187 | CLASS F      | TRLVX           |
| C000147384 | Class Y      | SCFYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04878

- **c. CIK number of Registrant:** 0000804239

- **d. LEI of Registrant:** 9FTE3UO0Y1HGMNV0D371

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

  - **Street Address 1:** 2 OLIVER STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 8003455734

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

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

- **b. EDGAR series identifier (if any):** S000006667

- **c. LEI of Series:** FPNUFBNI42IT0696WN30

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

- **a. Date of fiscal year-end:** 2026-09-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4029326275.09

**Total Liabilities:** $421762246.10

**Net Assets:** $3607564028.99

**Cash Not Reported:** $4378694.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -6640.96568278 | **1-Year:** -117748.70977306 | **5-Year:** -376744.58384568 | **10-Year:** -550227.21426863 | **30-Year:** -180559.90883636

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

- **3-Month:** -1381.05178101 | **1-Year:** -28654.55155553 | **5-Year:** -71819.39110797 | **10-Year:** -78254.16668884 | **30-Year:** -19148.99071927

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018187 | -2.00%               | 1.63%                | 0.30%                |
| Class ID C000018186 | -1.92%               | 1.62%                | 0.28%                |
| Class ID C000147384 | -1.87%               | 1.65%                | 0.22%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1655804.08             | $-77814947.35                              |
| Month 2  | $2854840.10              | $44036055.47                               |
| Month 3  | $1156305.56              | $-814939.76                                |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### Schedule of Portfolio Investments

| Name                                                                                                                              | Title                                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VALLEY STREAM PARK CLO LTD                                                                                                        | VALLEY STREAM PARK CLO LTD VYSPK 2022-1A ARR                                      | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3000051.00   | 0.08%             | 2037-01-20      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL3508                                                         | CUSIP: 3138EK3S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50038 | PA      | $48357.59     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITY FOOTBALL TL                                                                                                                  | CITY FOOTBALL TL 7/18/2030                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | GB        |    201931 | PA      | $201173.52    | 0.01%             | 2030-07-18      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 SFAST 2026-1A A3                 | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1730000 | PA      | $1715413.33   | 0.05%             | 2031-07-21      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                                                                    | PACIFIC LIFE GLOBAL FUNDING II 144A 4.875000% 07/17/2032                          | CUSIP: 6944PL3L1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1745073.34   | 0.05%             | 2032-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6184                                                         | CUSIP: 3140X92S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    894532 | PA      | $737180.57    | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA2753                                                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    432513 | PA      | $392937.28    | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    444000 | PA      | $343444.31    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7135                                                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1479507 | PA      | $1222918.15   | 0.03%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                                                                 | ALTICE FRANCE SA 144A 9.500000% 11/01/2029                                        | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |     24795 | PA      | $25053.88     | 0.00%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                                                                                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 9.750000% 01/15/2029           | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73736.43     | 0.00%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 5.350000% 01/15/2036                                           | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2144998.63   | 0.06%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.650000% 05/06/2030                                                  | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322522.93    | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-111 DB                                                 | CUSIP: 3136A2HP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    311161 | PA      | $300407.15    | 0.01%             | 2041-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0183                                                         | CUSIP: 3140FXFZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66806 | PA      | $63194.11     | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8019.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 Q                            | CUSIP: 38382NFF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    379883 | PA      | $374438.99    | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                                                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 7.500000% 05/01/2033                      | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    270000 | PA      | $296785.08    | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT UTILITIES FINANCE PLC.                                                                                               | SEVERN TRENT UTILITIES FINANCE PLC MTN 3.875000% 08/04/2037                       | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | NUSS              | GB        |    355000 | PA      | $393293.56    | 0.01%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    582000 | PA      | $370495.09    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-112 MB                          | CUSIP: 38382HKJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    804565 | PA      | $647389.86    | 0.02%             | 2050-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4859.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM5227                                                         | CUSIP: 3140J9YZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    689713 | PA      | $695418.36    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4742 PA                                                    | CUSIP: 3137FCAZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    666827 | PA      | $609440.92    | 0.02%             | 2047-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8685                                                         | CUSIP: 3140XCUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62409 | PA      | $55092.24     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 15YR TBA (APRIL)                                        | CUSIP: 01F042442<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6800000 | PA      | $6751020.21   | 0.19%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-105 P                           | CUSIP: 38382TXL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.05         | 0.00%             | 2051-06-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                                                          | COLT 2024-4 MORTGAGE LOAN TRUST COLT 2024-4 A1                                    | CUSIP: 19688WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1112462 | PA      | $1119570.29   | 0.03%             | 2069-07-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    535000 | PA      | $509020.37    | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6864                                                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    617432 | PA      | $510902.88    | 0.01%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5653                                                      | CUSIP: 36179UH62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    182202 | PA      | $183637.66    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                                                     | FORD MOTOR CREDIT CO LLC 2.900000% 02/10/2029                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1583415.12   | 0.04%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                                                         | ORANGE SA MTN 4.000000% 01/13/2029                                                | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | NUSS              | FR        |    659000 | PA      | $652401.97    | 0.02%             | 2029-01-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                                                         | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGO 5.000000% 06/15/2036           | CUSIP: 05724BAP4<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2989588.70   | 0.08%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                                                          | ELECTRICITE DE FRANCE SA MTN 5.636000% 08/28/2035                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    310000 | PA      | $203477.64    | 0.01%             | 2035-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5410 JY                                                    | CUSIP: 3137HCQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    462000 | PA      | $396536.08    | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.250000% 03/31/2033                                              | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   4642000 | PA      | $4673913.75   | 0.13%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS LLC                                                                                                | NEUBERGER BERMAN LOAN ADVISERS CLO 51 LTD NEUB 2022-51A AR2                       | CUSIP: 64135BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2495114.75   | 0.07%             | 2036-10-23      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3975 FA                                                    | CUSIP: 3137AK4K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    133361 | PA      | $132466.22    | 0.00%             | 2041-12-15      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4481                                                         | CUSIP: 31418D6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    458054 | PA      | $435231.31    | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-43 CT                                                  | CUSIP: 3136B1Z72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    520350 | PA      | $457530.84    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 592580                                                       | CUSIP: 36201TJZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5973 | PA      | $6100.04      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 2.375000% 07/15/2031                                                      | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    751000 | PA      | $663704.40    | 0.02%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 2.687000% 04/22/2032                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362487.42    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-81 LH                                                  | CUSIP: 3136B8DW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    247835 | PA      | $223864.43    | 0.01%             | 2049-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A3                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1347000 | PA      | $1352244.95   | 0.04%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-68 IO                           | CUSIP: 38380PHX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2439811 | PA      | $265010.83    | 0.01%             | 2060-05-16      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3171                                                        | CUSIP: 3132DQQY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    313011 | PA      | $317715.38    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781834                                                       | CUSIP: 36241KBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7718 | PA      | $8049.08      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                                               | VIRGINIA ELECTRIC AND POWER CO 4.950000% 03/15/2036                               | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1026457.01   | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q05261                                                   | CUSIP: 3132GLQN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    480128 | PA      | $455295.72    | 0.01%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2548                                                         | CUSIP: 3140X5ZN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    384356 | PA      | $363368.73    | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    465000 | PA      | $467710.49    | 0.01%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.550000% 02/06/2053                                                  | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    366000 | PA      | $292017.10    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08849                                                   | CUSIP: 3128MJ5K2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     83455 | PA      | $83745.89     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A2A                     | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    347127 | PA      | $347645.49    | 0.01%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5981                                                         | CUSIP: 3140XMUF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1164023 | PA      | $1066064.40   | 0.03%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR7744                                                         | CUSIP: 3140L6TA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60041 | PA      | $49475.43     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVE STUDENT LOANS 2021-B LLC CASL 2021-B A2                               | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    210362 | PA      | $191194.65    | 0.01%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC3690                                                        | CUSIP: 3133ANC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    127290 | PA      | $109688.86    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-90 AB                           | CUSIP: 38381XEZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    209715 | PA      | $187657.97    | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9148                                                         | CUSIP: 3140QVEW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    638721 | PA      | $665309.25    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SDART 2025-2 A3                     | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    850000 | PA      | $852815.37    | 0.02%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-46 BA                                                  | CUSIP: 3136A5J49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68574 | PA      | $71670.13     | 0.00%             | 2042-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A52174                                                   | CUSIP: 3128KEMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11048 | PA      | $11561.99     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-3 VERUS 2021-3 A1                                 | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    306714 | PA      | $273130.54    | 0.01%             | 2066-06-25      | Floating      | 1.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ5101                                                        | CUSIP: 3142GVU33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    743194 | PA      | $787067.35    | 0.02%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4857 JA                                                    | CUSIP: 3137FKRS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    876183 | PA      | $841820.18    | 0.02%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                                                         | ORANGE SA MTN 4.250000% 01/13/2031                                                | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | NUSS              | FR        |    971000 | PA      | $952484.60    | 0.03%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QU7914                                                        | CUSIP: 3133JLYK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     85270 | PA      | $69968.48     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS0039                                                         | CUSIP: 3138W9BH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    394344 | PA      | $360831.72    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 4.100000% 02/15/2031                                                 | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1157000 | PA      | $1148960.05   | 0.03%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.466000% 07/06/2028                               | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1039961.48   | 0.03%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3558                                                         | CUSIP: 3140X65U1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    613723 | PA      | $556256.70    | 0.02%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-9 EF                                                   | CUSIP: 3136AVXA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    102094 | PA      | $101305.26    | 0.00%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MORTGAGE INVESTORS                                                                                               | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2007-AR3 2A1              | CUSIP: 86363NAY5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1631454 | PA      | $1521185.19   | 0.04%             | 2047-09-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ4189                                                        | CUSIP: 3142GUUP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3876922 | PA      | $3903987.77   | 0.11%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 5.875000% 11/30/2055                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    783000 | PA      | $761603.08    | 0.02%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS0070                                                         | CUSIP: 3138W9CG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     40592 | PA      | $39379.37     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 5.850000% 04/30/2046                                                     | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    357000 | PA      | $347885.59    | 0.01%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA6990                                                         | CUSIP: 3140QEXU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1967511 | PA      | $1692286.62   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781285                                                       | CUSIP: 36225BNA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3313 | PA      | $3412.31      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6287                                                      | CUSIP: 36179U6Y3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     75871 | PA      | $76593.02     | 0.00%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 BI3167                                                      | CUSIP: 3617HCQU0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     24379 | PA      | $24285.47     | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cellnex Telecom S.A.                                                                                                              | CELLNEX TELECOM SA MTN 0.750000% 11/20/2031                                       | CUSIP: E2R41MDX9<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $409940.67    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS, INC.                                                                                                       | DICK'S SPORTING GOODS INC 4.100000% 01/15/2052                                    | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    699000 | PA      | $495094.26    | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                                                           | BANK OF NEW YORK MELLON CORP/THE 4.026000% 01/22/2030                             | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    803000 | PA      | $794961.67    | 0.02%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5125000 | PA      | $3333106.43   | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB6322                                                         | CUSIP: 3140QSAY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    392244 | PA      | $396589.34    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM3799                                                         | CUSIP: 3140J8GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30281 | PA      | $27407.46     | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 4.970000% 04/23/2029                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1649176.76   | 0.05%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                                                                     | TRANSCANADA PIPELINES LTD 4.625000% 03/01/2034                                    | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | NUSS              | CA        |    960000 | PA      | $929049.23    | 0.03%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0269                                                        | CUSIP: 3132D9JN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     70913 | PA      | $61924.80     | 0.00%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UKG INC.                                                                                                                          | UKG INC 144A 6.875000% 02/01/2031                                                 | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    220000 | PA      | $215009.39    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 2399 XG                                                    | CUSIP: 31339MXM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79579 | PA      | $82050.68     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-3 SLMA 2008-3 B                                       | CUSIP: 78444GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $711004.18    | 0.02%             | 2083-04-26      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                                                             | SUMITOMO MITSUI FINANCIAL GROUP INC 5.046000% 01/15/2037                          | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    905000 | PA      | $890020.87    | 0.02%             | 2037-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 605805                                                       | CUSIP: 36201XAE8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2871 | PA      | $2940.73      | 0.00%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.875000% 03/13/2036                                               | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2754663.75   | 0.08%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                                                    | AEP TEXAS INC 6.650000% 02/15/2033                                                | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $541940.89    | 0.02%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA0731                                                         | CUSIP: 3140W0Y58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    796154 | PA      | $726119.71    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1092                                                         | CUSIP: 3140XGGA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72210 | PA      | $66716.65     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                                                      | FISERV INC 5.450000% 03/15/2034                                                   | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268658.19    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                                                                                    | PSEG POWER LLC 144A 5.750000% 05/15/2035                                          | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2259855.36   | 0.06%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-99 TL                           | CUSIP: 38379XN63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    176988 | PA      | $149178.05    | 0.00%             | 2044-04-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AO9747                                                         | CUSIP: 3138M1ZM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    289763 | PA      | $266113.17    | 0.01%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6756                                                      | CUSIP: 36179VQH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3570131 | PA      | $3024984.69   | 0.08%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.500000% 11/15/2045                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    293000 | PA      | $277270.46    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                                                  | PARAMOUNT GLOBAL 6.875000% 04/30/2036                                             | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1179797.21   | 0.03%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.375000% 02/15/2042                                              | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4054000 | PA      | $2954194.15   | 0.08%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9221                                                         | CUSIP: 3140QVG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    393455 | PA      | $401587.82    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 641546                                                         | CUSIP: 31390BWF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35204 | PA      | $36968.01     | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                                                             | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-13 CWL 2007-13 2A2                     | CUSIP: 126698AD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    873562 | PA      | $810700.75    | 0.02%             | 2047-10-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                                                                       | PROGRESSIVE CORP/THE 4.600000% 03/26/2031                                         | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    362000 | PA      | $362826.71    | 0.01%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.000000% 07/31/2030                                              | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9000000 | PA      | $9028476.54   | 0.25%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08792                                                   | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    103350 | PA      | $96417.53     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1104                                                         | CUSIP: 3140XGGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137284 | PA      | $118112.25    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.200000% 09/26/2035                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1224083.42   | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (JUNE)                                                | CUSIP: 21H052660<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1800000 | PA      | $1805135.60   | 0.05%             | 2056-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6994                                                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  11368146 | PA      | $9396581.53   | 0.26%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                                                          | DEVON ENERGY CORP 5.750000% 09/15/2054                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    690000 | PA      | $648441.17    | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-14 EJ                                                  | CUSIP: 3136BPL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    417588 | PA      | $391349.45    | 0.01%             | 2049-04-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1831                                                         | CUSIP: 3140XHA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    316646 | PA      | $302597.10    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                                                    | MORGAN STANLEY CAPITAL I TRUST 2020-HR8 MSC 2020-HR8 A3                           | CUSIP: 61692BBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    385184 | PA      | $347320.15    | 0.01%             | 2053-07-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 4.600000% 10/15/2038                                                 | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1207075.52   | 0.03%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                                                             | DELTA AIR LINES INC 5.250000% 07/10/2030                                          | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1558186.20   | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3049                                                         | CUSIP: 3140X6L74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    509023 | PA      | $490937.53    | 0.01%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                                                              | SOUTHERN CO/THE 6.000000% 04/01/2058                                              | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1316565.62   | 0.04%             | 2058-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                                                               | BMW US CAPITAL LLC 144A 4.500000% 08/11/2030                                      | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    760000 | PA      | $751435.24    | 0.02%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7502                                                         | CUSIP: 3140XPKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    985952 | PA      | $1010501.94   | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 CK9592                                                      | CUSIP: 3617Y5UR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    798606 | PA      | $751729.15    | 0.02%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                                                    | JOHN DEERE CAPITAL CORP MTN 5.150000% 09/08/2026                                  | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    645000 | PA      | $648104.26    | 0.02%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                                           | MPLX LP 5.300000% 04/01/2036                                                      | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    614000 | PA      | $605216.18    | 0.02%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                                                           | WALT DISNEY CO/THE 4.000000% 03/14/2031                                           | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    920000 | PA      | $905809.06    | 0.03%             | 2031-03-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                                                    | AEP TEXAS INC 5.850000% 10/15/2055                                                | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    910000 | PA      | $877576.90    | 0.02%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4264                                                      | CUSIP: 36179SWZ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    321707 | PA      | $317934.42    | 0.01%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2005-4 SLMA 2005-4 A4                                      | CUSIP: 78442GPH3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1790676 | PA      | $1748169.68   | 0.05%             | 2040-07-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| DC OFFICE TRUST                                                                                                                   | DC OFFICE TRUST 2019-MTC DCOT 2019-MTC A                                          | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1240000 | PA      | $1117654.78   | 0.03%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS4271                                                         | CUSIP: 3138WDW98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45186 | PA      | $44718.01     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                                                                                   | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2016-1 M2                 | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1610308 | PA      | $1490016.87   | 0.04%             | 2055-09-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| Everi/IGT 1/26 Cov-Lite TLB                                                                                                       | Everi/IGT 1/26 Cov-Lite TLB 7/1/2032                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    218391 | PA      | $216661.26    | 0.01%             | 2032-07-01      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM5 BRAVO 2024-NQM5 A1                      | CUSIP: 105925AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    981990 | PA      | $987002.88    | 0.03%             | 2064-06-25      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2630                                                        | CUSIP: 3142GS4Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    261022 | PA      | $272361.38    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAYA/FLUTTER 12/24 COV-LITE TLB                                                                                                  | AMAYA/FLUTTER 12/24 COV-LITE TLB 11/30/2030                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    166251 | PA      | $164172.73    | 0.00%             | 2030-11-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO 08/25 TLA                                                                                                             | QUIDELORTHO 08/25 TLA 8/14/2030                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    140587 | PA      | $133909.35    | 0.00%             | 2030-08-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A47971                                                   | CUSIP: 3128K82C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    387879 | PA      | $385691.06    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B NAVSL 2021-BA A                  | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    131388 | PA      | $119855.79    | 0.00%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                                                          | AUTONATION FINANCE TRUST 2025-1 DRVPNK 2025-1A A3                                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    681000 | PA      | $684018.94    | 0.02%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD3231                                                        | CUSIP: 3133B0SU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    408154 | PA      | $387564.36    | 0.01%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST                                                                                          | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2 COPAR 2022-2 A3                   | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33293 | PA      | $33285.51     | 0.00%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                                                           | ROMANIA 5.750000% 03/24/2035                                                      | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    680000 | PA      | $642728.58    | 0.02%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                                                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.950000% 08/15/2035                      | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    710000 | PA      | $702409.73    | 0.02%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-78 HW                           | CUSIP: 38383RWC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    327000 | PA      | $260257.27    | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.400000% 03/15/2033                                                   | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1211390.38   | 0.03%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 576520                                                       | CUSIP: 36200YPD3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       177 | PA      | $183.70       | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 3.700000% 02/15/2029                                                 | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1071709.38   | 0.03%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0160                                                        | CUSIP: 3132D9E91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    762282 | PA      | $666002.30    | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8275                                                        | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3467459 | PA      | $3357060.93   | 0.09%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $396174.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 542758                                                       | CUSIP: 36212S5T9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       629 | PA      | $641.07       | 0.00%             | 2031-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                                                                                   | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 CFCRE 2017-C8 A4                          | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    371000 | PA      | $366823.65    | 0.01%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9839                                                         | CUSIP: 3138WX4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     22114 | PA      | $21344.26     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2463                                                         | CUSIP: 3140XHWZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3027190 | PA      | $2684909.92   | 0.07%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G04710                                                   | CUSIP: 3128M6R75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     28541 | PA      | $29898.66     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4747                                                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3094 | PA      | $3153.06      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.750000% 08/15/2041                                              | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36463000 | PA      | $24377509.66  | 0.68%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                                                        | AMERICAN TOWER CORP 4.700000% 12/15/2032                                          | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1582007.88   | 0.04%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.148000% 01/21/2029                                  | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3488000 | PA      | $3466477.30   | 0.10%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 2.300000% 11/01/2030                  | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1269513.36   | 0.04%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST                                                                                                 | CHASE HOME LENDING MORTGAGE TRUST 2025-RPL1 CHASE 2025-RPL1 A1A                   | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    483946 | PA      | $434178.38    | 0.01%             | 2065-04-25      | Floating      | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3722                                                        | CUSIP: 3132E0D33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    141953 | PA      | $141701.85    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $26578.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                                                        | MIDAMERICAN ENERGY CO 4.800000% 09/15/2043                                        | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    830000 | PA      | $749741.41    | 0.02%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 552891                                                       | CUSIP: 36213FF81<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2824 | PA      | $2886.10      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                                              | GLENCORE FUNDING LLC 144A 5.200000% 07/01/2033                                    | CUSIP: 378272CD8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    917000 | PA      | $918095.06    | 0.03%             | 2033-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4512                                                         | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5005164 | PA      | $4240277.05   | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5451 FD                                                    | CUSIP: 3137HFL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    309419 | PA      | $305671.83    | 0.01%             | 2044-01-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9391                                                        | CUSIP: 3133AGNG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     20505 | PA      | $16907.69     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                                                      | FORD CREDIT AUTO OWNER TRUST 2026-REV1 FORDR 2026-1 A                             | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2665000 | PA      | $2644719.08   | 0.07%             | 2038-08-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC0267                                                         | CUSIP: 3140Y6JM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5377257 | PA      | $5491127.10   | 0.15%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                                           | HYUNDAI CAPITAL AMERICA 144A 5.300000% 06/24/2029                                 | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    530000 | PA      | $538304.27    | 0.01%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 6.700000% 02/04/2056                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    579000 | PA      | $537371.94    | 0.01%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 3.000000% 02/02/2029           | CUSIP: 46590XAN6<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |     60000 | PA      | $57552.75     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.900000% 05/15/2035                                                  | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1367300.63   | 0.04%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-110 IO                          | CUSIP: 38381DND8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2251644 | PA      | $148129.61    | 0.00%             | 2063-11-16      | Floating      | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4314                                                         | CUSIP: 3140XKYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    158707 | PA      | $130072.21    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 601489                                                       | CUSIP: 36200HF66<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2205 | PA      | $2250.08      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9488                                                      | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2936383 | PA      | $2971456.33   | 0.08%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 429668                                                       | CUSIP: 36207EJM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2593 | PA      | $2617.39      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS9491                                                         | CUSIP: 3140XRRM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    616395 | PA      | $585625.18    | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 6.050000% 09/01/2054                                           | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    347000 | PA      | $330396.02    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-82 FH                                                  | CUSIP: 3136AUAS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    479680 | PA      | $474914.71    | 0.01%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RE0026                                                        | CUSIP: 3133LWA36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    339230 | PA      | $273183.38    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 6.550000% 02/04/2046                                                  | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    515000 | PA      | $480472.36    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.450000% 03/16/2045                                               | CUSIP: 023135DS2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | NUSS              | US        |    305000 | PA      | $346232.81    | 0.01%             | 2045-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Transocean International Limited                                                                                                  | TRANSOCEAN INTERNATIONAL LTD 144A 8.750000% 02/15/2030                            | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | NUSS              | US        |     80500 | PA      | $83735.54     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.500000% 05/15/2046                                              | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14550000 | PA      | $9996304.69   | 0.28%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 735651                                                         | CUSIP: 31402RH44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    178257 | PA      | $176418.48    | 0.00%             | 2035-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AD0753                                                         | CUSIP: 31418MZT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      7926 | PA      | $8351.84      | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4117 HB                                                    | CUSIP: 3137AUTF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    234394 | PA      | $210425.43    | 0.01%             | 2042-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                                                                | NLG GLOBAL FUNDING 144A 4.350000% 09/15/2030                                      | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1713896.44   | 0.05%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 5.900000% 03/15/2056                          | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    827000 | PA      | $826318.99    | 0.02%             | 2056-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                                                 | GLP CAPITAL LP / GLP FINANCING II INC 5.625000% 03/01/2036                        | CUSIP: 361841AX7<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    970000 | PA      | $943420.25    | 0.03%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                                                           | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A3                                    | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    943000 | PA      | $945144.19    | 0.03%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | MODIVCARE INC STOCK                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               |  | US        |     30328 | NS      | $166804.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                                              | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.625000% 03/31/2036                        | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    458000 | PA      | $389626.11    | 0.01%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1547                                                         | CUSIP: 31418AWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     52263 | PA      | $50700.81     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1067624.77   | 0.03%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786823                                                      | CUSIP: 3622ACPG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     76045 | PA      | $77304.96     | 0.00%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.875000% 03/31/2028                                              | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1440000 | PA      | $1442137.51   | 0.04%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-225 YC                          | CUSIP: 38383FZF3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2312 | PA      | $1985.42      | 0.00%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8C1029                                               | CUSIP: 3142BBEA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    258854 | PA      | $262345.34    | 0.01%             | 2055-05-01      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE (USA), INC.                                                                                                         | AMCOR FINANCE USA INC 3.625000% 04/28/2026                                        | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2423609.82   | 0.07%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 2.650000% 11/20/2040                                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    155000 | PA      | $108795.83    | 0.00%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                                                             | REGENCY CENTERS LP 5.000000% 07/15/2032                                           | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    507000 | PA      | $510771.53    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0984                                                         | CUSIP: 3140XGCW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1318459 | PA      | $1176929.16   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                                                                                      | MICHAELS COS INC/THE 144A 11.000000% 03/15/2034                                   | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71702.58     | 0.00%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS9972                                                         | CUSIP: 3138WLCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    239382 | PA      | $229336.56    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  52475000 | PA      | $48100895.47  | 1.33%             | 2056-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5065                                                        | CUSIP: 3133KYTW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1447240 | PA      | $1283546.32   | 0.04%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K106 X1                   | CUSIP: 3137FRUV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3234314 | PA      | $141096.95    | 0.00%             | 2030-01-25      | Floating      | 1.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RE6028                                                        | CUSIP: 3133N3VV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    946312 | PA      | $827170.88    | 0.02%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                                                                 | ALTICE FRANCE SAS SR GLBL 144A 29                                                 | CUSIP: 02156LAA9<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |     33245 | PA      | $31499.11     | 0.00%             | 2032-03-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526820.82    | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3085000 | PA      | $2992212.95   | 0.08%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BE2369                                                         | CUSIP: 3140FMT30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    152747 | PA      | $146384.98    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K149 X1                   | CUSIP: 3137H93E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11222291 | PA      | $192557.68    | 0.01%             | 2032-08-25      | Floating      | 0.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7796                                                         | CUSIP: 3140XBUW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    184663 | PA      | $177239.00    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                                                                   | QUEENSLAND TREASURY CORP 144A 5.250000% 08/13/2038                                | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |   4060000 | PA      | $2630753.87   | 0.07%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-34 SA                           | CUSIP: 38378D2U8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    167889 | PA      | $15721.08     | 0.00%             | 2042-03-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9344                                                         | CUSIP: 3140QVL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    229110 | PA      | $239063.21    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7170                                                         | CUSIP: 3140XN6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    248452 | PA      | $216909.79    | 0.01%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LEHMAN XS TRUST MORTGAGE PASS-THROUGH CERTIFICATES                                                                                | LEHMAN XS TRUST SERIES 2007-16N LXS 2007-16N 2A2                                  | CUSIP: 52525BAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2869142 | PA      | $2656342.37   | 0.07%             | 2047-09-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 4.650000% 04/01/2028                                                 | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    529000 | PA      | $530940.18    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U.S. LOGISTICS FUND, L.P.                                                                                       | PROLOGIS TARGETED US LOGISTICS FUND LP 144A 4.625000% 03/15/2033                  | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2085949.63   | 0.06%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1664                                                         | CUSIP: 31418AZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68056 | PA      | $67225.68     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2009-103 MB                                                 | CUSIP: 31398GJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12057 | PA      | $12058.03     | 0.00%             | 2039-12-25      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                                              | JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032                         | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    508000 | PA      | $456351.92    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                                              | BANK 2024-BNK48 BANK 2024-BNK48 ASB                                               | CUSIP: 06541GAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    680000 | PA      | $686236.35    | 0.02%             | 2057-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                                                             | HOWMET AEROSPACE INC 4.750000% 04/15/2036                                         | CUSIP: 443201AH1<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    463000 | PA      | $450109.06    | 0.01%             | 2036-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                                                             | BANK5 2026-5YR21 BANK5 2026-5YR21 A3                                              | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    827000 | PA      | $852327.78    | 0.02%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6885                                                      | CUSIP: 36179VUJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1492437 | PA      | $1242250.15   | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                                              | JERSEY CENTRAL POWER & LIGHT CO 144A 4.400000% 01/15/2031                         | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    798000 | PA      | $786340.58    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.375000% 11/15/2048                                              | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8510000 | PA      | $6668715.21   | 0.18%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604665                                                       | CUSIP: 36200MW25<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1556 | PA      | $1569.16      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25E 1                       | CUSIP: 83162CP56<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    423586 | PA      | $407443.89    | 0.01%             | 2047-05-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 565047                                                       | CUSIP: 36213UWG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       303 | PA      | $305.21       | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4720                                                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    525014 | PA      | $501665.29    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                                                          | ELECTRICITE DE FRANCE SA MTN 2.000000% 12/09/2049                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    700000 | PA      | $476701.84    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 6.850000% 02/04/2066                                                  | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    299000 | PA      | $274877.28    | 0.01%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C01292                                                   | CUSIP: 31292HNH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2718 | PA      | $2793.03      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                                                                                     | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 STACR 2021-DNA6 M2                        | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4308704 | PA      | $4312730.32   | 0.12%             | 2041-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AD0780                                                         | CUSIP: 31418M2N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14660 | PA      | $15655.03     | 0.00%             | 2039-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORPORATION                                                                                                       | JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP 144A 9.875000% 09/20/2031               | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | NUSS              | US        |     73000 | PA      | $68989.26     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1                           | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1286889 | PA      | $1184144.48   | 0.03%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5157                                                        | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.07         | 0.00%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 6.100000% 01/15/2029                                  | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $4045993.94   | 0.11%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA5373                                                        | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    428366 | PA      | $351347.75    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 5.000000% 06/04/2028                                  | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1240419.22   | 0.03%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2256                                                         | CUSIP: 3140X5QJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    272334 | PA      | $268678.27    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781328                                                       | CUSIP: 36225BPM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5508 | PA      | $5711.25      | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA1711                                                         | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    561024 | PA      | $550128.09    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT7139                                                         | CUSIP: 3138WU4Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45185 | PA      | $42477.54     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QA2244                                                        | CUSIP: 31334YP50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2056219 | PA      | $1854803.20   | 0.05%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781484                                                       | CUSIP: 36225BUH9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       895 | PA      | $925.45       | 0.00%             | 2032-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB8975                                                        | CUSIP: 3133AF6L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    134243 | PA      | $110424.15    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 4.583000% 06/19/2029                                            | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    260000 | PA      | $259813.40    | 0.01%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                                                | ROYALTY PHARMA PLC 3.300000% 09/02/2040                                           | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    174000 | PA      | $131921.51    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2025-C32 BBCMS 2025-C32 A5                                   | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1450000 | PA      | $1514101.75   | 0.04%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0104                                                         | CUSIP: 3140FXDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120861 | PA      | $114327.35    | 0.00%             | 2056-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                                                          | ELECTRICITE DE FRANCE SA MTN 7.375000% MATURITY: PERPETUAL                        | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    100000 | PA      | $132768.51    | 0.00%             | 2175-03-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AUST 3YR BOND FUT JUN26                                                                                                           | AUST 3YR BOND FUT JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |       -45 | NC      | $-3194689.64  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB8604                                                        | CUSIP: 3133AFRZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     54740 | PA      | $45069.59     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                                                                | NORTHWESTERN MUTUAL GLOBAL FUNDING 144A 5.160000% 05/28/2031                      | CUSIP: 66815L2S7<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    975000 | PA      | $997578.07    | 0.03%             | 2031-05-28      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-06-26                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-339.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U90778                                                   | CUSIP: 3132H32K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12204 | PA      | $11481.65     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2033                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    237000 | PA      | $243662.49    | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GREAT CANADIAN GAMING CORPORATION                                                                                                 | GREAT CANADIAN GAMING CORP/RAPTOR LLC 144A 8.750000% 11/15/2029                   | CUSIP: 389925AA6<br>LEI: 549300FU60SSFLTE0M84 | Long             | DBT              | NUSS              | CA        |    122000 | PA      | $119023.99    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RED VENTURES LLC TL B 1L 7.07492% 03/04/2030                                                                                      | RED VENTURES LLC TL B 1L 7.07492% 03/04/2030 3/4/2030                             | CUSIP: 75703UAL9<br>LEI: N/A                  | Long             | LON              |  | US        |    134958 | PA      | $118661.50    | 0.00%             | 2030-03-04      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CCRR PARENT INC TL B 1L 8.54964% 03/06/2028                                                                                       | CCRR PARENT INC TL B 1L 8.54964% 03/06/2028 3/6/2028                              | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              |  | US        |    195324 | PA      | $53387.84     | 0.00%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC.                                                                                                                | NEWELL BRANDS INC 7.375000% 04/01/2036                                            | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    225000 | PA      | $207119.59    | 0.01%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                                                             | CHILE ELECTRICITY LUX MPC II SARL 144A 5.672000% 10/20/2035                       | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    853396 | PA      | $861721.53    | 0.02%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                                                                                | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 6.500000% 10/01/2031           | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43205.69     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                                          | LLOYDS BANKING GROUP PLC 4.241000% 02/10/2030                                     | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1271000 | PA      | $1257309.96   | 0.03%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.650000% 02/15/2056                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1540030.48   | 0.04%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $2853594.24   | 0.08%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM9205                                                         | CUSIP: 3140XDGP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66732 | PA      | $57480.58     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0191                                                         | CUSIP: 3140XFF97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    141161 | PA      | $121444.32    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.650000% 09/15/2059                                                     | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    326000 | PA      | $211241.34    | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.450000% 05/14/2046                                                   | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    153000 | PA      | $131335.23    | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8264                                                        | CUSIP: 3132DWFD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3215923 | PA      | $2950936.16   | 0.08%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5399 FB                                                    | CUSIP: 3137HCHB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    578090 | PA      | $580264.82    | 0.02%             | 2054-04-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.375000% 11/15/2040                                              | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5611000 | PA      | $3614273.02   | 0.10%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST, L.P.                                                                                                       | AMERICAN ASSETS TRUST LP 3.375000% 02/01/2031                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1153805.58   | 0.03%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.550000% 03/13/2033                                               | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    766000 | PA      | $758627.57    | 0.02%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 608282                                                       | CUSIP: 36202SXK9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7554 | PA      | $7733.40      | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 01/15/2029                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14210000 | PA      | $14088993.04  | 0.39%             | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                                               | COMM 2015-CCRE26 MORTGAGE TRUST COMM 2015-CR26 C                                  | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    870000 | PA      | $817834.80    | 0.02%             | 2048-10-10      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2024-6 VERUS 2024-6 A3                                 | CUSIP: 92540JAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    299671 | PA      | $301181.97    | 0.01%             | 2069-07-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QG4323                                                        | CUSIP: 3133C4YU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    174831 | PA      | $178716.01    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4382                                                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    192371 | PA      | $180876.65    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANQUE ROYALE DU CANADA                                                                                                           | ROYAL BANK OF CANADA MTN 4.696000% 08/06/2031                                     | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | NUSS              | CA        |    299000 | PA      | $298334.79    | 0.01%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 5.250000% 07/01/2029                                           | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    883000 | PA      | $902311.14    | 0.03%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 4.700000% 11/15/2035                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1009675.07   | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781668                                                       | CUSIP: 36225BZ92<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2630 | PA      | $2717.21      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                                                             | SBNA AUTO LEASE TRUST 2024-C SBALT 2024-C A4                                      | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    365000 | PA      | $365784.75    | 0.01%             | 2029-03-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                                                              | ROCHE HOLDINGS INC 144A 4.075000% 12/02/2030                                      | CUSIP: 771196CS9<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641967.91    | 0.02%             | 2030-12-02      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    730000 | PA      | $440721.65    | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA, LLC                                                                                                    | TOTALENERGIES CAPITAL USA LLC 4.569000% 01/13/2033                                | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $292013.22    | 0.01%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 09/30/2027                                              | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18908000 | PA      | $18815675.83  | 0.52%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-113 FB                                                 | CUSIP: 3136AY7F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91785 | PA      | $90639.57     | 0.00%             | 2048-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 4.750000% 04/15/2033                                           | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | NUSS              | US        |    616000 | PA      | $607629.39    | 0.02%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 3.625000% 01/15/2032           | CUSIP: 46590XAU0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    909000 | PA      | $841997.70    | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08715                                                   | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    739229 | PA      | $667856.65    | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                                                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 CGCMT 2019-GC41 A5                  | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2185000 | PA      | $2055213.40   | 0.06%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES, INC.                                                                                                             | GILEAD SCIENCES INC 4.000000% 09/01/2036                                          | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    262000 | PA      | $241560.41    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2707                                                         | CUSIP: 31418CAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154250 | PA      | $146418.66    | 0.00%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2762                                                        | CUSIP: 3132DQB70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    377922 | PA      | $384777.18    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-86 FE                                                  | CUSIP: 3136AT6K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    603151 | PA      | $596867.56    | 0.02%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                                                                                           | TAKEOFF MERGER SUB INC 144A 4.850000% 03/24/2031                                  | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1074394.24   | 0.03%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GENESYS 1/25 (USD) TL                                                                                                             | GENESYS 1/25 (USD) TL 1/30/2032                                                   | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              |  | US        |     79268 | PA      | $75734.05     | 0.00%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| EnBW International Finance B.V.                                                                                                   | ENBW INTERNATIONAL FINANCE BV MTN 5.792300% 02/26/2036                            | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | NUSS              | DE        |    520000 | PA      | $343536.13    | 0.01%             | 2036-02-26      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                                                                              | CROSS 2025-H10 MORTGAGE TRUST CROSS 2025-H10 A1                                   | CUSIP: 22758YAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2775497 | PA      | $2758424.71   | 0.08%             | 2071-01-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                                                   | UNIVERSAL HEALTH SERVICES INC 1.650000% 09/01/2026                                | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    685000 | PA      | $676814.87    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 5.279000% 03/10/2037                                            | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    869000 | PA      | $853391.32    | 0.02%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.875000% 04/30/2030                                              | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1912000 | PA      | $1909908.75   | 0.05%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO HOME EQUITY TRUST                                                                                                     | WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2006-2 M2                | CUSIP: 9497EAAF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1091686 | PA      | $1089218.40   | 0.03%             | 2036-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA8305                                                         | CUSIP: 3140QGGP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3070896 | PA      | $2706043.35   | 0.08%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K136 X1                   | CUSIP: 3137H4SK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  11927581 | PA      | $186827.67    | 0.01%             | 2031-12-25      | Floating      | 0.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC STRIPS FHS 271 30                                                     | CUSIP: 3128HXTR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    179264 | PA      | $165059.30    | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                                                               | STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV STAR 2020-INV1 A1                    | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     56382 | PA      | $54168.45     | 0.00%             | 2055-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                                                 | OCTAGON INVESTMENT PARTNERS 41 LTD OCT41 2019-2A A2R2                             | CUSIP: 67592FBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998104.00   | 0.08%             | 2033-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.750000% 02/15/2056                                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9447000 | PA      | $9213777.19   | 0.26%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6651                                                         | CUSIP: 3140XAL91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    226471 | PA      | $204690.13    | 0.01%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 6.550000% 05/01/2037                                        | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    268000 | PA      | $270196.49    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB7115                                                         | CUSIP: 31417D3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8712161 | PA      | $8022666.21   | 0.22%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ0254                                                         | CUSIP: 3140KKH80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     50959 | PA      | $41939.76     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB1805                                                         | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1294762 | PA      | $1114795.70   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2025-NQM7 TRUST OBX 2025-NQM7 A1                                              | CUSIP: 67121DAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1621894 | PA      | $1629256.50   | 0.05%             | 2055-05-25      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5089                                                        | CUSIP: 3132DSUN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    132624 | PA      | $128416.66    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 11/15/2029                             | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1555000 | PA      | $1593313.78   | 0.04%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                                                        | VONOVIA SE MTN 5.717000% 09/03/2035                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | NUSS              | DE        |    890000 | PA      | $573315.39    | 0.02%             | 2035-09-03      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A61164                                                   | CUSIP: 3128KRJH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     29262 | PA      | $29298.85     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 3.824000% 01/20/2028                                     | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    631000 | PA      | $627853.71    | 0.02%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-34 DN                           | CUSIP: 38383MFU7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    778527 | PA      | $743688.39    | 0.02%             | 2041-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4927 BG                                                    | CUSIP: 3137FPPA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    413362 | PA      | $380620.15    | 0.01%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 735227                                                         | CUSIP: 31402QYY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18372 | PA      | $18768.67     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                                                                                                                      | PERATON CORP 2/1/2028                                                             | CUSIP: 71360HAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    149897 | PA      | $127662.58    | 0.00%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                                                    | FED REPUBLIC OF BRAZIL 6.625000% 03/15/2035                                       | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    446000 | PA      | $455878.90    | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2491                                                        | CUSIP: 3132DPXU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1112261 | PA      | $1020837.64   | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD0254                                                        | CUSIP: 3133AWH72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    151690 | PA      | $123848.04    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G06669                                                   | CUSIP: 3128M8W67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     16120 | PA      | $16975.11     | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                                                            | REYNOLDS AMERICAN INC 5.850000% 08/15/2045                                        | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |    490000 | PA      | $474554.80    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL2475                                                        | CUSIP: 31427PXD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2094476 | PA      | $2105030.20   | 0.06%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.950000% 09/10/2034           | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1910000 | PA      | $1856372.28   | 0.05%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-59 IO                           | CUSIP: 38381EX45<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3248637 | PA      | $134871.73    | 0.00%             | 2062-02-16      | Floating      | 0.57%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST SERIES 2024-5 VZMT 2024-5 A                                  | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1475000 | PA      | $1504042.46   | 0.04%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 2.987000% 10/30/2056                                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    521000 | PA      | $305736.31    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                                                | BOEING CO/THE 6.298000% 05/01/2029                                                | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    710000 | PA      | $745383.28    | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 752200                                                       | CUSIP: 36230LNR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    101926 | PA      | $91807.79     | 0.00%             | 2046-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2026-V20 MORTGAGE TRUST BMARK 2026-V20 A3                               | CUSIP: 08164KAW0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    256000 | PA      | $260568.45    | 0.01%             | 2059-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT3290                                                         | CUSIP: 3140LRUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133684 | PA      | $114978.30    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 3.500000% 09/01/2030                                                      | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1899282.32   | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                                                                      | NORFOLK SOUTHERN CORP 5.100000% 05/01/2035                                        | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    590000 | PA      | $591721.01    | 0.02%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.950000% 03/13/2066                                               | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    182000 | PA      | $182596.59    | 0.01%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219531.13    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5217 CD                                                    | CUSIP: 3137H6SL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    422861 | PA      | $394727.13    | 0.01%             | 2049-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNGE Ltd FINANCE CORP                                                                                                            | BUNGE LTD FINANCE CORP 5.150000% 08/04/2035                                       | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    887000 | PA      | $883199.31    | 0.02%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                                                                              | APPLOVIN CORP 5.950000% 12/01/2054                                                | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $999171.65    | 0.03%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-139 GA                          | CUSIP: 38380HEJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1001670 | PA      | $905345.65    | 0.03%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 5.900000% 06/01/2053                                                      | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    257000 | PA      | $244690.48    | 0.01%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FDJ UNITED                                                                                                                        | FDJ UNITED 3.375000% 11/21/2033                                                   | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | DBT              | NUSS              | FR        |    700000 | PA      | $775026.96    | 0.02%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 611201                                                       | CUSIP: 36202WAA7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     45249 | PA      | $45670.32     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1276                                                         | CUSIP: 3140XGM22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    923927 | PA      | $911237.12    | 0.03%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 6.750000% 12/10/2054                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $232884.89    | 0.01%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5091 AB                                                    | CUSIP: 3137FYM52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    703826 | PA      | $572748.43    | 0.02%             | 2051-03-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-22 FG                                                  | CUSIP: 3136ARG93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    340659 | PA      | $337065.10    | 0.01%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67717                                                   | CUSIP: 3132XCSE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    977233 | PA      | $938532.62    | 0.03%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1489                                                         | CUSIP: 3140W1UP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    663900 | PA      | $609285.43    | 0.02%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7552                                                        | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2641208 | PA      | $2267858.62   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 1211 AVENUE OF THE AMERICAS TRUST                                                                                                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 AOTA 2015-1211 A1A2                   | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2276000 | PA      | $2173580.00   | 0.06%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7641                                                         | CUSIP: 3140XBP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1302415 | PA      | $1257064.08   | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                                           | CORP NACIONAL DEL COBRE DE CHILE 5.950000% 01/08/2034                             | CUSIP: P3143NBQ6<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | NUSS              | CL        |    438000 | PA      | $447839.23    | 0.01%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 5.333000% 03/27/2036                                                | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20060.93     | 0.00%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD                                                                                                                  | CIFC FUNDING 2023-II LTD CIFC 2023-2A AR                                          | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2346571.35   | 0.07%             | 2037-01-21      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                                                                                           | AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-1 AHM 2006-1 12A1                    | CUSIP: 02660TJB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1511684 | PA      | $1371769.84   | 0.04%             | 2046-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.587000% 01/18/2036                                               | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $295662.19    | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC.                                                                                                         | WILLIS NORTH AMERICA INC 4.550000% 03/15/2031                                     | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1640572.12   | 0.05%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 611016                                                       | CUSIP: 36202VYM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5486 | PA      | $5573.79      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SI2045                                                        | CUSIP: 3133USHW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    844609 | PA      | $752938.32    | 0.02%             | 2046-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.500000% 11/15/2045                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    205000 | PA      | $193994.69    | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                                                        | APPLE INC 2.375000% 02/08/2041                                                    | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    187000 | PA      | $132626.89    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                                                      | US BANCORP 4.839000% 02/01/2034                                                   | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217420.96    | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 1.794000% 02/13/2032                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $142879.83    | 0.00%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841081                                               | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    155215 | PA      | $158327.33    | 0.00%             | 2050-02-01      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 4.238000% 01/09/2030                                               | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    360000 | PA      | $356367.06    | 0.01%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST                                                                                                       | VOLKSWAGEN AUTO LEASE TRUST 2026-A VWALT 2026-A A3                                | CUSIP: 92868CAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1271000 | PA      | $1268465.63   | 0.04%             | 2029-03-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                                       | IMPERIAL BRANDS FINANCE PLC 144A 3.500000% 07/26/2026                             | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    635000 | PA      | $633120.57    | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 5.900000% 02/10/2063                                                   | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    260000 | PA      | $241180.36    | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Emirate of Abu Dhabi                                                                                                              | ABU DHABI GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 04/30/2054                 | CUSIP: 29135LAU4<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |   1500000 | PA      | $1436284.22   | 0.04%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV0541                                                         | CUSIP: 3140MDS74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140138 | PA      | $130095.64    | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.650000% 11/20/2035                                               | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    830000 | PA      | $813855.08    | 0.02%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                                                           | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-37A 2A               | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4703 | PA      | $4645.78      | 0.00%             | 2033-12-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA APR                             | CUSIP: 21H022648<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  16700000 | PA      | $14364609.38  | 0.40%             | 2048-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4753 BD                                                    | CUSIP: 3137FDV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    262025 | PA      | $234469.40    | 0.01%             | 2048-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                                                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2025-1 A1                        | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1672000 | PA      | $1682852.62   | 0.05%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.204000% 11/17/2028                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74740.26     | 0.00%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.250000% 04/01/2053           | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    318000 | PA      | $249374.63    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 2.800000% 08/12/2041                                                   | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    221000 | PA      | $151797.85    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3846                                                         | CUSIP: 31418DHY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    573199 | PA      | $501046.48    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4854 FB                                                    | CUSIP: 3137FKLB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    532617 | PA      | $526083.00    | 0.01%             | 2049-01-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                                                   | STATE OF ISRAEL 3.375000% 01/15/2050                                              | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    280000 | PA      | $180576.33    | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                                                                   | BAE SYSTEMS PLC 144A 5.250000% 03/26/2031                                         | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | NUSS              | GB        |   1185000 | PA      | $1216063.97   | 0.03%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1104                                                        | CUSIP: 3132DNGM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1361367 | PA      | $1308396.95   | 0.04%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                                                                  | BROOKFIELD ASSET MANAGEMENT LTD 5.298000% 01/15/2036                              | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | NUSS              | CA        |    586000 | PA      | $572574.18    | 0.02%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                                                    | JOHN DEERE CAPITAL CORP 4.500000% 01/08/2027                                      | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    872000 | PA      | $874730.13    | 0.02%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                                           | BAYER US FINANCE II LLC 144A 4.375000% 12/15/2028                                 | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |   3688000 | PA      | $3651005.05   | 0.10%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QA0311                                                        | CUSIP: 31334WKY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    152500 | PA      | $148597.66    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 GA                          | CUSIP: 38383D2L1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04         | 0.00%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5878                                                      | CUSIP: 36179UQ70<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    164907 | PA      | $166613.36    | 0.00%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC TL 1L 08/15/2029                                                                                           | BARRACUDA NETWORKS INC TL 1L 08/15/2029 8/15/2029                                 | CUSIP: 06832FAB3<br>LEI: N/A                  | Long             | LON              |  | US        |     74490 | PA      | $47115.03     | 0.00%             | 2029-08-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC S.a r.l.                                                                                                | CHILE ELECTRICITY LUX MPC SARL 144A 6.010000% 01/20/2033                          | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    761100 | PA      | $785348.65    | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-54 KA                                                  | CUSIP: 3136B2YM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91636 | PA      | $91088.38     | 0.00%             | 2047-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-40 DW                                                  | CUSIP: 3136BHPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     85248 | PA      | $75864.19     | 0.00%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE-ACES FNA 2018-M15 1A2                                                  | CUSIP: 3136B3YD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    100000 | PA      | $94234.35     | 0.00%             | 2036-01-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                                           | HYUNDAI CAPITAL AMERICA 144A 4.500000% 09/18/2030                                 | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    446000 | PA      | $438560.82    | 0.01%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-64 A                                                   | CUSIP: 3136B22V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    343241 | PA      | $306242.32    | 0.01%             | 2048-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 06/01/2041           | CUSIP: 161175BZ6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    132000 | PA      | $92563.49     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance B.V.                                                                                                            | SARTORIUS FINANCE BV 4.500000% 09/14/2032                                         | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $117949.48    | 0.00%             | 2032-09-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 CW                           | CUSIP: 38382NLJ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    535782 | PA      | $528341.71    | 0.01%             | 2051-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS4602                                                        | CUSIP: 3132A5DF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    886162 | PA      | $808172.85    | 0.02%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787540                                                      | CUSIP: 3622ADHR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1085552 | PA      | $1035431.27   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0683                                                         | CUSIP: 3140FXXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    837060 | PA      | $774707.64    | 0.02%             | 2062-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU7751                                                         | CUSIP: 3140M9TH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    361903 | PA      | $343076.81    | 0.01%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604706                                                       | CUSIP: 36200MYB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11482 | PA      | $11892.48     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  47226128 | NS      | $47226128.15  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8C1073                                               | CUSIP: 3142BBFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1048723 | PA      | $1057022.42   | 0.03%             | 2055-07-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                                                 | STORE CAPITAL LLC 2.700000% 12/01/2031                                            | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    154000 | PA      | $134007.94    | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7647                                                         | CUSIP: 3140JCP99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    779712 | PA      | $793517.60    | 0.02%             | 2055-01-01      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 01/31/2028                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3417000 | PA      | $3397512.44   | 0.09%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA4757                                                        | CUSIP: 3133KLJA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    153299 | PA      | $127218.75    | 0.00%             | 2046-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7135                                                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1732444 | PA      | $1431988.50   | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                                                                             | ELI LILLY & CO 4.600000% 08/14/2034                                               | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    634000 | PA      | $627586.42    | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    914000 | PA      | $784214.29    | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                                                             | BOOKING HOLDINGS INC 3.875000% 03/21/2045                                         | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | NUSS              | US        |    325000 | PA      | $330084.50    | 0.01%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMCOR UK FINANCE PLC                                                                                                              | AMCOR UK FINANCE PLC 3.750000% 02/20/2033                                         | CUSIP: 0234EVAD3<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | NUSS              | AU        |   1590000 | PA      | $1769161.31   | 0.05%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.700000% 12/01/2055           | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    291000 | PA      | $278012.25    | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.972000% 02/04/2033                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $425450.15    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2025-PJ6 GSMBS 2025-PJ6 A5                    | CUSIP: 36272KAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1178983 | PA      | $1179270.43   | 0.03%             | 2055-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 6.550000% 12/01/2033                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $529034.25    | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 494538                                                       | CUSIP: 36210KLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1104 | PA      | $1113.82      | 0.00%             | 2029-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                                                                          | FARMERS EXCHANGE CAPITAL 144A 7.200000% 07/15/2048                                | CUSIP: 309588AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1021000 | PA      | $1031640.02   | 0.03%             | 2048-07-15      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G61748                                                   | CUSIP: 31335B5H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2033769 | PA      | $1907130.64   | 0.05%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6609                                                        | CUSIP: 3132DUKW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2175421 | PA      | $2300065.50   | 0.06%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QE5202                                                        | CUSIP: 3133BEX73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    548082 | PA      | $519433.74    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1726                                                         | CUSIP: 3140XG4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    141258 | PA      | $123830.83    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZUFFA/TKO GROUP 9/25                                                                                                              | ZUFFA/TKO GROUP 9/25 LIEN1                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    147065 | PA      | $146876.53    | 0.00%             | 2031-11-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-14 IO                           | CUSIP: 38380RRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2533176 | PA      | $228674.37    | 0.01%             | 2063-06-16      | Floating      | 1.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.182000% 06/01/2028                                          | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    410000 | PA      | $399674.44    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                                                                | QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.817000% 03/14/2049                     | CUSIP: 74727PBB6<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    238000 | PA      | $210007.22    | 0.01%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2025-NQM6 TRUST OBX 2025-NQM6 A1                                              | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2512797 | PA      | $2525277.67   | 0.07%             | 2065-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB1878                                                         | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    451892 | PA      | $401140.32    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 5.400000% 10/15/2035                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1976853.62   | 0.05%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                                                                          | VIRGIN MEDIA BRISTOL LLC 3/31/2031                                                | CUSIP: G9368PBH6<br>LEI: N/A                  | Long             | LON              |  | US        |    583994 | PA      | $531072.05    | 0.01%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| VT TOPCO, INC.                                                                                                                    | VT TOPCO INC 144A 8.500000% 08/15/2030                                            | CUSIP: 91838PAA9<br>LEI: 5493007T812R37X02Y38 | Long             | DBT              | CORP              | US        |    376000 | PA      | $382279.20    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                                                          | ELECTRICITE DE FRANCE SA MTN 4.750000% 06/17/2044                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |    700000 | PA      | $796585.39    | 0.02%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2153.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2707                                                         | CUSIP: 3140XJAH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    552067 | PA      | $510110.30    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PHH ALTERNATIVE MORTGAGE TRUST                                                                                                    | PHH ALTERNATIVE MORTGAGE TRUST SERIES 2007-3 PHHAM 2007-3 A3                      | CUSIP: 69337MAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1613612 | PA      | $1581631.04   | 0.04%             | 2037-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST                                                                                                      | NAVIENT REFINANCE LOAN TRUST 2026-A NAVRL 2026-A A                                | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2006000 | PA      | $1983392.78   | 0.05%             | 2056-01-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    380000 | PA      | $388944.69    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5236                                                         | CUSIP: 3140XLZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    466172 | PA      | $426575.01    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB7109                                                         | CUSIP: 3140QS3T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1170555 | PA      | $1188146.18   | 0.03%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT4281                                                         | CUSIP: 3138WRXK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13369 | PA      | $12911.63     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                                               | VIRGINIA ELECTRIC AND POWER CO 5.000000% 01/15/2034                               | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   3561000 | PA      | $3549292.36   | 0.10%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QI5003                                                        | CUSIP: 3133WBRY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    597741 | PA      | $621500.12    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Michaels Cos TL 02/18/2033                                                                                                        | Michaels Cos TL 02/18/2033 2/18/2033                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    325646 | PA      | $315323.38    | 0.01%             | 2033-02-18      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR3 A2               | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      7402 | PA      | $7081.15      | 0.00%             | 2034-06-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5219                                                        | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1044586 | PA      | $1079232.32   | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                                                           | GSR MORTGAGE LOAN TRUST 2003-13 GSR 2003-13 1A1                                   | CUSIP: 36228FYY6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     72796 | PA      | $73301.39     | 0.00%             | 2033-10-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB, LLC                                                                                                  | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR IS 9.500000% 07/01/2032           | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $158692.94    | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                                                                         | MFA 2021-RPL1 TRUST MFRA 2021-RPL1 A1                                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    306488 | PA      | $280601.09    | 0.01%             | 2060-07-25      | Floating      | 1.13%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    552997 | PA      | $550376.45    | 0.02%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8694                                                         | CUSIP: 3140XCUU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2460156 | PA      | $2117378.10   | 0.06%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4071                                                         | CUSIP: 31418DQZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    991910 | PA      | $879417.71    | 0.02%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT0846                                                         | CUSIP: 3140LN5G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    125091 | PA      | $107587.17    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                                                              | FX Forward Contract: EUR/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $2840.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                                                                          | LCM 31 LTD LCM 31A BR                                                             | CUSIP: 50201QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2993016.00   | 0.08%             | 2034-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| XEROX CORPORATION TL 1L 9.34393% 11/19/2029                                                                                       | XEROX CORPORATION TL 1L 9.34393% 11/19/2029 11/19/2029                            | CUSIP: 98415LAY2<br>LEI: N/A                  | Long             | LON              |  | US        |    357630 | PA      | $225307.21    | 0.01%             | 2029-11-19      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A45076                                                   | CUSIP: 3128K5T93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1323 | PA      | $1310.22      | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                                              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 TALNT 2025-1A A                       | CUSIP: 891950AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2035000 | PA      | $2051088.30   | 0.06%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2022-B33 MORTGAGE TRUST BMARK 2022-B33 A5                               | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    800000 | PA      | $740206.64    | 0.02%             | 2055-03-15      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 555732                                                       | CUSIP: 36213JLM5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1445 | PA      | $1489.92      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                                                         | DUKE ENERGY PROGRESS LLC 4.100000% 05/15/2042                                     | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $331515.42    | 0.01%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                                                         | NORTHERN STATES POWER CO/MN 5.050000% 05/15/2035                                  | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    746000 | PA      | $751185.04    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                                                    | ENTERPRISE FLEET FINANCING 2024-3 LLC EFF 2024-3 A2                               | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |         0 | PA      | $0.03         | 0.00%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                                                         | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGO 5.850000% 06/15/2056           | CUSIP: 05724BAQ2<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    444000 | PA      | $434472.75    | 0.01%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    965000 | PA      | $582597.80    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 4.133000% 10/18/2029                                           | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1856211.95   | 0.05%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS, INC.                                                                                                               | CISCO SYSTEMS INC 5.500000% 02/24/2055                                            | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    176000 | PA      | $170643.14    | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4658                                                         | CUSIP: 3140XLE87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    170625 | PA      | $164579.72    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 995072                                                         | CUSIP: 31416BMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30740 | PA      | $31624.92     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                                                           | BANK OF NEW YORK MELLON CORP/THE MTN 4.942000% 02/11/2031                         | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    177000 | PA      | $179335.16    | 0.00%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $957109.65    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0028                                                         | CUSIP: 3140XFA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69665 | PA      | $59755.79     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5220 QK                                                    | CUSIP: 3137H77M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    791355 | PA      | $761480.81    | 0.02%             | 2050-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4937 MD                                                    | CUSIP: 3137FQA37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    416011 | PA      | $368161.97    | 0.01%             | 2049-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7038                                                         | CUSIP: 3140XNZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    324980 | PA      | $345405.98    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4991 QV                                                    | CUSIP: 3137FUVK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    263469 | PA      | $225324.82    | 0.01%             | 2045-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6810                                                      | CUSIP: 36179VR77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1328595 | PA      | $1158495.84   | 0.03%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 01/31/2028                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14369000 | PA      | $14287051.87  | 0.40%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-24 BC                           | CUSIP: 38382NPQ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV5373                                                         | CUSIP: 3140MJ6K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     75065 | PA      | $64105.40     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-21 GV                           | CUSIP: 38382DLG2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    319078 | PA      | $278296.56    | 0.01%             | 2049-10-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 587360                                                       | CUSIP: 36201MQM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3210 | PA      | $3284.20      | 0.00%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BCPE NORTH STAR US HOLDCO  NC                                                                                                     | BCPE NORTH STAR US HOLDCO  NC 6/12/2028                                           | CUSIP: 05552DAD4<br>LEI: N/A                  | Long             | LON              |  | US        |    152464 | PA      | $151739.75    | 0.00%             | 2028-06-12      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4512                                                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    622231 | PA      | $614454.03    | 0.02%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                                                      | MASSMUTUAL GLOBAL FUNDING II MTN 4.950000% 01/10/2030                             | CUSIP: 57629TBV8<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1162318.87   | 0.03%             | 2030-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LIMITED                                                                                                          | HEATHROW FUNDING LTD MTN 3.875000% 01/16/2036                                     | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | NUSS              | GB        |    370000 | PA      | $411722.35    | 0.01%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC1462                                                         | CUSIP: 3140Y7TU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    622132 | PA      | $658486.26    | 0.02%             | 2055-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K120 X1                   | CUSIP: 3137F72R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5327963 | PA      | $201398.59    | 0.01%             | 2030-10-25      | Floating      | 1.03%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 B                                       | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $725847.17    | 0.02%             | 2073-07-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 5.750000% 04/01/2033           | CUSIP: 46590XAY2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    221000 | PA      | $228125.10    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5202 TA                                                    | CUSIP: 3137H63N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    715873 | PA      | $655864.82    | 0.02%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH                                                                                                                       | PEACEHEALTH OBLIGATED GROUP 4.855000% 11/15/2032                                  | CUSIP: 70462GAF5<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1662138.22   | 0.05%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1543                                                         | CUSIP: 3140XGWD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    661687 | PA      | $574809.07    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-1 FA                                                   | CUSIP: 3136B0WX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114528 | PA      | $113050.98    | 0.00%             | 2048-02-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4114000 | PA      | $4056925.00   | 0.11%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-117 FA                                                 | CUSIP: 3136A14A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309838 | PA      | $307285.43    | 0.01%             | 2041-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1221                                                         | CUSIP: 31418ALB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      8194 | PA      | $8094.01      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance B.V.                                                                                                            | SARTORIUS FINANCE BV 4.875000% 09/14/2035                                         | CUSIP: N/A<br>LEI: 529900JCAKTMRXK9EA58       | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $595174.13    | 0.02%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVENUE STUDENT LOANS LLC CASL 2017-A A1                                   | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    154642 | PA      | $155979.19    | 0.00%             | 2046-11-26      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                                                                                            | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 4.750000% 02/03/2031           | CUSIP: 71568PAZ2<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    900000 | PA      | $873393.22    | 0.02%             | 2031-02-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                                                    | CHARLES SCHWAB CORP/THE 4.914000% 11/14/2036                                      | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    489000 | PA      | $475314.93    | 0.01%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QA6457                                                        | CUSIP: 3133A1E65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    594063 | PA      | $523133.46    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                                                           | MF1 2021-FL7 LTD MF1 2021-FL7 A                                                   | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     87179 | PA      | $87163.72     | 0.00%             | 2036-10-16      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8624.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARBOUR CLO DESIGNATED ACTIVITY COMPANY                                                                                            | ARBOUR CLO IV DAC ARBR 4A BRRR                                                    | CUSIP: N/A<br>LEI: 549300YXBWG4ECHKDX72       | Long             | ABS-CBDO         | CORP              | IE        |   1600000 | PA      | $1845956.45   | 0.05%             | 2039-11-15      | Floating      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                                                           | MOLINA HEALTHCARE INC 144A 6.250000% 01/15/2033                                   | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    181000 | PA      | $175495.90    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB3685                                                         | CUSIP: 31417ACX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    859591 | PA      | $830204.33    | 0.02%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT STUDENT LOAN TRUST                                                                                             | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2005-A SLMA 2005-A A4                       | CUSIP: 78443CBV5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    388131 | PA      | $384745.81    | 0.01%             | 2038-12-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                                                                                         | JGWPT XXXII LLC HENDR 2014-2A A                                                   | CUSIP: 46618AAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    688276 | PA      | $624649.02    | 0.02%             | 2073-01-17      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2A1                           | CUSIP: 78448YAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    554795 | PA      | $549533.38    | 0.02%             | 2053-01-15      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD8675                                                        | CUSIP: 3133B6T83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    148284 | PA      | $127115.97    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 4.400000% 04/30/2031                                                     | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    977000 | PA      | $967150.73    | 0.03%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D NAVSL 2020-DA A                  | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    169353 | PA      | $161740.73    | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5207 PA                                                    | CUSIP: 3137H6K95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    577492 | PA      | $518624.06    | 0.01%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7675                                                         | CUSIP: 3140XBQ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    271611 | PA      | $234059.79    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G07335                                                   | CUSIP: 3128M9PU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     31504 | PA      | $33352.15     | 0.00%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                                       | EQUINOR ASA 5.125000% 06/03/2035                                                  | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    297000 | PA      | $302374.41    | 0.01%             | 2035-06-03      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QY3552                                                        | CUSIP: 31426M5N8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    633003 | PA      | $648606.31    | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 582415                                                       | CUSIP: 36201GAQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     56282 | PA      | $58650.17     | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB5093                                                        | CUSIP: 3133ABUS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    125228 | PA      | $107665.23    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                                                                                        | SYDNEY AIRPORT FINANCE CO PTY LTD MTN 5.900000% 04/19/2034                        | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | NUSS              | AU        |    350000 | PA      | $235946.22    | 0.01%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                                                                        | CLOUD CAPITAL HOLDCO LP CLDCD 2024-1A A2                                          | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2325000 | PA      | $2325201.58   | 0.06%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4281 FA                                                    | CUSIP: 3137B6N56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     85959 | PA      | $85224.66     | 0.00%             | 2043-12-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0612                                                         | CUSIP: 3140XFVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70279 | PA      | $57783.60     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS9316                                                        | CUSIP: 3132AAK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    236143 | PA      | $227000.23    | 0.01%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                                                               | CBRE SERVICES INC 5.500000% 06/15/2035                                            | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    277000 | PA      | $279550.12    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 6.000000% 04/30/2056                                                     | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    515000 | PA      | $503880.76    | 0.01%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                                                          | TOYOTA LEASE OWNER TRUST 2025-A TLOT 2025-A A3                                    | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    885000 | PA      | $889409.34    | 0.02%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KENTUCKY UTILITIES COMPANY                                                                                                        | KENTUCKY UTILITIES CO 5.850000% 08/15/2055                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    565000 | PA      | $561761.83    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 4.918000% 07/20/2033                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    905000 | PA      | $906653.41    | 0.03%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841998                                               | CUSIP: 31288RGF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    402591 | PA      | $408620.95    | 0.01%             | 2055-08-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                                                             | LAS VEGAS SANDS CORP 6.000000% 06/14/2030                                         | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1167398.63   | 0.03%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                                                                    | APOLLO GLOBAL MANAGEMENT INC 5.700000% 03/30/2036                                 | CUSIP: 03769MAG1<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    853000 | PA      | $853757.28    | 0.02%             | 2036-03-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.299000% 07/24/2029                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2047512.67   | 0.06%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL3481                                                        | CUSIP: 31427Q2P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    697066 | PA      | $710566.62    | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                                                          | TOYOTA LEASE OWNER TRUST 2026-A TLOT 2026-A A3                                    | CUSIP: 89240MAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1557000 | PA      | $1546892.89   | 0.04%             | 2029-02-20      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS, LLC                                                                                                   | RAVEN ACQUISITION HOLDINGS LLC 144A 6.875000% 11/15/2031                          | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $115686.85    | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C01241                                                   | CUSIP: 31292HLW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1696 | PA      | $1735.34      | 0.00%             | 2031-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                                                        | DUKE ENERGY CAROLINAS LLC 3.550000% 03/15/2052                                    | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    310000 | PA      | $218665.43    | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-26 FA                                                  | CUSIP: 3136AWBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    585686 | PA      | $580359.83    | 0.02%             | 2047-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-25 PA                                                  | CUSIP: 3136B4B64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    541653 | PA      | $505209.51    | 0.01%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST                                                                                                    | CARRINGTON MORTGAGE LOAN TRUST SERIES 2006-FRE1 CARR 2006-FRE1 A4                 | CUSIP: 144538AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2526074 | PA      | $2349688.86   | 0.07%             | 2036-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                                                                             | AMERICAN ELECTRIC POWER CO INC 5.800000% 03/15/2056                               | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493907.50    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION 30YR TBA                                    | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |   6000000 | PA      | $5909962.98   | 0.16%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2024-NQM10 TRUST OBX 2024-NQM10 A3                                            | CUSIP: 67119MAC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    253439 | PA      | $255545.48    | 0.01%             | 2064-05-25      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7192                                                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1726407 | PA      | $1426998.37   | 0.04%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4733                                                         | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6669176 | PA      | $6464828.51   | 0.18%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5708                                                         | CUSIP: 3140XMKW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     72969 | PA      | $72863.62     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4941 GA                                                    | CUSIP: 3137FQS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    240092 | PA      | $201359.01    | 0.01%             | 2047-12-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A24156                                                   | CUSIP: 31297BTM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      8192 | PA      | $8478.03      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                                                        | AMERICAN TOWER CORP 1.875000% 10/15/2030                                          | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    530000 | PA      | $467760.21    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                                                                                 | T-MOBILE US TRUST 2026-1 TMUST 2026-1A A                                          | CUSIP: 87269AAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    910000 | PA      | $903707.35    | 0.03%             | 2030-10-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 5.875000% 11/15/2040                                        | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $2972454.15   | 0.08%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.320000% 07/19/2035                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    980000 | PA      | $983398.86    | 0.03%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                                         | SUNOCO LP 144A 7.875000% MATURITY: PERPETUAL                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    685000 | PA      | $699402.81    | 0.02%             | 2175-03-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1015                                                         | CUSIP: 3140XGDV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    755582 | PA      | $619549.58    | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 X1                   | CUSIP: 3137FMU26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1928369 | PA      | $47429.40     | 0.00%             | 2029-06-25      | Floating      | 0.87%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 5.375000% 05/30/2030                             | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |   1570000 | PA      | $1587118.45   | 0.04%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787354                                                      | CUSIP: 3622ADBX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1716517 | PA      | $1489477.70   | 0.04%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 569552                                                       | CUSIP: 36200QWM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       875 | PA      | $895.71       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67708                                                   | CUSIP: 3132XCR56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1131861 | PA      | $1058306.51   | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                                                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.125000% 12/15/2030                      | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    269000 | PA      | $276646.59    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BD2455                                                         | CUSIP: 3140F9WR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    563974 | PA      | $509386.93    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STAR PARENT, INC.                                                                                                                 | STAR PARENT INC 144A 9.000000% 10/01/2030                                         | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    255000 | PA      | $264180.26    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BC1509                                                         | CUSIP: 3140EVVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     25480 | PA      | $23010.30     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6157                                                      | CUSIP: 36179UZW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     82608 | PA      | $83394.47     | 0.00%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787142                                                      | CUSIP: 3622ACZF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    949560 | PA      | $843534.84    | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4365                                                        | CUSIP: 3132E0Z62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    236614 | PA      | $239430.58    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                                                               | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 CAS 2022-R01 1B1                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    460000 | PA      | $464152.37    | 0.01%             | 2041-12-25      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5904                                                         | CUSIP: 3140X9R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     44375 | PA      | $38123.95     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                                                | ROYALTY PHARMA PLC 3.550000% 09/02/2050                                           | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    796000 | PA      | $537161.53    | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 564494                                                       | CUSIP: 36213UC73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1774 | PA      | $1820.49      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                                                            | BEAR STEARNS ARM TRUST 2003-7 BSARM 2003-7 9A                                     | CUSIP: 07384MYZ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    143659 | PA      | $131585.97    | 0.00%             | 2033-10-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| TRIP.COM/TRIPADVISOR 7/24 TLB                                                                                                     | TRIP.COM/TRIPADVISOR 7/24 TLB 7/1/2031                                            | CUSIP: 89677NAE4<br>LEI: N/A                  | Long             | LON              |  | US        |    110120 | PA      | $104063.66    | 0.00%             | 2031-07-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                                                    | FLEXENTIAL ISSUER 2021-1 FLX 2021-1A A2                                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    548571 | PA      | $548252.16    | 0.02%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-12 FA                                                  | CUSIP: 3136A32U4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142261 | PA      | $141202.90    | 0.00%             | 2042-02-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Romania                                                                                                                           | ROMANIA 6.625000% 05/16/2036                                                      | CUSIP: X73648AA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    732000 | PA      | $726770.04    | 0.02%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2022-2 RCKT 2022-2 A2                                         | CUSIP: 74938WAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    487538 | PA      | $405674.80    | 0.01%             | 2052-02-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2 SFAST 2025-2A A4                 | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    632000 | PA      | $633713.92    | 0.02%             | 2031-05-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SAS                                                                                                                 | ALTICE FRANCE SA 144A 6.875000% 07/15/2032                                        | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | NUSS              | FR        |    117000 | PA      | $110860.83    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4611 BF                                                    | CUSIP: 3137BRC60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2032382 | PA      | $2022665.37   | 0.06%             | 2041-06-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                                                                   | BP CAPITAL MARKETS AMERICA INC 4.812000% 02/13/2033                               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1444659.87   | 0.04%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4019                                                         | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     24143 | PA      | $20536.77     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-189 PT                          | CUSIP: 38383LDU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    705992 | PA      | $592859.10    | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0745                                                        | CUSIP: 3132DMZJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    278453 | PA      | $229082.18    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4518                                                        | CUSIP: 3132DSAT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3504725 | PA      | $3217022.30   | 0.09%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                                                                                 | CSC HOLDINGS LLC 144A 11.750000% 01/31/2029                                       | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1417364.20   | 0.04%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 4.300000% 03/16/2031                                 | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1685570.42   | 0.05%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS, L.P.                                                                                               | KINDER MORGAN ENERGY PARTNERS LP 5.500000% 03/01/2044                             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    365000 | PA      | $344735.65    | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 4.375000% 11/15/2032                                                 | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    438000 | PA      | $435494.34    | 0.01%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT9402                                                         | CUSIP: 3140LYNU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    300759 | PA      | $263298.63    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES L.P.                                                                                                            | ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE C 10.000000% 11/15/2029          | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1620568.79   | 0.04%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7192                                                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4183895 | PA      | $3458286.88   | 0.10%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kidde Global 1/26 TLB                                                                                                             | Kidde Global 1/26 TLB 12/2/2031                                                   | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              |  | US        |     58321 | PA      | $58320.97     | 0.00%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS4755                                                        | CUSIP: 3132A5H81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    366548 | PA      | $338817.53    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.250000% 05/15/2055                                                 | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    492000 | PA      | $464551.09    | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 3.500000% 08/01/2050                                  | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $115708.54    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 782212                                                       | CUSIP: 36241KN53<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9875 | PA      | $10360.34     | 0.00%             | 2037-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4570                                                         | CUSIP: 31418ECG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142925 | PA      | $123867.82    | 0.00%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EURO-BUND FUTURE  JUN26                                                                                                           | EURO-BUND FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -82 | NC      | $-11846963.94 | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13600000 | PA      | $13411322.30  | 0.37%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-9 BF                                                   | CUSIP: 3136AVWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    285853 | PA      | $283581.17    | 0.01%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                                                               | COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 B                                    | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    288225 | PA      | $284253.53    | 0.01%             | 2047-02-10      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION, LLC                                                                                           | VIRGINIA POWER FUEL SECURITIZATION LLC 5.088000% 05/01/2027                       | CUSIP: 92808VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553125 | PA      | $555766.68    | 0.02%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.218000% 04/23/2031                                  | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1799851.23   | 0.05%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    850000 | PA      | $750500.80    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K128 X1                   | CUSIP: 3137FYUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8945842 | PA      | $184148.37    | 0.01%             | 2031-03-25      | Floating      | 0.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QA9353                                                        | CUSIP: 3133A4MA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    296595 | PA      | $283265.95    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                                                          | COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1                                    | CUSIP: 19685WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    466375 | PA      | $393876.68    | 0.01%             | 2066-08-25      | Floating      | 0.92%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                                               | ONCOR ELECTRIC DELIVERY CO LLC 5.800000% 04/01/2055                               | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371124.72    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                                                             | THERMO FISHER SCIENTIFIC INC 4.902000% 02/12/2036                                 | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    345000 | PA      | $342550.32    | 0.01%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0100                                                         | CUSIP: 3140QKDE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    383246 | PA      | $346602.25    | 0.01%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 598597                                                       | CUSIP: 36200D7J6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15483 | PA      | $15701.00     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 2.875000% 03/25/2031                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    870000 | PA      | $772729.28    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8348                                                      | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    429741 | PA      | $427616.20    | 0.01%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-118 IO                          | CUSIP: 38380P2F0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3481351 | PA      | $214382.30    | 0.01%             | 2062-06-16      | Floating      | 0.89%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GROUP, INC.                                                                                                        | CLOUD SOFTWARE GROUP INC 144A 8.250000% 06/30/2032                                | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    349000 | PA      | $331003.78    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                                                       | TRUIST BANK 4.144000% 01/27/2029                                                  | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1237326.52   | 0.03%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4802                                                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     29702 | PA      | $30266.91     | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.250000% 01/15/2028                                              | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18875000 | PA      | $19008452.10  | 0.53%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-48 MA                                                  | CUSIP: 3136ATLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    728364 | PA      | $681595.64    | 0.02%             | 2038-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A70089                                                   | CUSIP: 3128L3C20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     26498 | PA      | $27831.95     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 627991                                                       | CUSIP: 36291GUQ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7194 | PA      | $7257.66      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-9 CB                                                   | CUSIP: 3136ABQH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    593382 | PA      | $608848.49    | 0.02%             | 2042-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3465000 | PA      | $2790137.09   | 0.08%             | 2056-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4390                                                         | CUSIP: 31418D2Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1083341 | PA      | $1034070.07   | 0.03%             | 2031-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5530                                                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    312283 | PA      | $315722.41    | 0.01%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A3                   | CUSIP: 64831TAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    221173 | PA      | $202782.52    | 0.01%             | 2056-11-27      | Floating      | 1.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT7167                                                         | CUSIP: 3138WU6D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     43941 | PA      | $41325.75     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3384                                                         | CUSIP: 31418CXN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    183411 | PA      | $174514.44    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0534                                                         | CUSIP: 3140XFSY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68499 | PA      | $58831.01     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                                                                            | VERISK ANALYTICS INC 4.450000% 03/15/2031                                         | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    544000 | PA      | $534952.35    | 0.01%             | 2031-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129458 | PA      | $116847.63    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS SECURITIZATION FUNDING LLC                                                                                              | CONSUMERS 2023 SECURITIZATION FUNDING LLC 5.550000% 03/01/2028                    | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205598 | PA      | $207210.85    | 0.01%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Irrevocable 1721 Banco Actinver, S. A., Institucion de Banca Multiple, Grupo Financiero Actinver, Division Fiduciaria | FIBRA PROLOGIS 144A 5.500000% 11/26/2035                                          | CUSIP: 31575KAA3<br>LEI: 549300JMTSVQ6LKX5222 | Long             | DBT              | NUSS              | MX        |    534000 | PA      | $515802.33    | 0.01%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 1.832000% 10/15/2027                  | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124689.22    | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA9227                                                         | CUSIP: 3140QHHD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    938112 | PA      | $806206.35    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC4690                                                        | CUSIP: 3133APF79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    142506 | PA      | $122567.34    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-BIO2 BX 2024-BIO2 D                             | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    560000 | PA      | $540417.02    | 0.01%             | 2041-08-13      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5466                                                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15067 | PA      | $14366.81     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0206                                                        | CUSIP: 3132D9GP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    454772 | PA      | $395691.63    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1921                                                         | CUSIP: 3140W2D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1362004 | PA      | $1171441.78   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT3303                                                         | CUSIP: 3140LRU55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60729 | PA      | $52331.53     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                                                 | GLP CAPITAL LP / GLP FINANCING II INC 4.000000% 01/15/2031                        | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47279.02     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 4.950000% 03/16/2036                                 | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2416014.31   | 0.07%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8576                                                         | CUSIP: 3140XCQ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199713 | PA      | $179988.23    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                                            | EXTRA SPACE STORAGE LP 3.900000% 04/01/2029                                       | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    226000 | PA      | $221289.63    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST                                                                                                      | NAVIENT REFINANCE LOAN TRUST 2025-C NAVRL 2025-C A                                | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    789641 | PA      | $785448.98    | 0.02%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0569                                                         | CUSIP: 3140FXT36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    447238 | PA      | $408964.82    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 BI3168                                                      | CUSIP: 3617HCQV8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12480 | PA      | $12483.15     | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q63613                                                   | CUSIP: 3132VQAP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    102078 | PA      | $99760.01     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6460                                                         | CUSIP: 3140XAFA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    179657 | PA      | $154622.85    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                                                                  | DELTA AIR LINES INC / SKYMILES IP LTD 144A 4.750000% 10/20/2028                   | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | NUSS              | US        |   1032167 | PA      | $1030675.87   | 0.03%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-169 IO                          | CUSIP: 38381DY87<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2784869 | PA      | $223070.55    | 0.01%             | 2061-06-16      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8267                                                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1050768 | PA      | $994246.19    | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB9953                                                         | CUSIP: 31417HBX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    899591 | PA      | $850502.56    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4587 AF                                                    | CUSIP: 3137BPXH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    263798 | PA      | $261858.98    | 0.01%             | 2046-06-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-95 CP                                                  | CUSIP: 3136BKUP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    200739 | PA      | $171658.50    | 0.00%             | 2051-08-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES                                                                                                            | FX Forward Contract: GBP/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: 984500653R409CC5AB28       | N/A              | DFE              |  | GB        |         1 | NC      | $-149450.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5161                                                        | CUSIP: 3133KYWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.08         | 0.00%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATIONS LLC                                                                                                   | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FINAN CNSL 2025-1A A2                | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1025000 | PA      | $1040233.14   | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 784680                                                      | CUSIP: 3622AACR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     56013 | PA      | $50688.58     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 2.615000% 04/22/2032                                  | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    195000 | PA      | $175159.36    | 0.00%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EURO-SCHATZ FUT   JUN26                                                                                                           | EURO-SCHATZ FUT   JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -102 | NC      | $-12428275.15 | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW1302                                                         | CUSIP: 3140MSNU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    493798 | PA      | $503970.15    | 0.01%             | 2052-11-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                                                                        | PACIFICORP 2.900000% 06/15/2052                                                   | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $756507.10    | 0.02%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                                                                            | UNION ELECTRIC CO 5.200000% 04/01/2034                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    870000 | PA      | $883810.75    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4606                                                         | CUSIP: 3140XLDL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    428124 | PA      | $382259.79    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1557                                                         | CUSIP: 3140XGWT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1835523 | PA      | $1717721.45   | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SMB 2024-A A1A                            | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    309395 | PA      | $311980.96    | 0.01%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 AH                           | CUSIP: 38381H8H7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2061814 | PA      | $1572986.49   | 0.04%             | 2064-06-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0985                                                         | CUSIP: 3140QLCX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    946498 | PA      | $814062.56    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                                                      | BARCLAYS PLC 5.207000% 02/24/2037                                                 | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | NUSS              | GB        |    780000 | PA      | $754872.92    | 0.02%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08722                                                   | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    410211 | PA      | $385661.06    | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1237                                                         | CUSIP: 3140XGLT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1256414 | PA      | $1173070.95   | 0.03%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR13 A1A3            | CUSIP: 92922F4P0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     94641 | PA      | $93175.61     | 0.00%             | 2045-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $487.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-188 PA                          | CUSIP: 38383CRU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1328054 | PA      | $1102596.19   | 0.03%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0573                                                        | CUSIP: 3132DMT62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    112498 | PA      | $92850.01     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kindercare TL 6/12/2030                                                                                                           | Kindercare TL 6/12/2030 6/12/2030                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     64214 | PA      | $57219.04     | 0.00%             | 2030-06-12      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9627                                                         | CUSIP: 3138WXVV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31609 | PA      | $30383.74     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                                                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.340000% 05/19/2063                        | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    181000 | PA      | $164407.13    | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL5151                                                         | CUSIP: 3138EMWM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    518770 | PA      | $512709.74    | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 557521                                                       | CUSIP: 36213LLA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3889 | PA      | $3996.16      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                                                                                | BALTIMORE GAS AND ELECTRIC CO 5.450000% 06/01/2035                                | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    596000 | PA      | $611075.73    | 0.02%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 02/15/2046                                              | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14271000 | PA      | $13758135.94  | 0.38%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JBS N.V.                                                                                                                          | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.400000% 05/10/2057           | CUSIP: 46590XBC9<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | NUSS              | US        |    447000 | PA      | $443691.96    | 0.01%             | 2057-05-10      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                                                               | PECO ENERGY CO 4.150000% 10/01/2044                                               | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    900000 | PA      | $737148.58    | 0.02%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1661                                                        | CUSIP: 3132DNZ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1805782 | PA      | $1568670.52   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.450000% 11/15/2055                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1345800.06   | 0.04%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785862                                                      | CUSIP: 3622ABMK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1346392 | PA      | $1199400.60   | 0.03%             | 2050-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-13 PE                                                  | CUSIP: 3136B4GU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    212487 | PA      | $193830.42    | 0.01%             | 2049-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.207000% 01/28/2031                                  | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1397050.41   | 0.04%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 4.350000% 05/26/2028                                      | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |   1122000 | PA      | $1126780.84   | 0.03%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-78 ND                                                  | CUSIP: 3136BJVY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746678 | PA      | $607333.67    | 0.02%             | 2051-11-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4240 FA                                                    | CUSIP: 3137B3V70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    633293 | PA      | $626266.34    | 0.02%             | 2043-08-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON CORPORATION                                                                                            | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER CSFB 2003-AR24 2A4             | CUSIP: 22541QUN0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    129811 | PA      | $128461.40    | 0.00%             | 2033-10-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q56092                                                   | CUSIP: 3132XYXW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    579751 | PA      | $570912.57    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                                                                | EVERGY METRO INC 5.300000% 10/01/2041                                             | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96891.54     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 5.732000% 03/16/2056                                 | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    915000 | PA      | $904432.64    | 0.03%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                                                               | HUNTINGTON INGALLS INDUSTRIES INC 5.749000% 01/15/2035                            | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    920000 | PA      | $951465.87    | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-35 MC                                                  | CUSIP: 3136AWNE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    168060 | PA      | $163471.65    | 0.00%             | 2044-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-158 PK                          | CUSIP: 38382BFS7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    471751 | PA      | $386113.05    | 0.01%             | 2049-12-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 SFAST 2026-1A A3                 | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1114000 | PA      | $1104607.20   | 0.03%             | 2031-07-21      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4382                                                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1944017 | PA      | $1827864.30   | 0.05%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV4185                                                         | CUSIP: 3140MHUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    256709 | PA      | $219531.34    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 6.250000% 08/15/2055                                             | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $525934.45    | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                                                                            | SEMPRA 5.250000% 03/15/2036                                                       | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1863360.56   | 0.05%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA4142                                                        | CUSIP: 3133KKS75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     57809 | PA      | $49778.53     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.375000% 08/15/2050                                              | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15250000 | PA      | $7457011.80   | 0.21%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                                               | NELNET STUDENT LOAN TRUST 2021-A NSLT 2021-A APT1                                 | CUSIP: 64035DAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    845918 | PA      | $806460.70    | 0.02%             | 2062-04-20      | Fixed         | 1.36%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 4.675000% 03/10/2032                                            | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1500000 | PA      | $1480121.99   | 0.04%             | 2032-03-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                                                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 GMREV 2024-1 A                    | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1400000 | PA      | $1425997.58   | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2010-107 FB                                                 | CUSIP: 31398NKP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    147552 | PA      | $146360.05    | 0.00%             | 2040-09-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                                                      | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA 2025-2 A                       | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2870000 | PA      | $2879935.94   | 0.08%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 2277 B                                                     | CUSIP: 3133TQU47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11303 | PA      | $11963.70     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 4.700000% 11/15/2035                                                 | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1788172.09   | 0.05%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                                                                                        | FARMERS INSURANCE EXCHANGE 144A 7.000000% 10/15/2064                              | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |    720000 | PA      | $719617.97    | 0.02%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 594173                                                       | CUSIP: 36201VCJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       390 | PA      | $394.60       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                                                                     | NISOURCE INC 5.750000% 07/15/2056                                                 | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1723374.98   | 0.05%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3672                                                         | CUSIP: 3140XKCJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     78926 | PA      | $80322.85     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 757374                                                       | CUSIP: 36230SFP4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    103403 | PA      | $93138.64     | 0.00%             | 2046-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVE STUDENT LOANS 2018-A LLC CASL 2018-A A2                               | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109148 | PA      | $107170.98    | 0.00%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1253                                                         | CUSIP: 31418AMB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    137564 | PA      | $133454.30    | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OAKEAGLE ACQ. TL 3/24/2033                                                                                                        | OAKEAGLE ACQ. TL 3/24/2033 3/24/2033                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     44351 | PA      | $44073.79     | 0.00%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SB0810                                                        | CUSIP: 3132CW3T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500649 | PA      | $475663.68    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 575819                                                       | CUSIP: 36200XVL0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       694 | PA      | $707.82       | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.375000% 09/27/2054                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    980000 | PA      | $758052.76    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                                                      | MASSMUTUAL GLOBAL FUNDING II MTN 5.050000% 08/26/2035                             | CUSIP: 57629TBZ9<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    988000 | PA      | $969650.90    | 0.03%             | 2035-08-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM4 NRZT 2022-NQM4 A1                   | CUSIP: 64831UAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1341292 | PA      | $1336775.81   | 0.04%             | 2062-06-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gogo Intermediate Holdings LLC                                                                                                    | Gogo Intermediate Holdings LLC 4/30/2028                                          | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    101240 | PA      | $88016.44     | 0.00%             | 2028-04-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-99 JW                           | CUSIP: 38383R7N1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    200000 | PA      | $168986.46    | 0.00%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republica de Guatemala                                                                                                            | REPUBLIC OF GUATEMALA 6.250000% 08/15/2036                                        | CUSIP: P5015VAU0<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    999000 | PA      | $1015483.50   | 0.03%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                                                                                    | TRANSDIGM INC 144A 7.125000% 12/01/2031                                           | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340611.48    | 0.01%             | 2031-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                                                                       | ALLIANT ENERGY FINANCE LLC 144A 3.600000% 03/01/2032                              | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    300000 | PA      | $277486.22    | 0.01%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                                                                | PUBLIC SERVICE CO OF COLORADO 5.250000% 04/01/2053                                | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $986367.03    | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                                                                      | NOVARTIS CAPITAL CORP 4.600000% 11/05/2035                                        | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1024006.97   | 0.03%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SECHE ENVIRONNEMENT SA                                                                                                            | SECHE ENVIRONNEMENT SACA 5.870000% MATURITY: PERPETUAL                            | CUSIP: N/A<br>LEI: 969500R9ENNIN33POO20       | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $224330.34    | 0.01%             | 2175-01-09      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED U.S. LOGISTICS FUND, L.P.                                                                                       | PROLOGIS TARGETED US LOGISTICS FUND LP 144A 4.625000% 03/15/2033                  | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    434000 | PA      | $422052.28    | 0.01%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                                                                                 | TIME WARNER CABLE ENTERPRISES LLC 8.375000% 07/15/2033                            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $305714.87    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB7681                                                         | CUSIP: 3140QTRB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    453523 | PA      | $458091.15    | 0.01%             | 2053-12-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                                                                                  | VIRGIN MEDIA SECURED FINANCE PLC 144A 5.500000% 05/15/2029                        | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $239769.98    | 0.01%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                                                 | BRK: BARCLAYS BANK PLC REC: 3.933% FIXED                                          | CUSIP: N/A<br>LEI: 213800IQAOC5HG62T347       | N/A              | DIR              |  | GB        |  40748000 | NC      | $-140744.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787544                                                      | CUSIP: 3622ADHV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2326343 | PA      | $2170461.10   | 0.06%             | 2053-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST                                                                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-CA A3               | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1041000 | PA      | $1036554.83   | 0.03%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4722                                                      | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    147831 | PA      | $149965.88    | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 3.500000% 07/15/2051                                                      | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $1505717.26   | 0.04%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2021-LBA BX 2021-LBA AV                                                  | CUSIP: 05609BAV1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    355864 | PA      | $355641.98    | 0.01%             | 2036-02-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 603341                                                       | CUSIP: 36200KHS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     10358 | PA      | $10590.96     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                                                               | PECO ENERGY CO 2.850000% 09/15/2051                                               | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    557000 | PA      | $341603.22    | 0.01%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                                                        | LAD AUTO RECEIVABLES TRUST 2025-3 LADAR 2025-3A A2                                | CUSIP: 501684AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1765000 | PA      | $1764841.33   | 0.05%             | 2029-03-15      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| SABRE GLBL INC.                                                                                                                   | SABRE GLBL INC. 11/15/2029                                                        | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              |  | US        |     85972 | PA      | $67220.15     | 0.00%             | 2029-11-15      | Floating      | 9.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-75 FE                                                  | CUSIP: 3136AT4D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    234893 | PA      | $233048.25    | 0.01%             | 2046-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781829                                                       | CUSIP: 36241KA65<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2218 | PA      | $2286.67      | 0.00%             | 2034-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL0620                                                        | CUSIP: 31427MVN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4015317 | PA      | $4075670.85   | 0.11%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYCHEX, INC.                                                                                                                     | PAYCHEX INC 5.350000% 04/15/2032                                                  | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    580000 | PA      | $582924.83    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3417.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.000000% 08/15/2051                                              | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15470000 | PA      | $8807626.99   | 0.24%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                                                   | MVW 2021-1W LLC MVWOT 2021-1WA B                                                  | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     71311 | PA      | $68937.08     | 0.00%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 630007                                                       | CUSIP: 36291J3Q1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2661 | PA      | $2683.60      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-117 AF                                                 | CUSIP: 3136A14M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    130948 | PA      | $129843.12    | 0.00%             | 2041-11-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                                          | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  13325000 | PA      | $12562562.82  | 0.35%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                                                    | CHARLES SCHWAB CORP/THE 5.643000% 05/19/2029                                      | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410980.10    | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G05716                                                   | CUSIP: 3128M7VH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    254987 | PA      | $252666.00    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                                                             | KEURIG DR PEPPER INC 5.300000% 03/15/2034                                         | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    675000 | PA      | $669245.94    | 0.02%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                                                                  | BROOKFIELD ASSET MANAGEMENT LTD 4.653000% 11/15/2030                              | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | NUSS              | CA        |    815000 | PA      | $807767.98    | 0.02%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.                                                                                  | MASTR ASSET BACKED SECURITIES TRUST 2007-HE1 MABS 2007-HE1 A4                     | CUSIP: 576457AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5500000 | PA      | $4767297.15   | 0.13%             | 2037-05-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                                                                                                  | DELIVERY HERO SE 1.500000% 01/15/2028                                             | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $215036.48    | 0.01%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                                                           | SAUDI GOVERNMENT INTERNATIONAL BOND 144A 4.875000% 01/12/2036                     | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    822000 | PA      | $800414.21    | 0.02%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA7186                                                        | CUSIP: 3133KN6X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    281644 | PA      | $267820.22    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4818 CA                                                    | CUSIP: 3137FGVJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    318251 | PA      | $284527.16    | 0.01%             | 2048-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4448                                                         | CUSIP: 3140XK5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71998 | PA      | $69402.77     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7089                                                         | CUSIP: 3140XA2X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    413117 | PA      | $354393.05    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                                                             | ONE BRYANT PARK TRUST 2019-OBP OBP 2019-OBP A                                     | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1570000 | PA      | $1450586.90   | 0.04%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                                                                | PUBLIC SERVICE CO OF OKLAHOMA 5.200000% 01/15/2035                                | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1139947.91   | 0.03%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-06-26                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4090.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12400000 | PA      | $12227970.34  | 0.34%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4940 AG                                                    | CUSIP: 3137FQLS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    243533 | PA      | $231474.48    | 0.01%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                                                                        | EQUINIX EUROPE 2 FINANCING CORP LLC 4.600000% 11/15/2030                          | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693472.32    | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5647                                                         | CUSIP: 3140XMHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    236015 | PA      | $239015.71    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                                                           | INTERNATIONAL FLAVORS & FRAGRANCES INC 144A 3.268000% 11/15/2040                  | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    535000 | PA      | $399416.35    | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K110 X1                   | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1752948 | PA      | $94353.85     | 0.00%             | 2030-04-25      | Floating      | 1.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67706                                                   | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1023916 | PA      | $961435.91    | 0.03%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                                                                        | EQUINIX EUROPE 2 FINANCING CORP LLC 3.625000% 11/22/2034                          | CUSIP: 29390XAD6<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | NUSS              | US        |   1055000 | PA      | $1150067.28   | 0.03%             | 2034-11-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-158 PL                          | CUSIP: 38382BFT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    877444 | PA      | $706222.26    | 0.02%             | 2049-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6300                                                        | CUSIP: 3132DT7M6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    541528 | PA      | $564492.01    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                                             | ELEVANCE HEALTH INC 5.000000% 01/15/2036                                          | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2414816.30   | 0.07%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-65 JA                                                  | CUSIP: 3136BG4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    232074 | PA      | $208733.56    | 0.01%             | 2046-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3752                                                         | CUSIP: 3140XKE22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    557716 | PA      | $509641.38    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BC2817                                                         | CUSIP: 3140EXDX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71233 | PA      | $64275.60     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.000000% 03/13/2029                                               | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1432720.87   | 0.04%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5224 HL                                                    | CUSIP: 3137H7G72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2100000 | PA      | $1943235.42   | 0.05%             | 2052-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 GMALT 2025-1 A3                      | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1130000 | PA      | $1134680.01   | 0.03%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-28 B                                                   | CUSIP: 3136A35F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       955 | PA      | $975.06       | 0.00%             | 2039-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST                                                                            | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2019-OSB A               | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1500000 | PA      | $1406769.60   | 0.04%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08732                                                   | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    781773 | PA      | $705403.58    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                                                                                                   | EATON CAPITAL ULC 4.450000% 05/09/2030                                            | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | NUSS              | US        |    460000 | PA      | $459608.34    | 0.01%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SB1723                                                        | CUSIP: 3132CX4G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    877003 | PA      | $864639.41    | 0.02%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                                                         | DLLAD 2025-1 LLC DLLAD 2025-1A A2                                                 | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    420000 | PA      | $421320.86    | 0.01%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                                                   | NELNET STUDENT LOAN TRUST 2005-2 NSLT 2005-2 A5                                   | CUSIP: 64031QBX8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    612856 | PA      | $607942.97    | 0.02%             | 2037-03-23      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4880 DA                                                    | CUSIP: 3137FLTS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    473452 | PA      | $436735.32    | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZAYO 9/25 (USD) TL                                                                                                                | ZAYO 9/25 (USD) TL 3/11/2030                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     91967 | PA      | $90159.07     | 0.00%             | 2030-03-11      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2792                                                        | CUSIP: 3132DQC53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    137041 | PA      | $135454.84    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 626500                                                       | CUSIP: 36291E7M7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     14885 | PA      | $15194.15     | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 6.700000% 02/04/2056                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1280782.87   | 0.04%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                                                 | EATON CORP 3.850000% 03/06/2028                                                   | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1435390.60   | 0.04%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 6.375000% 05/04/2028                             | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    680000 | PA      | $699927.46    | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.250000% 08/15/2046                                              | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11725000 | PA      | $7642776.40   | 0.21%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                                                             | THERMO FISHER SCIENTIFIC INC 4.215000% 02/12/2031                                 | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    827000 | PA      | $818311.60    | 0.02%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                                                | BOEING CO/THE 6.388000% 05/01/2031                                                | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1092999.71   | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                                                         | DELL INTERNATIONAL LLC / EMC CORP 4.500000% 02/15/2031                            | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2262931.70   | 0.06%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| D.V.I. Deutsche Vermoegens- und Immobilienverwaltungs GmbH                                                                        | DVI DEUTSCHE VERMOEGENS- & IMMOBILIENVERWALTUNGS G 4.875000% 08/21/2030           | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | NUSS              | DE        |    100000 | PA      | $114559.34    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B HALST 2025-B A3                    | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    885000 | PA      | $888446.01    | 0.02%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                                                              | DTE ELECTRIC CO 2.950000% 03/01/2050                                              | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    539000 | PA      | $348616.46    | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC4824                                                        | CUSIP: 3133APLD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     64056 | PA      | $55198.34     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                                                                                             | ATLAS WAREHOUSE LENDING CO LP 144A 4.625000% 11/15/2028                           | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1871247.24   | 0.05%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2034.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0345                                                        | CUSIP: 3132D9L28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    155121 | PA      | $134391.81    | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                                                      | GS MORTGAGE SECURITIES TRUST 2014-GC26 GSMS 2014-GC26 B                           | CUSIP: 36250HAK9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    581638 | PA      | $557639.86    | 0.02%             | 2047-11-10      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0035                                                        | CUSIP: 3132DMBC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    791922 | PA      | $717205.36    | 0.02%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.950000% 02/04/2031                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    787000 | PA      | $770032.17    | 0.02%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4613                                                         | CUSIP: 3140QQDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |       786 | PA      | $762.27       | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    381667 | PA      | $328328.09    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781923                                                       | CUSIP: 36241KD47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6118 | PA      | $6307.57      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                                                          | CONSUMERS ENERGY CO 4.500000% 01/15/2031                                          | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    895000 | PA      | $896096.03    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 623389                                                       | CUSIP: 36291BRJ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5137 | PA      | $5191.79      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-24 AH                           | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    272721 | PA      | $234434.55    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                                                           | ASTRAZENECA FINANCE LLC 4.300000% 03/02/2033                                      | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | GB        |    463000 | PA      | $453699.95    | 0.01%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.516000% 01/21/2032                                  | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1393551.36   | 0.04%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4604 FB                                                    | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    532588 | PA      | $527188.66    | 0.01%             | 2046-08-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    542000 | PA      | $516172.57    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 7.375000% 05/13/2055                                        | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1925000 | PA      | $2021827.50   | 0.06%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                                                   | SANTANDER UK GROUP HOLDINGS PLC 1.673000% 06/14/2027                              | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | NUSS              | GB        |    120000 | PA      | $119262.44    | 0.00%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 622418                                                       | CUSIP: 36291APB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       165 | PA      | $166.99       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP, INC.                                                                                                   | SINCLAIR TELEVISION GROUP INC 144A 8.125000% 02/15/2033                           | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45745.43     | 0.00%             | 2033-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 626518                                                       | CUSIP: 36291FAT5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1278 | PA      | $1303.42      | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8932                                                         | CUSIP: 3140XQ4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    824169 | PA      | $707847.62    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.375000% 02/29/2028                                              | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  26780000 | PA      | $26568689.20  | 0.74%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE PARTNERS, L.P.                                                                                                   | SUBURBAN PROPANE PARTNERS LP/SUBURBAN ENERGY FINAN 6.500000% 12/15/2035           | CUSIP: 864486AM7<br>LEI: JJAX4X60DE65EYFOTY73 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359697.54    | 0.01%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                                                 | EATON CORP 4.200000% 03/06/2031                                                   | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    680000 | PA      | $670161.45    | 0.02%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-163 NC                          | CUSIP: 38377RKA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    338967 | PA      | $334727.78    | 0.01%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2900000 | PA      | $2005531.25   | 0.06%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                                                   | TOYOTA MOTOR CREDIT CORP 5.100000% 03/21/2031                                     | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1217323.15   | 0.03%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC7411                                                        | CUSIP: 3133ASGU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     72554 | PA      | $62273.11     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA9060                                                        | CUSIP: 3133KRB52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1159494 | PA      | $1181985.76   | 0.03%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-06-26                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2415.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 564700                                                       | CUSIP: 36213UKM1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3650 | PA      | $3684.48      | 0.00%             | 2031-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                                              | JERSEY CENTRAL POWER & LIGHT CO 5.100000% 01/15/2035                              | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    412000 | PA      | $411822.75    | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1653005.96   | 0.05%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5396 HF                                                    | CUSIP: 3137HC4W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    947919 | PA      | $944081.69    | 0.03%             | 2054-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6598                                                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    271705 | PA      | $234256.20    | 0.01%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4301                                                        | CUSIP: 3132E0X64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1026055 | PA      | $1066281.89   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4709 FA                                                    | CUSIP: 3137FAN95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    212456 | PA      | $209731.81    | 0.01%             | 2047-08-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604841                                                       | CUSIP: 36200M5A7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4803 | PA      | $4846.72      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 5.250000% 04/21/2034                                           | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3515944.50   | 0.10%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-24 AH                           | CUSIP: 38383FX73<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4839 | PA      | $4159.46      | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2395                                                        | CUSIP: 3132DPUU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    302201 | PA      | $300030.25    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 5.500000% 02/19/2046                                                    | CUSIP: 031162DX5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177643.89    | 0.00%             | 2046-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL III                                                                                                      | FARMERS EXCHANGE CAPITAL III 144A 5.454000% 10/15/2054                            | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1264472.16   | 0.04%             | 2054-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                                                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.750000% 05/19/2033                        | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    670000 | PA      | $667447.32    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8025                                                         | CUSIP: 3140XB4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1941049 | PA      | $1675021.25   | 0.05%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/AUD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12426.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.600000% 07/15/2030                                                 | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1112507.05   | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2018-RPL1 GSMBS 2018-RPL1 A1A                 | CUSIP: 36256BAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1017499 | PA      | $998202.05    | 0.03%             | 2057-10-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State of Kuwait                                                                                                                   | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A 4.652000% 10/09/2035                    | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    943000 | PA      | $905445.65    | 0.03%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS4613                                                        | CUSIP: 3132A5DS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    526343 | PA      | $478525.57    | 0.01%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB8856                                                         | CUSIP: 3140QUZW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    538668 | PA      | $562067.34    | 0.02%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5565 QA                                                    | CUSIP: 3137HMP20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1624847 | PA      | $1622509.43   | 0.04%             | 2055-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC STRIPS FHS 356 300                                                    | CUSIP: 3132J0NU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    887859 | PA      | $798413.50    | 0.02%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5876                                                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    416144 | PA      | $395493.93    | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67711                                                   | CUSIP: 3132XCR80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1890262 | PA      | $1810437.27   | 0.05%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-167 BQ                          | CUSIP: 38380H3A8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4812 | PA      | $4566.00      | 0.00%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA (QLIK) 11/24 TL                                                                                                     | PROJECT ALPHA (QLIK) 11/24 TL 26-Oct-30                                           | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              |  | US        |    379062 | PA      | $285589.38    | 0.01%             | 2030-10-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841076                                               | CUSIP: 31288QFR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    904541 | PA      | $903533.95    | 0.03%             | 2048-11-01      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3736                                                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12265 | PA      | $11487.12     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 520978                                                       | CUSIP: 36211RXF1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       865 | PA      | $884.11       | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORTH TEX TWY AUTH REV                                                                                                            | N TX TOLLWAY AUTH REVENUE NORTH TEXAS TOLLWAY AUTHORITY                           | CUSIP: 66285WFB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $485649.86    | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 5.500000% 01/25/2031                                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    204000 | PA      | $208299.31    | 0.01%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                                                   | NELNET STUDENT LOAN TRUST 2005-1 NSLT 2005-1 A5                                   | CUSIP: 64031QBR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    775960 | PA      | $769864.55    | 0.02%             | 2033-10-25      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785359                                                      | CUSIP: 3622AAZY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    332700 | PA      | $273626.48    | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                                                    | ECOPETROL SA 5.875000% 05/28/2045                                                 | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    516000 | PA      | $379688.54    | 0.01%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K094 XAM                  | CUSIP: 3137FMU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4850000 | PA      | $166504.38    | 0.00%             | 2029-06-25      | Floating      | 1.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.700000% 04/01/2051           | CUSIP: 161175BV5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    255000 | PA      | $157823.28    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                                                                    | ARIZONA PUBLIC SERVICE CO 5.100000% 03/15/2036                                    | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    992000 | PA      | $975309.58    | 0.03%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 616094                                                       | CUSIP: 36290SNK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9266 | PA      | $9444.57      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                                                                 | LSEG US FIN CORP 144A 4.500000% 03/23/2031                                        | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | GB        |    916000 | PA      | $904580.45    | 0.03%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3990 FG                                                    | CUSIP: 3137AL3F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    164810 | PA      | $163430.47    | 0.00%             | 2042-01-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2446                                                         | CUSIP: 3140XHWG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1891074 | PA      | $1803795.80   | 0.05%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-152 HA                          | CUSIP: 38378UWV5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    398977 | PA      | $369666.91    | 0.01%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.G. WENTWORTH LLC                                                                                                                | J.G. WENTWORTH XXXIX LLC HENDR 2017-2A B                                          | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1183116 | PA      | $1065706.16   | 0.03%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC.                                                                                                           | TAKEOFF MERGER SUB INC 144A 5.500000% 03/24/2036                                  | CUSIP: 873923AG1<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    364000 | PA      | $358579.62    | 0.01%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 2.561000% 05/01/2032                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    415000 | PA      | $371235.61    | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 B                                       | CUSIP: 78445AAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $724496.35    | 0.02%             | 2073-04-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM                                                                                                    | SOFI PROFESSIONAL LOAN PROGRAM 2021-B TRUST SOFI 2021-B AFX                       | CUSIP: 83405NAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    416863 | PA      | $373881.66    | 0.01%             | 2047-02-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC9154                                                        | CUSIP: 3133AUE38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    218984 | PA      | $195680.82    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 5.600000% 03/02/2043                                                    | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    505000 | PA      | $497746.52    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                                                     | NYC COMMERCIAL MORTGAGE TRUST 2026-1PARK NYC 2026-1PARK B                         | CUSIP: 62979QAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1700000 | PA      | $1694269.98   | 0.05%             | 2043-02-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST                                                                                                           | BMW VEHICLE LEASE TRUST 2025-1 BMWLT 2025-1 A3                                    | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    765000 | PA      | $767530.08    | 0.02%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                                                                | PUBLIC SERVICE CO OF COLORADO 5.150000% 09/15/2035                                | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    740000 | PA      | $737563.96    | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1083                                                         | CUSIP: 3140XGFZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    331842 | PA      | $284772.88    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1667036.84   | 0.05%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2022-62 KA                                                  | CUSIP: 3136BN2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    258413 | PA      | $242054.97    | 0.01%             | 2052-09-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                                                                                    | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A3                             | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    495000 | PA      | $498585.58    | 0.01%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT7698                                                         | CUSIP: 3138WVRU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30346 | PA      | $29289.48     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.600000% 04/01/2050                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    985000 | PA      | $594672.37    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 5.389000% 07/28/2027                                          | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3474140.36   | 0.10%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G NAVSL 2021-GA A                  | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    130607 | PA      | $117925.86    | 0.00%             | 2070-04-15      | Fixed         | 1.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BX0553                                                         | CUSIP: 3140N4TK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65904 | PA      | $66471.18     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MODIVCARE 12/25 TAKEBACK                                                                                                          | MODIVCARE 12/25 TAKEBACK 12/29/2030                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    275599 | PA      | $253895.22    | 0.01%             | 2030-12-29      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                                                                       | AVALONBAY COMMUNITIES INC MTN 2.450000% 01/15/2031                                | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159131.41    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0240                                                         | CUSIP: 3140XFHS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    393708 | PA      | $352382.11    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                                                                   | TEVA PHARMACEUTICAL FINANCE NETHERLANDS IV BV 5.750000% 12/01/2030                | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | NUSS              | IL        |     87000 | PA      | $88104.12     | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.375000% 02/29/2028                                              | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14090000 | PA      | $13978821.16  | 0.39%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                        | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A1             | CUSIP: 78413MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    390000 | PA      | $334247.20    | 0.01%             | 2043-01-05      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U99091                                                   | CUSIP: 3132H7C51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     55871 | PA      | $55258.66     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4709                                                        | CUSIP: 3132DSGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1335383 | PA      | $1357058.39   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV3167                                                         | CUSIP: 3140MGQV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     70663 | PA      | $65768.97     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.016000% 10/23/2035                                  | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343526.30    | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2401                                                         | CUSIP: 3140XHU39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108217 | PA      | $107947.77    | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.572000% 04/22/2036                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2127949.19   | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.550000% 11/20/2065                                               | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    865000 | PA      | $817288.06    | 0.02%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB5108                                                         | CUSIP: 3140QQVA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    759173 | PA      | $769420.12    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A3                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    521433 | PA      | $523906.34    | 0.01%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0849                                                        | CUSIP: 3132DM5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    139941 | PA      | $120229.18    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA8694                                                        | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    922771 | PA      | $919947.26    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    235000 | PA      | $216561.39    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-179 IO                          | CUSIP: 38381JZQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7866040 | PA      | $339422.76    | 0.01%             | 2063-09-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-57 TA                                                  | CUSIP: 3136BBEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    751216 | PA      | $661565.31    | 0.02%             | 2050-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 633556                                                       | CUSIP: 36291NZV6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11140 | PA      | $11436.18     | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4653                                                         | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04         | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                                                       | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A4                                 | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    169000 | PA      | $170136.98    | 0.00%             | 2029-04-16      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US ULTRA BOND CBT JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -137 | NC      | $-15969062.50 | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9653                                                         | CUSIP: 3138WXWP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    156232 | PA      | $151028.74    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                                                        | JP MORGAN MORTGAGE TRUST 2006-A2 JPMMT 2006-A2 5A3                                | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3631 | PA      | $3627.50      | 0.00%             | 2033-11-25      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 842096                                               | CUSIP: 31288RKH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1572749 | PA      | $1585854.63   | 0.04%             | 2056-02-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-160 NE                          | CUSIP: 38383AZA5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A APT1                           | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    719620 | PA      | $662165.78    | 0.02%             | 2053-01-15      | Fixed         | 1.07%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.250000% 03/31/2033                                              | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  32880000 | PA      | $33106050.00  | 0.92%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1261229 B.C. LTD.                                                                                                                 | 1261229 BC LTD 144A 10.000000% 04/15/2032                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | NUSS              | US        |    445000 | PA      | $455610.58    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 4.892000% 10/22/2036                                           | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    521000 | PA      | $503653.27    | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    985000 | PA      | $971334.74    | 0.03%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 615494                                                       | CUSIP: 36290RXX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8604 | PA      | $8700.24      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                                                                               | SOUTHWESTERN PUBLIC SERVICE CO 3.750000% 06/15/2049                               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    845000 | PA      | $608570.36    | 0.02%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-36 FD                                                  | CUSIP: 3136B2DN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    480012 | PA      | $474891.75    | 0.01%             | 2048-06-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1715                                                         | CUSIP: 31418A3Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    983416 | PA      | $954024.78    | 0.03%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB0714                                                        | CUSIP: 3133KTYK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    350702 | PA      | $306375.27    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS8204                                                         | CUSIP: 3138WJDJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    843829 | PA      | $789566.71    | 0.02%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV4142                                                         | CUSIP: 3140MHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    124214 | PA      | $110294.73    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST                                                                                                | EFMT 2023-1 EFMT 2023-1 A3                                                        | CUSIP: 26844QAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    916076 | PA      | $917680.22    | 0.03%             | 2068-02-25      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR2664                                                         | CUSIP: 3140L06A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    279905 | PA      | $230325.91    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD7947                                                        | CUSIP: 3133B5ZL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    240007 | PA      | $211635.93    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3422.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 783298                                                      | CUSIP: 36241LUX2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    172274 | PA      | $170792.10    | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL2058                                                        | CUSIP: 31427PJC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1848114 | PA      | $1879319.15   | 0.05%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2827                                                        | CUSIP: 3142GTD94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    175281 | PA      | $185126.57    | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6266.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                                                         | NORTHERN STATES POWER CO/MN 5.400000% 03/15/2054                                  | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    207000 | PA      | $196183.46    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST                                                                                                                        | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F BFLD 2025-660F A                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1405000 | PA      | $1403247.40   | 0.04%             | 2042-11-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.800000% 03/13/2056                                               | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1428850.82   | 0.04%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2021-B25 MORTGAGE TRUST BMARK 2021-B25 A4                               | CUSIP: 08163DAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    327000 | PA      | $298434.10    | 0.01%             | 2054-04-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-C HALST 2025-C A3                    | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1260000 | PA      | $1263940.02   | 0.04%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                                            | PNC FINANCIAL SERVICES GROUP INC/THE 4.812000% 10/21/2032                         | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    808000 | PA      | $805312.51    | 0.02%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT7208                                                         | CUSIP: 3138WVAJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13542 | PA      | $13059.80     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5406.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                                                                                   | WP CAREY INC 3.750000% 05/10/2035                                                 | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | NUSS              | US        |    575000 | PA      | $619884.16    | 0.02%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL GAS TRANSMISSION PLC                                                                                                     | NATIONAL GAS TRANSMISSION PLC MTN 4.250000% 04/05/2030                            | CUSIP: N/A<br>LEI: FPCHGTHKVH9ZWXS7S453       | Long             | DBT              | NUSS              | GB        |   1000000 | PA      | $1176935.25   | 0.03%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                                                    | HYUNDAI AUTO RECEIVABLES TRUST 2023-A HART 2023-A A4                              | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    604000 | PA      | $604470.58    | 0.02%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4520                                                         | CUSIP: 31418EAW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1843424 | PA      | $1600462.05   | 0.04%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 591687                                                       | CUSIP: 36201SJ83<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18930 | PA      | $19119.70     | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 605043                                                       | CUSIP: 36200NEQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2316 | PA      | $2374.76      | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NJ TRUST                                                                                                                          | NJ TRUST 2023-GSP NJ 2023-GSP A                                                   | CUSIP: 65486XAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    865000 | PA      | $896415.68    | 0.02%             | 2029-01-06      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| AIRBNB, INC.                                                                                                                      | AIRBNB INC 4.400000% 03/16/2029                                                   | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $1077577.11   | 0.03%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                                                         | DUKE ENERGY PROGRESS LLC 3.700000% 10/15/2046                                     | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    105000 | PA      | $78128.51     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                                                       | TRUIST BANK 4.144000% 01/27/2029                                                  | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1546658.16   | 0.04%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0493                                                        | CUSIP: 3132D9RN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     84781 | PA      | $73598.79     | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 580840                                                       | CUSIP: 36201EHR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       767 | PA      | $779.01       | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-6 SLMA 2008-6 B                                       | CUSIP: 78445CAE2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $708588.93    | 0.02%             | 2083-07-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0653                                                        | CUSIP: 3132DMWN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    830076 | PA      | $713354.10    | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| W.P. CAREY INC.                                                                                                                   | WP CAREY INC 4.250000% 07/23/2032                                                 | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | NUSS              | US        |    200000 | PA      | $230433.90    | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2991                                                        | CUSIP: 3132DQKC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    384582 | PA      | $329806.80    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 4.675000% 03/10/2032                                            | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1162000 | PA      | $1146601.16   | 0.03%             | 2032-03-10      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4166                                                         | CUSIP: 3140XKTY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    281142 | PA      | $285366.88    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                                                            | CHASE AUTO OWNER TRUST 2022-A CHAOT 2022-AA A4                                    | CUSIP: 16144JAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    294862 | PA      | $294733.56    | 0.01%             | 2028-03-27      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS, L.P.                                                                                                                  | FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 5.875000% 04/01/2029                 | CUSIP: 315289AC2<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    437000 | PA      | $417770.99    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BH0222                                                         | CUSIP: 3140GNG80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67332 | PA      | $64900.88     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2022-57 FA                                                  | CUSIP: 3136BN3C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4473378 | PA      | $4401630.54   | 0.12%             | 2052-09-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU2599                                                         | CUSIP: 3140M33H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133459 | PA      | $114593.26    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-57 PC                                                  | CUSIP: 3136ATEP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1774997 | PA      | $1513845.20   | 0.04%             | 2046-06-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                                                              | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2024-1 TALNT 2024-1A A                       | CUSIP: 89231JAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3205000 | PA      | $3290859.07   | 0.09%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    262000 | PA      | $266171.09    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                                                      | FORD CREDIT AUTO OWNER TRUST 2025-REV2 FORDR 2025-2 A                             | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    491000 | PA      | $489745.05    | 0.01%             | 2038-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3382                                                         | CUSIP: 3140QNXL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1740412 | PA      | $1649848.29   | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.250000% 03/31/2033                                              | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  12504000 | PA      | $12589965.00  | 0.35%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4838                                                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    348320 | PA      | $332703.49    | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 2.650000% 10/21/2032                                  | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1056458.70   | 0.03%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 5.831000% 04/19/2035                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2636997.44   | 0.07%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK5                                                                                                                             | BANK5 2026-5YR21 BANK5 2026-5YR21 A3                                              | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1265000 | PA      | $1303742.02   | 0.04%             | 2059-04-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1629                                                         | CUSIP: 31418AY36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    113936 | PA      | $112545.99    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                                                                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.550000% 03/15/2031                    | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $987552.42    | 0.03%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6780                                                         | CUSIP: 3140XARA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     55722 | PA      | $47873.78     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST                                                                                           | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-LOC4 GRADE 2025-LOC4 A1A             | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2725730 | PA      | $2735171.27   | 0.08%             | 2055-06-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA8382                                                        | CUSIP: 3133KQJ31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1919220 | PA      | $1907737.48   | 0.05%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC6303                                                        | CUSIP: 3133ARAC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     71884 | PA      | $59021.23     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.250000% 03/13/2031                                               | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1322000 | PA      | $1312256.41   | 0.04%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    817426 | PA      | $734369.75    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     76000 | PA      | $65051.26     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786610                                                      | CUSIP: 3622ACGT1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    480249 | PA      | $454023.68    | 0.01%             | 2037-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.850000% 12/01/2035           | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    267000 | PA      | $262617.64    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 620617                                                       | CUSIP: 36290XPA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12931 | PA      | $13159.07     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-50 CA                           | CUSIP: 38383PLD1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1375723 | PA      | $1231894.37   | 0.03%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 4.600000% 05/28/2030                                      | CUSIP: 82622RAC0<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    749000 | PA      | $754857.02    | 0.02%             | 2030-05-28      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08844                                                   | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     17601 | PA      | $17662.86     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1772                                                         | CUSIP: 31418A6J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     54897 | PA      | $53522.77     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4846 PA                                                    | CUSIP: 3137FKHV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      1736 | PA      | $1732.72      | 0.00%             | 2047-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 1.734000% 07/22/2027                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2617943.86   | 0.07%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1584                                                         | CUSIP: 31418AXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    831490 | PA      | $811897.99    | 0.02%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD5628                                                        | CUSIP: 3133B3HD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     75758 | PA      | $61819.33     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                                                                                            | SOUTH FIELD ENERGY LLC 8/29/2031                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      4397 | PA      | $4399.52      | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-3 SFAST 2025-3A A3                 | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1000000 | PA      | $997924.20    | 0.03%             | 2031-04-21      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 969824                                                         | CUSIP: 31414L4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14291 | PA      | $13901.13     | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLOUDERA, INC.                                                                                                                    | CLOUDERA, INC. 10/8/2028                                                          | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              |  | US        |    207238 | PA      | $183923.51    | 0.01%             | 2028-10-08      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5058 BC                                                    | CUSIP: 3137F8AV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    268511 | PA      | $263847.69    | 0.01%             | 2050-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 568445                                                       | CUSIP: 36213YP63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1538 | PA      | $1559.03      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 786309                                                       | CUSIP: 3622AB3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1500144 | PA      | $1372702.55   | 0.04%             | 2047-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0384                                                        | CUSIP: 3132D9M92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    927773 | PA      | $812344.51    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                                           | HYUNDAI CAPITAL AMERICA 144A 5.150000% 03/27/2030                                 | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    519000 | PA      | $524539.46    | 0.01%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8469                                                         | CUSIP: 3140XQMT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    652174 | PA      | $663749.71    | 0.02%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 4.500000% 09/15/2042                                        | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $116396.96    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1798                                                        | CUSIP: 31427N7L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    844599 | PA      | $725387.73    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US 2YR NOTE (CBT) JUN26                                                                                                           | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       704 | NC      | $146041500.00 | 4.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                                                                   | CSAIL 2019-C16 COMMERCIAL MORTGAGE TRUST CSAIL 2019-C16 ASB                       | CUSIP: 12596WAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    308947 | PA      | $303827.51    | 0.01%             | 2052-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8166                                                         | CUSIP: 3140XCCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    115208 | PA      | $103544.23    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 5.200000% 05/01/2036                                  | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1734838.23   | 0.05%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5530                                                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    109618 | PA      | $110825.06    | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | TREASURY BILL 0.000000% 04/07/2026                                                | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16995000 | PA      | $16984760.51  | 0.47%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1711                                                         | CUSIP: 31418A3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    105879 | PA      | $104587.52    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7990                                                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    846323 | PA      | $799974.60    | 0.02%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST                                                                                   | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SE SCRT 2019-1 M                  | CUSIP: 35563PJQ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2084112 | PA      | $2045737.24   | 0.06%             | 2058-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 606898                                                       | CUSIP: 36201YGF7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3055 | PA      | $3083.23      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 4.800000% 03/01/2050           | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    315000 | PA      | $232897.43    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786340                                                      | CUSIP: 3622AB4Z2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    222461 | PA      | $221970.48    | 0.01%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0141                                                         | CUSIP: 3140FXEP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    327428 | PA      | $335528.89    | 0.01%             | 2056-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5399                                                      | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    392164 | PA      | $385998.12    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-48 AB                                                  | CUSIP: 3136BAUL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    300532 | PA      | $251141.24    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 5.250000% 01/15/2036                                              | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115148.21    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Molnlycke Holding AB                                                                                                              | MOLNLYCKE HOLDING AB MTN 4.250000% 06/11/2034                                     | CUSIP: N/A<br>LEI: 549300WAUZKYD5PU9L16       | Long             | DBT              | NUSS              | SE        |    110000 | PA      | $127389.84    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB7809                                                         | CUSIP: 31417EVB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2032030 | PA      | $1868156.69   | 0.05%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                                                  | BRIXMOR OPERATING PARTNERSHIP LP 2.500000% 08/16/2031                             | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    570000 | PA      | $507334.39    | 0.01%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US 2YR NOTE (CBT) JUN26                                                                                                           | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       830 | NC      | $172179609.40 | 4.77%             |  |  |  | No            |                  1 | On Loan: No      |
| EMD FINANCE LLC                                                                                                                   | EMD FINANCE LLC 144A 5.000000% 10/15/2035                                         | CUSIP: 26867LAR1<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | DE        |   1040000 | PA      | $1026122.79   | 0.03%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                                                                                       | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $725739.65    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM4 NRZT 2026-NQM4 A1                   | CUSIP: 64790AAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3125000 | PA      | $3123859.38   | 0.09%             | 2066-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 3.000000% 05/15/2032           | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    640000 | PA      | $568728.13    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 4.850000% 10/15/2035                                               | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    741000 | PA      | $721611.19    | 0.02%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0998                                                        | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    412744 | PA      | $353716.35    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                                                                         | MISSISSIPPI POWER CO 3.100000% 07/30/2051                                         | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    554000 | PA      | $358784.44    | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2025-8 A                                                | CUSIP: 92348KES8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1595000 | PA      | $1579565.34   | 0.04%             | 2033-08-22      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7526                                                        | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    449855 | PA      | $386095.56    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BJ1763                                                         | CUSIP: 3140H25Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81417 | PA      | $78493.88     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2021-27 EC                                                  | CUSIP: 3136BHAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1340642 | PA      | $1089145.75   | 0.03%             | 2051-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                                                                        | SIMON PROPERTY GROUP LP 4.750000% 09/26/2034                                      | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489269.80    | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08779                                                   | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    442342 | PA      | $409427.93    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (APRIL)                                               | CUSIP: 21H052645<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5750000 | PA      | $5786620.26   | 0.16%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 5.834000% 02/20/2031                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1475000 | PA      | $1543555.06   | 0.04%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.875000% 03/31/2031                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  10010000 | PA      | $9977936.77   | 0.28%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8490                                                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    586300 | PA      | $583190.87    | 0.02%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                                                                                          | OCEANVIEW MORTGAGE TRUST 2021-INV3 BVINV 2021-3 A5                                | CUSIP: 67647WAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2953933 | PA      | $2651616.62   | 0.07%             | 2051-07-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TIBCO SOFTWA/CITRIX/CLOUD SOFTW 8/25 COV-LITE TLB                                                                                 | TIBCO SOFTWA/CITRIX/CLOUD SOFTW 8/25 COV-LITE TLB 3/21/2031                       | CUSIP: 88632NBK5<br>LEI: N/A                  | Long             | LON              |  | US        |     96321 | PA      | $87940.89     | 0.00%             | 2031-03-21      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1527                                                         | CUSIP: 31418AVV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    942800 | PA      | $909146.28    | 0.03%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4091 BX                                                    | CUSIP: 3137ATCV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    340204 | PA      | $320354.18    | 0.01%             | 2041-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                                                              | CONSTELLATION ENERGY GENERATION LLC 3.900000% 01/08/2028                          | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436461.67    | 0.01%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG B70786                                                   | CUSIP: 3129882T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     22740 | PA      | $22557.53     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                                                        | AMERICAN TOWER CORP 5.550000% 07/15/2033                                          | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    720000 | PA      | $739895.46    | 0.02%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2026-C66 WFCM 2026-C66 A5                   | CUSIP: 95005CAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    500000 | PA      | $514988.50    | 0.01%             | 2059-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                                                                 | SUMITOMO MITSUI TRUST GROUP INC 144A 5.416000% 09/11/2036                         | CUSIP: 86566AAA0<br>LEI: 353800P843RLCDBLNT17 | Long             | DBT              | NUSS              | JP        |    886000 | PA      | $871262.13    | 0.02%             | 2036-09-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                                                                                   | DISCOVERY GLOBAL HOLDINGS INC 5.141000% 03/15/2052                                | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    341000 | PA      | $207157.50    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-43 FC                                                  | CUSIP: 3136B5ZS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    367780 | PA      | $361815.20    | 0.01%             | 2049-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7419                                                         | CUSIP: 3140XPG52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    166783 | PA      | $145136.86    | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA9358                                                         | CUSIP: 3140QHMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59080 | PA      | $53482.57     | 0.00%             | 2041-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST                                                                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    575000 | PA      | $577166.37    | 0.02%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                                                              | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A3                                      | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    773000 | PA      | $776178.50    | 0.02%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AV7116                                                         | CUSIP: 3138XJ4A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19271 | PA      | $19119.56     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                                               | ONCOR ELECTRIC DELIVERY CO LLC 144A 4.500000% 03/15/2031                          | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $1149635.73   | 0.03%             | 2031-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                                                                         | ALCON FINANCE CORP 144A 5.375000% 12/06/2032                                      | CUSIP: 01400EAE3<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1136481.63   | 0.03%             | 2032-12-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8346                                                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6455857 | PA      | $6115726.61   | 0.17%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATWICK FUNDING LIMITED                                                                                                           | GATWICK FUNDING LTD MTN 3.625000% 10/16/2033                                      | CUSIP: N/A<br>LEI: 213800NK8FA3GKS6X167       | Long             | DBT              | NUSS              | GB        |    100000 | PA      | $112162.15    | 0.00%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)                                                                                    | RESIDENTIAL ASSET SECURITIZATION TRUST 2004-IP2 RAST 2004-IP2 2A1                 | CUSIP: 45660LAP4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    161532 | PA      | $148618.94    | 0.00%             | 2034-12-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                                                             | ATHENE GLOBAL FUNDING 144A 1.608000% 06/29/2026                                   | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    510000 | PA      | $506237.55    | 0.01%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   6118196 | NS      | $6118195.53   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.250000% 01/31/2030                                              | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7320000 | PA      | $7412643.75   | 0.21%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/AUD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8275.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4471                                                         | CUSIP: 3140XK6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    154854 | PA      | $139472.39    | 0.00%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0434                                                         | CUSIP: 3140XFPU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133539 | PA      | $115198.45    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4570                                                         | CUSIP: 3140XLCG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    314377 | PA      | $317700.02    | 0.01%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 7.081000% 08/02/2053                                             | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    188000 | PA      | $207714.21    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                                                             | OPEN TEXT CORP 144A 6.900000% 12/01/2027                                          | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | NUSS              | CA        |    304000 | PA      | $312019.22    | 0.01%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 631123                                                       | CUSIP: 36291LD44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2842 | PA      | $2880.02      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08726                                                   | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1421133 | PA      | $1282673.45   | 0.04%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                                                                 | LSEG US FIN CORP 144A 4.250000% 03/23/2029                                        | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $908331.15    | 0.03%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                                                                                         | FLEX LTD 5.375000% 11/13/2035                                                     | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | NUSS              | US        |    514000 | PA      | $505056.98    | 0.01%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 5.050000% 10/15/2032                                  | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    746000 | PA      | $741150.73    | 0.02%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.700000% 02/04/2036                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    480000 | PA      | $461514.38    | 0.01%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-06-26                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1123.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 930559                                                         | CUSIP: 31412NZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    205022 | PA      | $207201.53    | 0.01%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTYLIA TL 5/15/2032                                                                                                              | ANTYLIA TL 5/15/2032 5/14/2032                                                    | CUSIP: 12592HAG6<br>LEI: N/A                  | Long             | LON              |  | US        |    107022 | PA      | $105863.02    | 0.00%             | 2032-05-14      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA4819                                                         | CUSIP: 3140QCK96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    115841 | PA      | $110772.31    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                                                                  | HESS CORP 5.800000% 04/01/2047                                                    | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    770000 | PA      | $776716.88    | 0.02%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| THE BROOKLYN UNION GAS COMPANY                                                                                                    | BROOKLYN UNION GAS CO/THE 144A 6.415000% 07/18/2054                               | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2028309.48   | 0.06%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841908                                               | CUSIP: 31288RDM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    314419 | PA      | $317266.80    | 0.01%             | 2054-02-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                                                                | QATAR GOVERNMENT INTERNATIONAL BOND 144A 5.103000% 04/23/2048                     | CUSIP: 74727PAY7<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    285000 | PA      | $263107.61    | 0.01%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 4.800000% 02/15/2036                                                 | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1227000 | PA      | $1221744.06   | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                                                    | PROTECTIVE LIFE GLOBAL FUNDING 144A 1.618000% 04/15/2026                          | CUSIP: 74368CBC7<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2167879.80   | 0.06%             | 2026-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.211000% 12/03/2035                                             | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418142.46    | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6645                                                      | CUSIP: 36179VL24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    549046 | PA      | $462492.45    | 0.01%             | 2050-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-111 PL                                                 | CUSIP: 3136AG5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174531 | PA      | $158850.76    | 0.00%             | 2042-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1140000 | PA      | $1097346.30   | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 562491                                                       | CUSIP: 36213R2Y2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       242 | PA      | $243.98       | 0.00%             | 2034-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT0972                                                         | CUSIP: 3140LPCJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81840 | PA      | $66346.20     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                                                             | BANCO BILBAO VIZCAYA ARGENTARIA SA 5.127000% 03/03/2036                           | CUSIP: 05946KAU5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | NUSS              | ES        |   1000000 | PA      | $972712.57    | 0.03%             | 2036-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                                                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.700000% 05/01/2050                       | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $98543.57     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CROWLEY CONRO, LLC                                                                                                                | CROWLEY CONRO LLC 4.181000% 08/15/2043                                            | CUSIP: 228023AB3<br>LEI: 5493002RTOQUGXZXJJ02 | Long             | DBT              | CORP              | US        |    345960 | PA      | $322709.47    | 0.01%             | 2043-08-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| US 10YR ULTRA FUT JUN26                                                                                                           | US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -255 | NC      | $-28946484.38 | -0.80%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                                                     | CONSOLIDATED EDISON CO OF NEW YORK INC 3.200000% 12/01/2051                       | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     77000 | PA      | $50226.67     | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HILTON HOTELS 11/23 COV-LITE TLB4                                                                                                 | HILTON HOTELS 11/23 COV-LITE TLB4 11/8/2030                                       | CUSIP: 43289DAK9<br>LEI: N/A                  | Long             | LON              |  | US        |    606672 | PA      | $607430.51    | 0.02%             | 2030-11-08      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                                                             | THERMO FISHER SCIENTIFIC INC 4.902000% 02/12/2036                                 | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    613000 | PA      | $608647.38    | 0.02%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-136 A                           | CUSIP: 38380BNN1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    262242 | PA      | $237742.78    | 0.01%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7311                                                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3317959 | PA      | $2742528.77   | 0.08%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 616592                                                       | CUSIP: 36290S7D7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5752 | PA      | $5882.23      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7682                                                         | CUSIP: 3140JCRC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1133304 | PA      | $1149010.08   | 0.03%             | 2055-02-01      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT2266                                                        | CUSIP: 3132AEQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1168462 | PA      | $1070299.37   | 0.03%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC STRIPS FHS 264 30                                                     | CUSIP: 3128HXMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    658335 | PA      | $602565.98    | 0.02%             | 2042-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 5.733000% 05/17/2032                                            | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   3515000 | PA      | $3633997.62   | 0.10%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2009-66 XS                           | CUSIP: 38376FLM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     61911 | PA      | $2980.04      | 0.00%             | 2039-07-16      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2018-C2 BBCMS 2018-C2 ASB                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    103588 | PA      | $103420.10    | 0.00%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 310238                                                         | CUSIP: 31374CS31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    723939 | PA      | $661671.36    | 0.02%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                                                                                          | OCEANVIEW MORTGAGE TRUST 2026-INV1 BVINV 2026-1 AF1                               | CUSIP: 67647HAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2760424 | PA      | $2760069.00   | 0.08%             | 2056-02-25      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 4855                                                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3974 | PA      | $4049.94      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                                                    | HYUNDAI AUTO RECEIVABLES TRUST 2023-B HART 2023-B A3                              | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    129980 | PA      | $130606.51    | 0.00%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    127000 | PA      | $114142.23    | 0.00%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                                                          | ANGEL OAK MORTGAGE TRUST 2022-2 AOMT 2022-2 A1                                    | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3650236 | PA      | $3490491.73   | 0.10%             | 2067-01-25      | Floating      | 4.04%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                                            | EXTRA SPACE STORAGE LP 2.400000% 10/15/2031                                       | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    405000 | PA      | $354254.74    | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                                                                                          | DUKE ENERGY INDIANA LLC 2.750000% 04/01/2050                                      | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    605000 | PA      | $367746.86    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW5041                                                         | CUSIP: 3140MWS72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    845328 | PA      | $847032.20    | 0.02%             | 2052-08-01      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 489959                                                       | CUSIP: 36210EJC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       448 | PA      | $460.55       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE PTY LTD                                                                                                           | AUSGRID FINANCE PTY LTD MTN 5.946000% 12/10/2035                                  | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | NUSS              | AU        |    520000 | PA      | $347197.33    | 0.01%             | 2035-12-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                                                                  | BRIXMOR OPERATING PARTNERSHIP LP 4.850000% 02/15/2033                             | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    244000 | PA      | $239671.71    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9508                                                         | CUSIP: 3140QVR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    655359 | PA      | $683828.28    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                                                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   1822000 | PA      | $1774578.55   | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 4.182000% 01/23/2030                                             | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1947589.75   | 0.05%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Irrevocable 1721 Banco Actinver, S. A., Institucion de Banca Multiple, Grupo Financiero Actinver, Division Fiduciaria | FIBRA PROLOGIS 144A 5.625000% 01/14/2038                                          | CUSIP: 31575KAB1<br>LEI: 549300JMTSVQ6LKX5222 | Long             | DBT              | NUSS              | MX        |    543000 | PA      | $516523.27    | 0.01%             | 2038-01-14      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0284                                                         | CUSIP: 3140FXJ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2253109 | PA      | $2035129.68   | 0.06%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-65 DC                           | CUSIP: 38380WV71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    406578 | PA      | $375841.02    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                                                    | ING GROEP NV 4.803000% 03/23/2032                                                 | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    735000 | PA      | $730599.39    | 0.02%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST                                                                                | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2017-C34 B               | CUSIP: 61767EAJ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1030000 | PA      | $958718.34    | 0.03%             | 2052-11-15      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 02/28/2031                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9150000 | PA      | $8972718.75   | 0.25%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-14 KC                                                  | CUSIP: 3136B1FM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    566128 | PA      | $539428.05    | 0.01%             | 2048-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2956                                                         | CUSIP: 31418CJA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1272101 | PA      | $1142472.94   | 0.03%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 630971                                                       | CUSIP: 36291K6G7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3137 | PA      | $3237.12      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM S.P.A.                                                                                                                 | TEAMSYSTEM SPA 5.000000% 07/01/2031                                               | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | NUSS              | IT        |    205000 | PA      | $218002.85    | 0.01%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2025-NQM8 TRUST OBX 2025-NQM8 A1                                              | CUSIP: 67449AAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    532197 | PA      | $534028.69    | 0.01%             | 2065-03-25      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| RENAISSANCE HOLDING CORP.                                                                                                         | RENAISSANCE HOLDING CORP. 4/5/2030                                                | CUSIP: 75972JAK0<br>LEI: N/A                  | Long             | LON              |  | US        |    319492 | PA      | $225542.25    | 0.01%             | 2030-04-05      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BS2757                                                         | CUSIP: 3140LDB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    514407 | PA      | $451489.86    | 0.01%             | 2031-08-01      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                                                          | GENERAL ELECTRIC CO 4.300000% 07/29/2030                                          | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $1031520.69   | 0.03%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM TL-M 8/13/2032                                                                                                          | TRANSDIGM TL-M 8/13/2032 8/19/2032                                                | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              |  | US        |    196849 | PA      | $196802.12    | 0.01%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1019                                                        | CUSIP: 31427NDZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    783492 | PA      | $705692.16    | 0.02%             | 2049-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       472 | NC      | $51060812.50  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ACRA TRUST                                                                                                                        | ACRA TRUST 2024-NQM1 ACRA 2024-NQM1 A1                                            | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1950343 | PA      | $1955277.57   | 0.05%             | 2064-10-25      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-06-26                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1009.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 4.238000% 01/09/2030                                               | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3335991.65   | 0.09%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.950000% 09/26/2055                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $408016.29    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                                                           | CARMAX AUTO OWNER TRUST 2025-3 CARMX 2025-3 A4                                    | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    636000 | PA      | $639072.90    | 0.02%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 5.350000% 08/15/2032                                             | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   2390000 | PA      | $2452423.12   | 0.07%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT1257                                                        | CUSIP: 3132ADME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    447089 | PA      | $411125.01    | 0.01%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08742                                                   | CUSIP: 3128MJZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    486661 | PA      | $455580.25    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.850000% 03/16/2064                                               | CUSIP: 023135DT0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | NUSS              | US        |    895000 | PA      | $1022177.77   | 0.03%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5750000 | PA      | $5776483.98   | 0.16%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEARTLAND TL 8/6/2032                                                                                                             | HEARTLAND TL 8/6/2032 8/6/2032                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    197264 | PA      | $196703.97    | 0.01%             | 2032-08-06      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0549                                                         | CUSIP: 3140XFTF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04         | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                                                                  | MARSH & MCLENNAN COS INC 4.950000% 03/15/2036                                     | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1594781.56   | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q50962                                                   | CUSIP: 3132XTB80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    130778 | PA      | $122168.34    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C79902                                                   | CUSIP: 31288KAB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      7113 | PA      | $7091.11      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                                                                               | SIRIUS XM RADIO LLC 144A 5.000000% 08/01/2027                                     | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13980.46     | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                                                                  | SHELL INTERNATIONAL FINANCE BV 3.625000% 08/21/2042                               | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | NUSS              | US        |    440000 | PA      | $346984.55    | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sonarsource TL 12/16/2031                                                                                                         | Sonarsource TL 12/16/2031 12/16/2031                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    137852 | PA      | $125789.60    | 0.00%             | 2031-12-16      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67713                                                   | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      4780 | PA      | $4584.18      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B6044                                               | CUSIP: 3142B3WD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    723555 | PA      | $730258.86    | 0.02%             | 2055-06-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08706                                                   | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    220385 | PA      | $206628.84    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 570521                                                       | CUSIP: 36200RYS5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5857 | PA      | $6033.02      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings S.a r.l.                                                                             | BLACKSTONE PROPERTY PARTNERS EUROPE HOLDINGS SARL 3.500000% 01/29/2031            | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | NUSS              | LU        |    315000 | PA      | $352307.96    | 0.01%             | 2031-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT8394                                                         | CUSIP: 3138WWKG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    122796 | PA      | $118717.34    | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA7228                                                         | CUSIP: 3140QFA66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    934902 | PA      | $803783.57    | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY, INC.                                                                                             | AMERICAN ELECTRIC POWER CO INC 6.050000% 03/15/2056                               | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2056480.21   | 0.06%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Export Finance Australia                                                                                                          | EXPORT FINANCE & INSURANCE CORP 144A 4.625000% 10/26/2027                         | CUSIP: 30220L2B9<br>LEI: 213800XAAULSUYWPBB61 | Long             | DBT              | NUSS              | AU        |   1196000 | PA      | $1208317.04   | 0.03%             | 2027-10-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QY8530                                                        | CUSIP: 31426TPQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    845187 | PA      | $876619.64    | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7615                                                         | CUSIP: 3140XPN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    919079 | PA      | $880194.57    | 0.02%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                                                                                                           | VEOLIA ENVIRONNEMENT SA 2.500000% MATURITY: PERPETUAL                             | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | DBT              | NUSS              | FR        |    600000 | PA      | $653175.80    | 0.02%             | 2174-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                                                                 | CAPITAL ONE FINANCIAL CORP 4.722000% 01/30/2032                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1299980.71   | 0.04%             | 2032-01-30      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.050000% 03/25/2048                                              | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $3277569.59   | 0.09%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                                                     | VISTRA OPERATIONS COMPANY LLC 12/20/2030                                          | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              |  | US        |    269631 | PA      | $269884.73    | 0.01%             | 2030-12-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                                            | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    388000 | PA      | $389915.80    | 0.01%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7545                                                        | CUSIP: 3132DVL29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1600139 | PA      | $1378888.10   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1240                                                         | CUSIP: 3140XGLW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    204106 | PA      | $188856.01    | 0.01%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BL1300                                                         | CUSIP: 3140HSNS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    775000 | PA      | $775449.34    | 0.02%             | 2029-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4587                                                         | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.11         | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ACTION 3/25 B5B COV-LITE TLB                                                                                                      | ACTION 3/25 B5B COV-LITE TLB 7/1/2031                                             | CUSIP: N6872NAN6<br>LEI: N/A                  | Long             | LON              |  | US        |    264063 | PA      | $263238.72    | 0.01%             | 2031-07-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| State of Kuwait                                                                                                                   | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A 4.136000% 10/09/2030                    | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   2130000 | PA      | $2082580.32   | 0.06%             | 2030-10-09      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4391 MZ                                                    | CUSIP: 3137BDMP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    140898 | PA      | $128674.22    | 0.00%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 6.050000% 03/13/2076                                               | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    398000 | PA      | $395667.40    | 0.01%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0582                                                         | CUSIP: 3140XFUG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    141009 | PA      | $121017.72    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                                                                  | SALESFORCE INC 4.900000% 09/15/2031                                               | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599150.22    | 0.02%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 5.700000% 11/01/2054                                                     | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1568351.38   | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                                                              | SOUTHERN CO/THE 3.750000% 09/15/2051                                              | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2153356.36   | 0.06%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS9972                                                         | CUSIP: 3140XSCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    385821 | PA      | $402579.15    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA                            | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    536403 | PA      | $442445.48    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1806                                                        | CUSIP: 31427PAG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2557120 | PA      | $2631112.11   | 0.07%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                                                          | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    101962 | PA      | $102086.77    | 0.00%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0349                                                         | CUSIP: 3140XFL74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    375381 | PA      | $307575.35    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1482                                                         | CUSIP: 3140XGUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    610971 | PA      | $566259.02    | 0.02%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 599922                                                       | CUSIP: 36200FPF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4085 | PA      | $4122.83      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/AUD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-160075.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A61527                                                   | CUSIP: 3128KRVU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    106619 | PA      | $106461.84    | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0885                                                        | CUSIP: 3133AJ6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     62857 | PA      | $51281.58     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2014-6 Z                                                    | CUSIP: 3136AH6K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    246318 | PA      | $218902.60    | 0.01%             | 2044-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                                                                       | SVC ABS LLC SVC 2026-1A B                                                         | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1600000 | PA      | $1578568.00   | 0.04%             | 2056-03-20      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 2.572000% 06/03/2031                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2112947.75   | 0.06%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Z40290                                                   | CUSIP: 3132FCKB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    992144 | PA      | $910229.63    | 0.03%             | 2044-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC.                                                                                                   | BP CAPITAL MARKETS AMERICA INC 4.893000% 09/11/2033                               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    715000 | PA      | $718644.61    | 0.02%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 4.049000% 11/01/2052                                                 | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    248000 | PA      | $177671.48    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5885                                                         | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3346952 | PA      | $3324243.26   | 0.09%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Great Canadian game TL 11/1/2029                                                                                                  | Great Canadian game TL 11/1/2029 11/1/2029                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    186537 | PA      | $183272.22    | 0.01%             | 2029-11-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2010-4 NS                            | CUSIP: 38376T3G5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1431870 | PA      | $160202.60    | 0.00%             | 2040-01-16      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-85 EA                                                  | CUSIP: 3136B3QB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    256056 | PA      | $247833.71    | 0.01%             | 2048-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                                                                                           | DRYDEN 55 CLO LTD DRSLF 2018-55A A1                                               | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     87514 | PA      | $87504.46     | 0.00%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781685                                                       | CUSIP: 36225B2S6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     40626 | PA      | $41938.01     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                                                 | FX Forward Contract: AUD/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-4938.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.625000% 08/31/2027                                              | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  23965000 | PA      | $23893853.91  | 0.66%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                                                 | OCTAGON INVESTMENT PARTNERS 50 LTD OCT50 2020-4A BR2                              | CUSIP: 67592MAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2297801.20   | 0.06%             | 2035-01-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2024-7 A                                                | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1155000 | PA      | $1158394.31   | 0.03%             | 2032-08-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC                                                                                                            | SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC 5.152000% 03/20/2028           | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1032800 | PA      | $1037899.57   | 0.03%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS, INC.                                                                                                             | SPECTRUM BRANDS INC 144A 3.875000% 03/15/2031                                     | CUSIP: 84762LAX3<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |    655000 | PA      | $565341.46    | 0.02%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0807                                                        | CUSIP: 3132DM3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    553001 | PA      | $474755.94    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 4.200000% 06/01/2041                                  | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    199000 | PA      | $160359.92    | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                                                                      | AMPRION GMBH MTN 4.580000% 01/15/2046                                             | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $563103.48    | 0.02%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-59 NZ                                                  | CUSIP: 31397UUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    573200 | PA      | $588036.26    | 0.02%             | 2041-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-150 X1                  | CUSIP: 3137H9CB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8472974 | PA      | $167199.74    | 0.00%             | 2032-09-25      | Floating      | 0.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0995                                                         | CUSIP: 3140XGC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    348781 | PA      | $313524.24    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                                                                                | UNITED UTILITIES WATER FINANCE PLC MTN 3.750000% 08/07/2035                       | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | NUSS              | GB        |    285000 | PA      | $318429.57    | 0.01%             | 2035-08-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US TL 1L                                                                                                               | LEIA FINCO US TL 1L 10/9/2031                                                     | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              |  | US        |    131745 | PA      | $125833.16    | 0.00%             | 2031-10-09      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2023-NQM3 TRUST OBX 2023-NQM3 A1                                              | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    934736 | PA      | $931646.09    | 0.03%             | 2063-02-25      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1146                                                         | CUSIP: 31418AHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    489847 | PA      | $475213.10    | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3338                                                         | CUSIP: 3140XJV83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    506374 | PA      | $463362.88    | 0.01%             | 2043-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB8708                                                         | CUSIP: 3140QUVA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    493266 | PA      | $514096.57    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                                                         | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGO 4.350000% 06/15/2031           | CUSIP: 05724BAM1<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    901000 | PA      | $889186.75    | 0.02%             | 2031-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARCWOOD ENV TL 3/20/2033                                                                                                          | ARCWOOD ENV TL 3/20/2033 3/20/2033                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     85122 | PA      | $85122.00     | 0.00%             | 2033-03-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 564870                                                       | CUSIP: 36213UQX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4666 | PA      | $4726.84      | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD3960                                                        | CUSIP: 3133B1MH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    744815 | PA      | $608148.13    | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    100425 | PA      | $99466.79     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  27575000 | PA      | $26610031.35  | 0.74%             | 2056-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 636795                                                       | CUSIP: 36291SNL0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       659 | PA      | $664.76       | 0.00%             | 2034-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                                                          | STATE STREET CORP 4.784000% 10/23/2036                                            | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    341000 | PA      | $331431.78    | 0.01%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                                                             | SUMITOMO MITSUI FINANCIAL GROUP INC 4.494000% 01/15/2032                          | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | NUSS              | JP        |    905000 | PA      | $891248.89    | 0.02%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO                                                                                                                | ROCKFORD TOWER CLO 2022-1 LTD ROCKT 2022-1A BR                                    | CUSIP: 77340JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3195424.00   | 0.09%             | 2035-07-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 421379                                                       | CUSIP: 36206UCQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6919 | PA      | $7077.38      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0448                                               | CUSIP: 3142AWP90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    367629 | PA      | $371672.94    | 0.01%             | 2055-07-01      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA3913                                                        | CUSIP: 3133KKK24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1030630 | PA      | $885619.31    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                                                           | CARMAX AUTO OWNER TRUST 2025-2 CARMX 2025-2 A3                                    | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1614000 | PA      | $1621644.23   | 0.04%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    617000 | PA      | $401273.50    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                                                                  | EMBRAER NETHERLANDS FINANCE BV 5.400000% 01/09/2038                               | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | BR        |    522000 | PA      | $498969.36    | 0.01%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA5968                                                         | CUSIP: 3140QDT20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1939965 | PA      | $1665955.01   | 0.05%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                                                                                          | OCEANVIEW MORTGAGE TRUST 2025-INV2 BVINV 2025-2 AF1                               | CUSIP: 67647BAU7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    989767 | PA      | $990322.03    | 0.03%             | 2055-04-25      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| BEAR STEARNS ASSET BACKED SECURITIES INC                                                                                          | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005- BSABS 2005-AC6 1A3             | CUSIP: 073879L55<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    385421 | PA      | $366838.48    | 0.01%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                                                                | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 2A1                     | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3068 | PA      | $2968.69      | 0.00%             | 2037-02-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56143.93     | 0.00%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN DG6077                                                         | CUSIP: 3140U9XF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    498000 | PA      | $500021.24    | 0.01%             | 2056-04-01      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST                                                                                                    | MERCEDES-BENZ AUTO LEASE TRUST 2025-A MBALT 2025-A A2A                            | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    471685 | PA      | $472766.96    | 0.01%             | 2028-04-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2023                                                         | CUSIP: 3140XHG92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    231109 | PA      | $220237.12    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED                                                                                     | MERRILL LYNCH MORTGAGE INVESTORS TRUST MLMI SERIES MLMI 2003-A4 2A                | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1907 | PA      | $1850.22      | 0.00%             | 2033-07-25      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 5.622000% 03/16/2046                                 | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    379000 | PA      | $373493.16    | 0.01%             | 2046-03-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 457089                                                       | CUSIP: 36208PXS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2264 | PA      | $2307.87      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5528                                                      | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    146732 | PA      | $139931.75    | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB5092                                                        | CUSIP: 3133ABUR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    175292 | PA      | $150894.78    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4103                                                         | CUSIP: 3140QPRZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    556073 | PA      | $559490.90    | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2014-USA OA LLC CSMC 2014-USA A2                                             | CUSIP: 12649AAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    410000 | PA      | $375413.14    | 0.01%             | 2037-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                                                                                | INTERSTATE POWER AND LIGHT CO 5.450000% 09/30/2054                                | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1056971.63   | 0.03%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA8790                                                        | CUSIP: 3133KQXT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2497109 | PA      | $2482168.44   | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES, INC.                                                                                                       | CONTINENTAL RESOURCES INC/OK 144A 2.268000% 11/15/2026                            | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2041566.62   | 0.06%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 6.750000% 06/15/2039                                        | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9922.71      | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.625000% 03/31/2030                                              | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  31879000 | PA      | $31549002.62  | 0.87%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH ST PERS INCOME TAX REV                                                                                      | NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | MUN               | US        |     85013 | PA      | $85984.51     | 0.00%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BC9003                                                         | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    625810 | PA      | $564303.26    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EDVESTINU PRIVATE EDUCATION LOAN TRUST                                                                                            | EDVESTINU PRIVATE EDUCATION LOAN ISSUE NO 4 LLC EDVES 2022-A A                    | CUSIP: 28165AAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    525092 | PA      | $523239.17    | 0.01%             | 2040-11-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 4.780000% 03/25/2038                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211953.71    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 5.250000% 06/15/2026                                                      | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620358.29    | 0.02%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS 12/24 TLB4                                                                                                        | INTERNET BRANDS 12/24 TLB4 12/31/2031                                             | CUSIP: 45567YAP0<br>LEI: N/A                  | Long             | LON              |  | US        |    192871 | PA      | $127696.23    | 0.00%             | 2031-12-31      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.650000% 03/13/2046                                               | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    552000 | PA      | $550090.26    | 0.02%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SG COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                           | SG COMMERCIAL MORTGAGE SECURITIES TRUST 2016-C5 SGCMS 2016-C5 A3                  | CUSIP: 78419CAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192802 | PA      | $192525.72    | 0.01%             | 2048-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                                                          | GENERAL ELECTRIC CO 4.900000% 01/29/2036                                          | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    941000 | PA      | $941760.25    | 0.03%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8577                                                         | CUSIP: 3140XCQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    649320 | PA      | $583817.59    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL9397                                                         | CUSIP: 3138ERNP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     52101 | PA      | $46947.74     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR2644                                                         | CUSIP: 3140L05E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     57284 | PA      | $47029.70     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS LOGISTICS UK DAC                                                                                                           | SIRIUS LOGISTICS 2026-1 UK DAC SIRLOG 2026-1A C                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | IE        |   1000000 | PA      | $1313974.31   | 0.04%             | 2035-11-17      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3306                                                         | CUSIP: 31418CU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    949338 | PA      | $902730.45    | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08833                                                   | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     99049 | PA      | $99740.66     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC.                                                                                                                   | GE VERNOVA INC 4.875000% 02/04/2036                                               | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2294424.07   | 0.06%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                                                          | CENTERPOINT ENERGY INC 5.950000% 04/01/2056                                       | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    945000 | PA      | $936597.06    | 0.03%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.541000% 01/21/2047                                  | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    357000 | PA      | $340205.21    | 0.01%             | 2047-01-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604735                                                       | CUSIP: 36200MY80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13552 | PA      | $13873.67     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB8611                                                         | CUSIP: 31417FR91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  12595379 | PA      | $11592701.51  | 0.32%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ACRISURE, LLC                                                                                                                     | ACRISURE LLC / ACRISURE FINANCE INC 144A 8.250000% 02/01/2029                     | CUSIP: 00489LAK9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118630.99    | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                                                       | FCCU AUTO RECEIVABLES TRUST 2026-1 FCCU 2026-1A A3                                | CUSIP: 30343XAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    620000 | PA      | $614849.66    | 0.02%             | 2031-04-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD5960                                                        | CUSIP: 3133B3TR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79936 | PA      | $65463.21     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2023-6 B                                                | CUSIP: 92348VAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    445000 | PA      | $450103.39    | 0.01%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    600000 | PA      | $410724.52    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                                                                      | KEYSPAN GAS EAST CORP 144A 3.586000% 01/18/2052                                   | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $1720919.07   | 0.05%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.550000% 09/15/2055                                                     | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    480000 | PA      | $312173.87    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q02771                                                   | CUSIP: 3132GGCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    162572 | PA      | $157209.11    | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8429                                                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    717048 | PA      | $728391.05    | 0.02%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                                                                          | ELECTRICITE DE FRANCE SA 144A 9.125000% MATURITY: PERPETUAL                       | CUSIP: 28504KAA5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | NUSS              | FR        |    325000 | PA      | $376353.58    | 0.01%             | 2174-12-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08687                                                   | CUSIP: 3128MJXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    191653 | PA      | $179938.83    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G05119                                                   | CUSIP: 3128M7AU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     14485 | PA      | $15266.53     | 0.00%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4303 FA                                                    | CUSIP: 3137B83K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    155895 | PA      | $153850.59    | 0.00%             | 2044-02-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 487127                                                       | CUSIP: 36210BD85<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       261 | PA      | $264.28       | 0.00%             | 2029-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                                                       | IMPERIAL BRANDS FINANCE PLC 144A 5.625000% 07/01/2035                             | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | NUSS              | GB        |    686000 | PA      | $691795.64    | 0.02%             | 2035-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                                                                       | PRKCM 2023-AFC1 TRUST PRKCM 2023-AFC1 A1                                          | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    766379 | PA      | $764151.87    | 0.02%             | 2058-02-25      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                                                     | REPUBLIC OF INDONESIA 4.300000% 04/16/2031                                        | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    766000 | PA      | $746952.20    | 0.02%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ADVSM TL 10/28/2027                                                                                                               | ADVSM TL 10/28/2027 10/28/2027                                                    | CUSIP: 00769EBA7<br>LEI: N/A                  | Long             | LON              |  | US        |    136873 | PA      | $102654.87    | 0.00%             | 2027-10-28      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.400000% 08/15/2054                                           | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    251000 | PA      | $227344.93    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8269                                                      | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     71322 | PA      | $71020.38     | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5397                                                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    528140 | PA      | $494841.36    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7534                                                        | CUSIP: 3132DVLP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    580632 | PA      | $500102.65    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7122                                                         | CUSIP: 3140XN4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    456223 | PA      | $411513.47    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2018-45 IO                           | CUSIP: 38380JXG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6319941 | PA      | $209322.14    | 0.01%             | 2059-03-16      | Floating      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4836                                                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    497438 | PA      | $449593.86    | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                                                                               | PORT AUTH OF NEW YORK & NEW JE PORT AUTHORITY OF NEW YORK & NEW JERSEY            | CUSIP: 73358WJA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    505000 | PA      | $423295.04    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA5964                                                         | CUSIP: 3140QDTW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    434343 | PA      | $385739.30    | 0.01%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STUBHUB HOLDCO SUB, LLC                                                                                                           | STUBHUB HOLDCO SUB, LLC 3/15/2030                                                 | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              |  | US        |     52962 | PA      | $52002.80     | 0.00%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 5.500000% 09/01/2041                                        | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $344740.64    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                                                  | PHILIP MORRIS INTERNATIONAL INC 4.125000% 04/28/2028                              | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1511490.18   | 0.04%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1566                                                        | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3265182 | PA      | $3295118.28   | 0.09%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K540 AS                   | CUSIP: 3137HLJB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    743410 | PA      | $741697.32    | 0.02%             | 2029-11-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                                                               | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2025-2A A                               | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1759000 | PA      | $1769783.20   | 0.05%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q52319                                                   | CUSIP: 3132XUSH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    745421 | PA      | $695420.08    | 0.02%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7252                                                         | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5299863 | PA      | $5243880.97   | 0.15%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC NATIONAL FINANCE PTY LTD                                                                                                  | PACIFIC NATIONAL FINANCE PTY LTD MTN 3.700000% 09/24/2029                         | CUSIP: Q72457AB2<br>LEI: 213800SSTRDXLWWVF948 | Long             | DBT              | NUSS              | AU        |    960000 | PA      | $600273.69    | 0.02%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                                                   | NELNET STUDENT LOAN TRUST 2004-4 NSLT 2004-4 A5                                   | CUSIP: 64031QBK6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    133863 | PA      | $133631.74    | 0.00%             | 2037-01-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787259                                                      | CUSIP: 3622AC5U0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     87056 | PA      | $71274.04     | 0.00%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT STUDENT LOAN TRUST 2019-B NAVSL 2019-BA A2A                               | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    109147 | PA      | $107516.65    | 0.00%             | 2059-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                                                                      | NOVARTIS CAPITAL CORP 4.600000% 03/18/2033                                        | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $1017657.07   | 0.03%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AUTHENTIC BRANDS 12/24 TLB                                                                                                        | AUTHENTIC BRANDS 12/24 TLB 12/21/2028                                             | CUSIP: 00076VBL3<br>LEI: N/A                  | Long             | LON              |  | US        |    111172 | PA      | $110862.58    | 0.00%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 574575                                                       | CUSIP: 36200WJU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       974 | PA      | $988.12       | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                                                         | AGREE LP 4.800000% 10/01/2032                                                     | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    241000 | PA      | $238688.17    | 0.01%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 5.150000% 04/01/2035                                                 | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    520000 | PA      | $520994.28    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB5257                                                         | CUSIP: 3140QQZX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1324849 | PA      | $1298311.42   | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1585000 | PA      | $1525696.38   | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                                                                  | WISCONSIN ELECTRIC POWER CO 4.150000% 10/15/2030                                  | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    642000 | PA      | $633389.62    | 0.02%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                                                                               | STATION CASINOS LLC 3/14/2031                                                     | CUSIP: 85769EBB6<br>LEI: N/A                  | Long             | LON              |  | US        |     60545 | PA      | $60477.59     | 0.00%             | 2031-03-14      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2021-NQM3 TRUST OBX 2021-NQM3 A3                                              | CUSIP: 67114JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    757130 | PA      | $639140.12    | 0.02%             | 2061-07-25      | Floating      | 1.36%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F NAVSL 2021-FA A                  | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    547109 | PA      | $487795.92    | 0.01%             | 2070-02-18      | Fixed         | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8497                                                         | CUSIP: 3140XQNP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    341479 | PA      | $309252.06    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1                                 | CUSIP: 92537QAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    172111 | PA      | $156772.43    | 0.00%             | 2066-01-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                                                                              | CROSS 2026-NQM2 MORTGAGE TRUST CROSS 2026-NQM2 A1                                 | CUSIP: 227924AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2984571 | PA      | $2957775.26   | 0.08%             | 2061-03-25      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                                                        | OTIS WORLDWIDE CORP 3.112000% 02/15/2040                                          | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    545000 | PA      | $414456.88    | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                                                              | GALAXY PIPELINE ASSETS BIDCO LTD 144A 2.160000% 03/31/2034                        | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | NUSS              | AE        |    503417 | PA      | $446599.84    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                               | FIFTH THIRD BANCORP 5.141000% 01/29/2037                                          | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    596000 | PA      | $580577.22    | 0.02%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4091 MX                                                    | CUSIP: 3137ATFL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    252235 | PA      | $235754.41    | 0.01%             | 2042-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5202 KA                                                    | CUSIP: 3137H62L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    373960 | PA      | $335226.51    | 0.01%             | 2049-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                                                                      | NOVARTIS CAPITAL CORP 5.600000% 03/18/2046                                        | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215358.11    | 0.01%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0310                                                        | CUSIP: 3132D9KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74800 | PA      | $65174.92     | 0.00%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G60138                                                   | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    201823 | PA      | $190771.85    | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1972                                                         | CUSIP: 3140XHFN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    522406 | PA      | $457516.26    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 434316                                                       | CUSIP: 36207KN97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2697 | PA      | $2747.22      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       686 | NC      | $74211265.63  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 621331                                                       | CUSIP: 36290YHG6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     26622 | PA      | $27177.77     | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                                                 | EATON CORP 4.800000% 03/06/2036                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123411.58    | 0.00%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                                                     | CONSOLIDATED EDISON CO OF NEW YORK INC 3.700000% 11/15/2059                       | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    172000 | PA      | $116708.38    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                                                          | TOYOTA LEASE OWNER TRUST 2025-B TLOT 2025-B A3                                    | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1330000 | PA      | $1323620.52   | 0.04%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787406                                                      | CUSIP: 3622ADDK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1171542 | PA      | $1001395.72   | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5084.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5191                                                         | CUSIP: 3140XLXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1117403 | PA      | $966534.45    | 0.03%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 5.750000% 11/30/2045                                   | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    396000 | PA      | $385625.04    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT, LLC                                                                                                               | VOYAGER PARENT LLC 144A 9.250000% 07/01/2032                                      | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    129000 | PA      | $133929.61    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10A 1                                 | CUSIP: 831641FZ3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1409080 | PA      | $1429380.71   | 0.04%             | 2035-03-10      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                                                                     | NIPPON LIFE INSURANCE CO 144A 5.046000% 04/02/2033                                | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | NUSS              | JP        |    628000 | PA      | $628769.99    | 0.02%             | 2033-04-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                                                               | SOUTHWESTERN ELECTRIC POWER CO 3.250000% 11/01/2051                               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    400000 | PA      | $255800.76    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 4.950000% 01/15/2033                    | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    285000 | PA      | $278322.99    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU DE TRANSPORT D ELECTRICITE SA                                                                                          | RTE RESEAU DE TRANSPORT D'ELECTRICITE SADIR MTN 3.750000% 04/30/2044              | CUSIP: N/A<br>LEI: 969500JRJW0K2ET1UP76       | Long             | DBT              | NUSS              | FR        |    200000 | PA      | $210626.74    | 0.01%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8265                                                        | CUSIP: 3132DWFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1346983 | PA      | $1272683.52   | 0.04%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL                                                                                                          | FARMERS EXCHANGE CAPITAL 144A 7.050000% 07/15/2028                                | CUSIP: 309588AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037352.53   | 0.03%             | 2028-07-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| ARCHES BUYER INC.                                                                                                                 | ARCHES BUYER INC. 12/6/2027                                                       | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              |  | US        |     56040 | PA      | $55768.27     | 0.00%             | 2027-12-06      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | TREASURY BILL 0.000000% 05/07/2026                                                | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47705000 | PA      | $47531234.54  | 1.32%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                                                    | DRYDEN 95 CLO LTD DRSLF 2021-95A BR                                               | CUSIP: 262487AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2897259.50   | 0.08%             | 2034-08-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-59 NC                                                  | CUSIP: 3136BBKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    410440 | PA      | $383505.37    | 0.01%             | 2040-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 5.174000% 02/13/2030                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $5513707.03   | 0.15%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-AIRC BX 2024-AIRC A                             | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    949640 | PA      | $950530.32    | 0.03%             | 2041-08-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 599498                                                       | CUSIP: 36200E7K1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3698 | PA      | $3766.27      | 0.00%             | 2035-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                                                          | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024-1 AHART 2024-1A A3                  | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    230000 | PA      | $231186.50    | 0.01%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                                                    | CITIGROUP INC 8.125000% 07/15/2039                                                | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    625000 | PA      | $778420.19    | 0.02%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                                                          | STATE STREET CORP 4.729000% 02/28/2030                                            | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1408962.56   | 0.04%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 2.875000% 03/25/2031                                                  | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $923722.36    | 0.03%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2025-95 FC                                                  | CUSIP: 3136BXN83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1540674 | PA      | $1539064.54   | 0.04%             | 2052-09-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                                                         | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGO 4.650000% 06/15/2033           | CUSIP: 05724BAN9<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    460000 | PA      | $452743.62    | 0.01%             | 2033-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                                          | LLOYDS BANKING GROUP PLC 4.425000% 11/04/2031                                     | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1050000 | PA      | $1035237.14   | 0.03%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                                                      | FORD CREDIT AUTO OWNER TRUST/FORD CREDIT FORDR 2025-1 A                           | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1241000 | PA      | $1262697.77   | 0.04%             | 2037-08-15      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8801                                                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1381973 | PA      | $1402687.87   | 0.04%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AD0761                                                         | CUSIP: 31418MZ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    629371 | PA      | $641834.44    | 0.02%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                                                | ROYALTY PHARMA PLC 5.200000% 09/25/2035                                           | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    362000 | PA      | $357269.42    | 0.01%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4818                                                         | CUSIP: 3140QQK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5037647 | PA      | $4766676.05   | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 02/15/2029                                              | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13006000 | PA      | $12893213.53  | 0.36%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA5746                                                         | CUSIP: 3140QDL44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    483213 | PA      | $447017.41    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RR LTD                                                                                                                            | RR 16 LTD RRAM 2021-16A A2R                                                       | CUSIP: 74971CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2994060.00   | 0.08%             | 2036-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| State of Israel                                                                                                                   | STATE OF ISRAEL 5.750000% 03/12/2054                                              | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    277000 | PA      | $257469.47    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 616540                                                       | CUSIP: 36290S4Z1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     15017 | PA      | $15334.69     | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7676                                                         | CUSIP: 3140XBQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67638 | PA      | $58176.07     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRAND RIVER FUNDING TRUST II                                                                                                      | GRAND RIVER FUNDING TRUST II 144A 7.280000% 02/15/2056                            | CUSIP: 38644CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728000 | PA      | $761488.31    | 0.02%             | 2056-02-15      | Fixed         | 7.28%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                                                                | JAPAN TOBACCO INC 144A 5.250000% 06/15/2030                                       | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | NUSS              | JP        |   1695000 | PA      | $1737275.96   | 0.05%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1                               | CUSIP: 92538EAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    122862 | PA      | $117766.13    | 0.00%             | 2064-04-25      | Floating      | 1.02%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION INSURANCE, INC.                                                                                                     | CONSTELLATION INSURANCE INC 144A 6.800000% 01/24/2030                             | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    625000 | PA      | $625752.21    | 0.02%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G01228                                                   | CUSIP: 31283HLH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |        49 | PA      | $51.85        | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-22 FA                                                  | CUSIP: 3136ARF86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    386107 | PA      | $382113.87    | 0.01%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                                                      | GUARDIAN LIFE GLOBAL FUNDING MTN 4.179000% 09/26/2029                             | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1431652.07   | 0.04%             | 2029-09-26      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR2641                                                         | CUSIP: 3140L05B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59026 | PA      | $48167.19     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 5.200000% 07/15/2035                                                 | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    360000 | PA      | $362807.41    | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                                                    | ENTERPRISE FLEET FINANCING 2025-1 LLC EFF 2025-1 A3                               | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1375000 | PA      | $1386898.15   | 0.04%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-112 AB                          | CUSIP: 38382HKA7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    739202 | PA      | $593438.92    | 0.02%             | 2050-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.150000% 11/15/2030                                                 | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    289000 | PA      | $284489.31    | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2756                                                        | CUSIP: 3132DQBZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    301852 | PA      | $306934.94    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC6551                                                        | CUSIP: 3133ARH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    258185 | PA      | $222486.73    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7182                                                        | CUSIP: 3132DU6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    304583 | PA      | $303015.44    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Bank, National Association (Delaware)                                                                                         | PNC BANK NA 4.429000% 07/21/2028                                                  | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1374474.94   | 0.04%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3927.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2006-8 SLMA 2006-8 A6                                      | CUSIP: 78443HAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1187234 | PA      | $1150964.86   | 0.03%             | 2041-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                                                          | DUKE ENERGY FLORIDA LLC 2.400000% 12/15/2031                                      | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    460000 | PA      | $410836.33    | 0.01%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 616528                                                       | CUSIP: 36290S4M0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16809 | PA      | $17212.06     | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT2476                                                        | CUSIP: 3132AEXD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    742306 | PA      | $642752.28    | 0.02%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BO6798                                                         | CUSIP: 3140K2RU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    191839 | PA      | $171135.19    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                                                      | US BANCORP 5.033000% 01/26/2037                                                   | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $993171.48    | 0.03%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8266                                                        | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6277880 | PA      | $6084233.58   | 0.17%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2892                                                        | CUSIP: 3132DQF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     69300 | PA      | $70550.59     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08843                                                   | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    494854 | PA      | $486672.80    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                                                               | CNH EQUIPMENT TRUST 2022-C CNH 2022-C A3                                          | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    391398 | PA      | $392783.68    | 0.01%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 4.875000% 11/15/2035                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    460000 | PA      | $451279.09    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LIMITED PARTNERSHIP                                                                                             | SABRA HEALTH CARE LP 3.900000% 10/15/2029                                         | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1348090.33   | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE CAPITAL II                                                                                                       | FARMERS EXCHANGE CAPITAL II 144A 6.151000% 11/01/2053                             | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1606158.02   | 0.04%             | 2053-11-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781912                                                       | CUSIP: 36241KDR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5093 | PA      | $5254.38      | 0.00%             | 2034-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORPORATION                                                                                                        | ALLIANT ENERGY CORP 5.750000% 04/01/2056                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    935000 | PA      | $909059.08    | 0.03%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841081                                               | CUSIP: 31288QFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    361650 | PA      | $368902.34    | 0.01%             | 2050-02-01      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3888.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                                                       | PFIZER INC 4.875000% 11/15/2035                                                   | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1326620.57   | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AA BOND CO LIMITED                                                                                                                | AA BOND CO LTD MTN 5.500000% 07/31/2032                                           | CUSIP: N/A<br>LEI: 2138002EPF6QVRZBMC58       | Long             | DBT              | NUSS              | GB        |    260000 | PA      | $332467.05    | 0.01%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                                                        | GCAT 2025-INV2 TRUST GCAT 2025-INV2 A1                                            | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3781904 | PA      | $3822086.98   | 0.11%             | 2055-05-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1940                                                         | CUSIP: 3140XHEN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1334742 | PA      | $1180237.53   | 0.03%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 6.100000% 01/25/2036                                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1874824.84   | 0.05%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                                                                         | NELNET STUDENT LOAN TRUST 2025-C NSLT 2025-CA A1A                                 | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1860846 | PA      | $1839687.46   | 0.05%             | 2065-06-22      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-31 E                            | CUSIP: 38382DUV9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    838292 | PA      | $723500.27    | 0.02%             | 2049-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZA2489                                                        | CUSIP: 31329KXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32291 | PA      | $31050.15     | 0.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QK1354                                                        | CUSIP: 3133D4QF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    291034 | PA      | $252623.45    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 631671                                                       | CUSIP: 36291LW84<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       714 | PA      | $735.39       | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                                                                                       | FIGRE TRUST 2024-HE6 FIGRE 2024-HE6 A                                             | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2913610 | PA      | $2929336.16   | 0.08%             | 2054-12-25      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 6.100000% 10/15/2055                                  | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    478000 | PA      | $459130.62    | 0.01%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB8602                                                        | CUSIP: 3133AFRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     55056 | PA      | $44931.42     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032                    | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    593000 | PA      | $556652.32    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                                                                  | HESS CORP 6.000000% 01/15/2040                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $3050986.51   | 0.08%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM6623                                                         | CUSIP: 3140JBLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     81318 | PA      | $67735.60     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 5.200000% 05/28/2035                                      | CUSIP: 82622RAE6<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    690000 | PA      | $706626.87    | 0.02%             | 2035-05-28      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                                                                                                 | ARDAGH GROUP SA 144A 9.500000% 12/01/2030                                         | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | NUSS              | US        |     45000 | PA      | $47185.16     | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RE0031                                                        | CUSIP: 3133LWA85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    300187 | PA      | $242981.27    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-118 VZ                                                 | CUSIP: 3136A92R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    302251 | PA      | $276923.67    | 0.01%             | 2042-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                                                          | ANGEL OAK MORTGAGE TRUST 2021-6 AOMT 2021-6 A1                                    | CUSIP: 03465JAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    371141 | PA      | $313450.24    | 0.01%             | 2066-09-25      | Floating      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.049000% 07/23/2030                                  | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    545000 | PA      | $551565.84    | 0.02%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 4.250000% 04/01/2052                                               | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    773000 | PA      | $592477.89    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS0038                                                         | CUSIP: 3138W9BG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    125532 | PA      | $114478.64    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                                                              | LONG GILT FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |       -15 | NC      | $-1736536.03  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| AIRBNB, INC.                                                                                                                      | AIRBNB INC 5.250000% 03/16/2036                                                   | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    368000 | PA      | $368372.65    | 0.01%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6930                                                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3693488 | PA      | $3054676.05   | 0.08%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 4.850000% 04/01/2030                                                 | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    756000 | PA      | $761560.28    | 0.02%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEDRION S.P.A.                                                                                                                    | KEDRION SPA 144A 6.500000% 09/01/2029                                             | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | NUSS              | IT        |    330000 | PA      | $318346.52    | 0.01%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0331                                                         | CUSIP: 3140XFLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    280504 | PA      | $248749.77    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1130000 | PA      | $1143919.34   | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9961                                                        | CUSIP: 3133AHB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    134432 | PA      | $110548.10    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                                                                    | ARIZONA PUBLIC SERVICE CO 5.900000% 08/15/2055                                    | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    586000 | PA      | $576580.04    | 0.02%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                                                            | SOUTHWEST AIRLINES CO 5.250000% 11/15/2035                                        | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    328000 | PA      | $307862.32    | 0.01%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ4573                                                         | CUSIP: 3138MLCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21567 | PA      | $20816.15     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                                                                               | ENTERGY CORP 6.100000% 06/15/2056                                                 | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1381705.92   | 0.04%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-154 X1                  | CUSIP: 3137H9UF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13688039 | PA      | $320365.83    | 0.01%             | 2033-01-25      | Floating      | 0.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3123                                                         | CUSIP: 3140X6PH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    378145 | PA      | $352414.96    | 0.01%             | 2038-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR7745                                                         | CUSIP: 3140L6TB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    122816 | PA      | $100903.80    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST                                                                                                                       | GSAMP TRUST 2006-HE3 GSAMP 2006-HE3 A2D                                           | CUSIP: 36244KAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2482503 | PA      | $2409701.65   | 0.07%             | 2046-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                                                 | EVERSOURCE ENERGY 5.950000% 02/01/2029                                            | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    430000 | PA      | $445524.83    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                                                                        | CATERPILLAR FINANCIAL SERVICES CORP 4.375000% 08/16/2029                          | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    396000 | PA      | $397311.70    | 0.01%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORPORATION                                                                                                              | ECHOSTAR CORP 10.750000% 11/30/2029                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     56400 | PA      | $60926.14     | 0.00%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-B SMB 2021-B A                              | CUSIP: 78449YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1222961 | PA      | $1156751.56   | 0.03%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 5.400000% 10/15/2035                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    181000 | PA      | $179804.27    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (APRIL)                                               | CUSIP: 21H032647<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2200000 | PA      | $2017521.73   | 0.06%             | 2056-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 10/31/2027                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18964000 | PA      | $18862513.02  | 0.52%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                                                | BOEING CO/THE 5.805000% 05/01/2050                                                | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    612000 | PA      | $591636.56    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0551                                                         | CUSIP: 3140XFTH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    144124 | PA      | $124094.47    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 538255                                                       | CUSIP: 36212M5Q8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4116 | PA      | $4150.56      | 0.00%             | 2031-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV3089                                                         | CUSIP: 3140MGNF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    133674 | PA      | $114697.51    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2806                                                         | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    909594 | PA      | $819959.32    | 0.02%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2021-RPL3 TRUST CSMC 2021-RPL3 A1                                            | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    868587 | PA      | $768050.59    | 0.02%             | 2060-01-25      | Floating      | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8749                                                         | CUSIP: 3140XQWK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1493487 | PA      | $1515934.42   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of Kuwait                                                                                                                   | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A 4.016000% 10/09/2028                    | CUSIP: 501499AD9<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1603000 | PA      | $1579071.01   | 0.04%             | 2028-10-09      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                                              | BANK 2022-BNK44 BANK 2022-BNK44 A5                                                | CUSIP: 06540KAJ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    387000 | PA      | $402676.21    | 0.01%             | 2055-11-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS6562                                                         | CUSIP: 3138WGJG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    135143 | PA      | $126021.53    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2833                                                         | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2139554 | PA      | $1931137.77   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 5.050000% 07/12/2029                                                 | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1263000 | PA      | $1289112.50   | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Siemens Funding B.V.                                                                                                              | SIEMENS FUNDING BV 144A 5.800000% 05/28/2055                                      | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | NUSS              | DE        |    457000 | PA      | $465273.16    | 0.01%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BALL CORPORATION                                                                                                                  | BALL CORP 3.125000% 09/15/2031                                                    | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    370000 | PA      | $333216.12    | 0.01%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4091 EX                                                    | CUSIP: 3137ATDK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    216867 | PA      | $203604.96    | 0.01%             | 2042-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $626.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-9 DF                                                   | CUSIP: 3136AVWX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    206537 | PA      | $204901.34    | 0.01%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2634                                                        | CUSIP: 3142GS4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    432997 | PA      | $451021.67    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA7531                                                         | CUSIP: 3140QFLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    305309 | PA      | $271530.63    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 GMALT 2025-3 A3                      | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    720000 | PA      | $720362.66    | 0.02%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RD5071                                                        | CUSIP: 3133LPT49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    652066 | PA      | $619038.07    | 0.02%             | 2031-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-82 FE                                                  | CUSIP: 3136AYPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    198452 | PA      | $196773.31    | 0.01%             | 2047-10-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                                                           | HF SINCLAIR CORP 5.000000% 02/01/2028                                             | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1594873.28   | 0.04%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                                               | VIRGINIA ELECTRIC AND POWER CO 4.650000% 08/15/2043                               | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    585000 | PA      | $508024.29    | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                                                       | OCCU AUTO RECEIVABLES TRUST 2023-1 OCCU 2023-1A A3                                | CUSIP: 674921AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215136 | PA      | $215882.76    | 0.01%             | 2028-06-15      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1553                                                         | CUSIP: 3140XGWP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     69517 | PA      | $59586.62     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                                                          | DIAMONDBACK ENERGY INC 5.900000% 04/18/2064                                       | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    385000 | PA      | $364301.86    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3958 AF                                                    | CUSIP: 3137AJB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    143929 | PA      | $142735.44    | 0.00%             | 2041-11-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                                                        | NAVIENT STUDENT LOAN TRUST 2021-3 NAVSL 2021-3A A1A                               | CUSIP: 63942WAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    592674 | PA      | $525091.56    | 0.01%             | 2070-08-25      | Fixed         | 1.77%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AE8778                                                         | CUSIP: 31419KXG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |      1236 | PA      | $1202.51      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                                                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 5.125000% 03/15/2053                       | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    545000 | PA      | $497075.05    | 0.01%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                                              | MITSUBISHI UFJ FINANCIAL GROUP INC 5.057000% 01/14/2037                           | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    966000 | PA      | $949025.19    | 0.03%             | 2037-01-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2591                                                        | CUSIP: 3132DP2Y3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    377656 | PA      | $376652.33    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC.                                                                                               | ANHEUSER-BUSCH INBEV WORLDWIDE INC 5.450000% 01/23/2039                           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | BE        |    645000 | PA      | $655268.52    | 0.02%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AR7399                                                         | CUSIP: 3138W5GH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     58633 | PA      | $53470.49     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A72670                                                   | CUSIP: 3128L56F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     29292 | PA      | $30768.51     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA7257                                                         | CUSIP: 3140QFB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    179137 | PA      | $153880.91    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $904.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4160 HP                                                    | CUSIP: 3137AXUG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    177081 | PA      | $169963.61    | 0.00%             | 2033-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-72 GL                                                  | CUSIP: 3136AQAD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    234000 | PA      | $204976.58    | 0.01%             | 2045-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2024-NQM1 TRUST OBX 2024-NQM1 A1                                              | CUSIP: 67448LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1108962 | PA      | $1112287.90   | 0.03%             | 2063-11-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| ACCREDITED MORTGAGE LOAN TRUST                                                                                                    | ACCREDITED MORTGAGE LOAN TRUST 2007-1 ACCR 2007-1 M2                              | CUSIP: 00438QAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   5000000 | PA      | $4816966.50   | 0.13%             | 2037-02-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Magyarorszag                                                                                                                      | HUNGARY GOVERNMENT INTERNATIONAL BOND 144A 5.500000% 03/26/2036                   | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    278000 | PA      | $271018.96    | 0.01%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781046                                                       | CUSIP: 36225BET1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        76 | PA      | $77.14        | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 4.850000% 02/19/2036                                                    | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1265499.50   | 0.04%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Z40209                                                   | CUSIP: 3132FCGS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    870629 | PA      | $857361.70    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                                                          | DIAMONDBACK ENERGY INC 5.750000% 04/18/2054                                       | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    580000 | PA      | $548530.64    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA HEALTH FACS FING AUTH REV                                                                                              | CALIFORNIA ST HLTH FACS FING A CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY   | CUSIP: 13032UB31<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $475973.68    | 0.01%             | 2051-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US 10YR ULTRA FUT JUN26                                                                                                           | US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -13 | NC      | $-1475703.13  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 10/31/2027                                              | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  22670000 | PA      | $22548680.13  | 0.63%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                                                                      | KEYSPAN GAS EAST CORP 144A 2.742000% 08/15/2026                                   | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1017865.22   | 0.03%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST 2020-3 TPMT 2020-3 A1                                   | CUSIP: 89178UAL6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375969 | PA      | $365877.43    | 0.01%             | 2063-02-25      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| SNAP INC.                                                                                                                         | SNAP INC 144A 6.875000% 03/01/2033                                                | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    255000 | PA      | $240788.90    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                                                    | JOHN DEERE CAPITAL CORP MTN 4.150000% 09/15/2027                                  | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    691000 | PA      | $692213.94    | 0.02%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 637348                                                       | CUSIP: 36291TBR8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6791 | PA      | $6974.40      | 0.00%             | 2034-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8648                                                         | CUSIP: 3140XCTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    251565 | PA      | $224115.37    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1510                                                         | CUSIP: 31418AVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14208 | PA      | $13783.76     | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                                                             | UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST 5.800000% 01/15/2036            | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1151944 | PA      | $1185672.68   | 0.03%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CLEANOVA 6/14/2032                                                                                                                | CLEANOVA 6/14/2032 5/22/2032                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     72108 | PA      | $71927.77     | 0.00%             | 2032-06-14      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-135 A                           | CUSIP: 38382XAA3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.07         | 0.00%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    255000 | PA      | $239034.54    | 0.01%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS, LLC                                                                                                              | SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB 6.750000% 08/15/2032            | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |    420000 | PA      | $413004.92    | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                                                 | EATON CORP 4.500000% 03/06/2033                                                   | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1153960.24   | 0.03%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786764                                                      | CUSIP: 3622ACMM9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    899336 | PA      | $849092.48    | 0.02%             | 2038-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING                                                                                                | GRACIE POINT INTERNATIONAL FUNDING 2025-1 LLC GPIF 2025-1A B                      | CUSIP: 38411WAB8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2440000 | PA      | $2439555.43   | 0.07%             | 2028-08-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3249                                                         | CUSIP: 3140XJTF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363674 | PA      | $361498.27    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC0437                                                         | CUSIP: 3140Y6PX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3202978 | PA      | $3279197.86   | 0.09%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS S8FX A2                   | CUSIP: 3137BXRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    320000 | PA      | $317311.33    | 0.01%             | 2027-03-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                                                 | STORE CAPITAL LLC 2.750000% 11/18/2030                                            | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    419000 | PA      | $376909.04    | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US ULTRA BOND CBT JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       148 | NC      | $17251250.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                                                                       | YORKSHIRE WATER FINANCE PLC MTN 6.375000% 11/18/2034                              | CUSIP: G98590AT2<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | NUSS              | GB        |    885000 | PA      | $1176195.00   | 0.03%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA2633                                                         | CUSIP: 3140W24T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    441174 | PA      | $398258.66    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                                                           | GSR MORTGAGE LOAN TRUST 2004-8F GSR 2004-8F 2A3                                   | CUSIP: 36242DCH4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      4076 | PA      | $4114.11      | 0.00%             | 2034-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST                                                                                                     | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 NYC 2025-1155 A                           | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2036000 | PA      | $2059431.71   | 0.06%             | 2042-06-10      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| MOLINA HEALTHCARE, INC.                                                                                                           | MOLINA HEALTHCARE INC 144A 6.500000% 02/15/2031                                   | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |    144000 | PA      | $141567.16    | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.369000% 10/21/2031                                  | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1443334.67   | 0.04%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67700                                                   | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1169083 | PA      | $1096218.61   | 0.03%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV1767                                                         | CUSIP: 3140ME6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1603733 | PA      | $1639507.92   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q17792                                                   | CUSIP: 3132J9C63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    330145 | PA      | $311291.40    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                                                          | SYNCHRONY CARD FUNDING LLC SYNIT 2026-A1 A                                        | CUSIP: 87166PAS0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1764000 | PA      | $1760426.14   | 0.05%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6599                                                      | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    950816 | PA      | $851408.14    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3058                                                         | CUSIP: 31418CMG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    330758 | PA      | $313982.22    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.625000% 11/15/2050                                              | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9067000 | PA      | $4730778.06   | 0.13%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4778                                                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    133672 | PA      | $124582.50    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                                                  | PHILIP MORRIS INTERNATIONAL INC 4.375000% 04/30/2030                              | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1275150.11   | 0.04%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Delivery Hero TL 6/30/2032                                                                                                        | Delivery Hero TL 6/30/2032 6/30/2032                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    112230 | PA      | $108372.84    | 0.00%             | 2032-06-30      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                                      | UBS GROUP AG MTN 4.588000% 08/10/2032                                             | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    788000 | PA      | $774508.34    | 0.02%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA7185                                                        | CUSIP: 3133KN6W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    424294 | PA      | $404160.23    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5605 NF                                                    | CUSIP: 3137HPAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4652353 | PA      | $4645555.10   | 0.13%             | 2055-12-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                                                 | EATON CORP 4.200000% 03/06/2031                                                   | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1369888.85   | 0.04%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS7844                                                         | CUSIP: 3138WHWE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45870 | PA      | $41345.31     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787804                                                      | CUSIP: 3622ADRZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1491482 | PA      | $1397762.10   | 0.04%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 5.625000% 02/10/2043                                                   | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    147000 | PA      | $139185.24    | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.750000% 06/30/2030                                              | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  13436000 | PA      | $13348875.87  | 0.37%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G04386                                                   | CUSIP: 3128M6F37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     12101 | PA      | $12395.19     | 0.00%             | 2038-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                                                              | UNITED KINGDOM GILT 4.375000% 03/07/2028                                          | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |   6015000 | PA      | $7925894.24   | 0.22%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 626166                                                       | CUSIP: 36291ETX9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7136 | PA      | $7201.86      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                                                          | LLOYDS BANKING GROUP PLC 5.668000% 02/10/2047                                     | CUSIP: 53944YBJ1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | NUSS              | GB        |   1079000 | PA      | $1049612.10   | 0.03%             | 2047-02-10      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781963                                                       | CUSIP: 36241KFC7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     16550 | PA      | $17020.05     | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785432                                                      | CUSIP: 3622AA4R2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    925164 | PA      | $797908.08    | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 5.500000% 03/15/2064                                                   | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214556.67    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                                                 | FX Forward Contract: AUD/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-1830.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4435                                                         | CUSIP: 31418D4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    630645 | PA      | $598433.33    | 0.02%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-84 FB                                                  | CUSIP: 3136AUKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    229873 | PA      | $227512.95    | 0.01%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-11 IX                           | CUSIP: 38380RRQ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2966934 | PA      | $239990.51    | 0.01%             | 2062-12-16      | Floating      | 1.16%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.387000% 02/02/2041                                  | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    523000 | PA      | $505296.87    | 0.01%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                                                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.750000% 01/15/2036                      | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    283000 | PA      | $299740.02    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1450                                                         | CUSIP: 3140XGTG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    549464 | PA      | $494938.24    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA2234                                                         | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3820624 | PA      | $3918452.82   | 0.11%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5118 CA                                                    | CUSIP: 3137H0T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    411567 | PA      | $382179.49    | 0.01%             | 2033-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                                                                      | CADENCE DESIGN SYSTEMS INC 4.200000% 09/10/2027                                   | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    302000 | PA      | $301753.08    | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 3.950000% 12/01/2047                                  | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1057000 | PA      | $769180.14    | 0.02%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.375000% 02/29/2028                                              | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  29056000 | PA      | $28826730.15  | 0.80%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE PLC                                                                                                       | YORKSHIRE WATER FINANCE PLC MTN 2.750000% 04/18/2041                              | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | NUSS              | GB        |    380000 | PA      | $310511.27    | 0.01%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4837                                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2423851 | PA      | $2277760.26   | 0.06%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0313                                                        | CUSIP: 3132D9K29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1072524 | PA      | $930150.22    | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604714                                                       | CUSIP: 36200MYK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4126 | PA      | $4270.92      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                                                    | ING GROEP NV 5.420000% 03/23/2037                                                 | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | NUSS              | NL        |    630000 | PA      | $628161.07    | 0.02%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                                                                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 4.300000% 01/15/2029                    | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    543000 | PA      | $539742.48    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.550000% 02/04/2029                                                  | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    851000 | PA      | $840244.83    | 0.02%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781530                                                       | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9819 | PA      | $10127.83     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BK2620                                                         | CUSIP: 3140HF4E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49324 | PA      | $42219.61     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR8478                                                         | CUSIP: 3140L7M41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     67397 | PA      | $55489.84     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ4190                                                        | CUSIP: 3142GUUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3679997 | PA      | $3758298.18   | 0.10%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8722                                                      | CUSIP: 36179XVP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1419726 | PA      | $1316443.17   | 0.04%             | 2053-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 2.850000% 12/15/2032                                           | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    320000 | PA      | $283818.93    | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.496000% 02/13/2031                                     | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $134026.56    | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.000000% 02/15/2050                                              | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29120000 | PA      | $16953300.00  | 0.47%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN DD8211                                                         | CUSIP: 3140B9DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    753985 | PA      | $759737.49    | 0.02%             | 2055-05-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                                                          | DUKE ENERGY FLORIDA LLC 4.200000% 12/01/2030                                      | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    231000 | PA      | $228463.88    | 0.01%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                                                    | SWCH COMMERCIAL MORTGAGE TRUST 2025-DATA SWCH 2025-DATA A                         | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    950000 | PA      | $938125.00    | 0.03%             | 2042-02-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781330                                                       | CUSIP: 36225BPP7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3096 | PA      | $3147.50      | 0.00%             | 2031-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 2.100000% 03/15/2028                                           | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    248000 | PA      | $237632.84    | 0.01%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 711731                                                       | CUSIP: 36297GVY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    128809 | PA      | $117625.34    | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 5.450000% 09/15/2035                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    583000 | PA      | $585266.98    | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                                                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 1.900000% 08/15/2031                       | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    794000 | PA      | $695759.96    | 0.02%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4176                                                         | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2394205 | PA      | $2108259.22   | 0.06%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FP0028                                                         | CUSIP: 3140XTA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    232682 | PA      | $204699.43    | 0.01%             | 2040-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                                                | ROYALTY PHARMA PLC 5.200000% 09/25/2035                                           | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |   2380000 | PA      | $2348898.37   | 0.07%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG, LLC                                                                                               | VENTURE GLOBAL PLAQUEMINES LNG LLC 144A 6.500000% 06/15/2034                      | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27064.75     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOANCORE ISSUER LTD                                                                                                               | LOANCORE 2025-CRE9 ISSUER LLC LNCR 2025-CRE9 AS                                   | CUSIP: 538912AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1200367.20   | 0.03%             | 2042-08-18      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3589                                                         | CUSIP: 3140XJ7B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74697 | PA      | $73802.12     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C01429                                                   | CUSIP: 31292HSS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     53156 | PA      | $54361.51     | 0.00%             | 2032-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841703                                               | CUSIP: 31288Q3L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    390502 | PA      | $372616.48    | 0.01%             | 2050-12-01      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC1164                                                        | CUSIP: 3133AKJH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    119373 | PA      | $98106.49     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-97 QK                           | CUSIP: 38382VCK3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.07         | 0.00%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0037                                                         | CUSIP: 3140XFBF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169213 | PA      | $151833.44    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 5.625000% 02/09/2034                                        | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    353000 | PA      | $345234.00    | 0.01%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2050000 | PA      | $1650730.46   | 0.05%             | 2056-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS8109                                                         | CUSIP: 3140XQAK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    542959 | PA      | $497180.22    | 0.01%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX, INC.                                                                                                                     | EQUINIX INC 3.900000% 04/15/2032                                                  | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $948769.87    | 0.03%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 605428                                                       | CUSIP: 36200NSR3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       591 | PA      | $599.57       | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR2643                                                         | CUSIP: 3140L05D5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120250 | PA      | $98881.71     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.300000% 05/15/2065                                                 | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    492000 | PA      | $455409.67    | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW0048                                                         | CUSIP: 3140MRBS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190836 | PA      | $189912.97    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 580873                                                       | CUSIP: 36201EJS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5513 | PA      | $5670.26      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                                                           | UBER TECHNOLOGIES INC 4.800000% 09/15/2034                                        | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    892000 | PA      | $873275.40    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-45 BD                           | CUSIP: 38384KGP0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    310197 | PA      | $286248.01    | 0.01%             | 2054-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.884000% 10/22/2030                                     | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    265000 | PA      | $250663.81    | 0.01%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ8435                                                         | CUSIP: 3140KULR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     95439 | PA      | $81646.20     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM1263                                                         | CUSIP: 3140X4MM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91348 | PA      | $89002.71     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                                                                                           | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A HALST 2025-A A3                    | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1620000 | PA      | $1629442.98   | 0.05%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 4.540000% 08/15/2047                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |    734000 | PA      | $595958.51    | 0.02%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                                                                       | PROGRESSIVE CORP/THE 5.150000% 03/26/2036                                         | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    362000 | PA      | $362510.42    | 0.01%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4126                                                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1192248 | PA      | $1078958.29   | 0.03%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORPORATION                                                                                        | CATERPILLAR FINANCIAL SERVICES CORP MTN 5.000000% 05/14/2027                      | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1064227.66   | 0.03%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0523                                                         | CUSIP: 3140XFSM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    222616 | PA      | $190677.61    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                                                                       | PROTECTIVE LIFE CORP 144A 5.350000% 12/15/2035                                    | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    528000 | PA      | $518860.30    | 0.01%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 1.593000% 05/04/2027                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    770000 | PA      | $767862.13    | 0.02%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4917                                                         | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2663644 | PA      | $2578461.97   | 0.07%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3919 FA                                                    | CUSIP: 3137AFPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    157896 | PA      | $156857.50    | 0.00%             | 2041-09-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 5.375000% 03/22/2033                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1976000 | PA      | $1929564.00   | 0.05%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7136                                                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1804487 | PA      | $1555139.65   | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2018-J1 TRUST CSMC 2018-J1 A2                                                | CUSIP: 12653TAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1376026 | PA      | $1245520.05   | 0.03%             | 2048-02-25      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-C NAVSL 2021-CA A                  | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    566633 | PA      | $514672.44    | 0.01%             | 2069-10-15      | Fixed         | 1.06%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE, INC.                                                                                                                    | AUTOZONE INC 5.125000% 06/15/2030                                                 | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    795000 | PA      | $808672.66    | 0.02%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3518000 | PA      | $2569376.79   | 0.07%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                                                        | JP MORGAN MORTGAGE TRUST 2020-1 JPMMT 2020-1 A3A                                  | CUSIP: 46651XAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    108170 | PA      | $94772.42     | 0.00%             | 2050-06-25      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                                                         | SAUDI ARABIAN OIL CO MTN 5.750000% 07/17/2054                                     | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    250000 | PA      | $229576.93    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                                       | EQUINOR ASA 4.750000% 11/14/2035                                                  | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    672000 | PA      | $661662.87    | 0.02%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-46 LY                           | CUSIP: 38383PXJ5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    256000 | PA      | $212223.18    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC1398                                                         | CUSIP: 3140Y7RU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    899283 | PA      | $939510.37    | 0.03%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 605268                                                       | CUSIP: 36200NMR9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7335 | PA      | $7484.46      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-4 SLMA 2008-4 A4                                      | CUSIP: 78445AAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    165704 | PA      | $166062.22    | 0.00%             | 2022-07-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S9 A8                | CUSIP: 92922FEV6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     31027 | PA      | $30711.60     | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                                                                | PIEDMONT NATURAL GAS CO INC 3.500000% 06/01/2029                                  | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    736000 | PA      | $715432.06    | 0.02%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                                            | PNC FINANCIAL SERVICES GROUP INC/THE 5.423000% 01/25/2041                         | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    328000 | PA      | $321324.72    | 0.01%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EURO-BOBL FUTURE  JUN26                                                                                                           | EURO-BOBL FUTURE  JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -76 | NC      | $-10107938.70 | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-9 BC                                                   | CUSIP: 3136ABQF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84000 | PA      | $88552.98     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON COMPANY                                                                                                               | OHIO EDISON CO 144A 4.950000% 12/15/2029                                          | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $449519.61    | 0.01%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                                                                   | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A2A                                           | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    105551 | PA      | $105653.87    | 0.00%             | 2027-11-22      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 783050                                                      | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     96110 | PA      | $96875.30     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                                                                                 | CSC HOLDINGS LLC 144A 3.375000% 02/15/2031                                        | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $117489.52    | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5783                                                         | CUSIP: 3140X9M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    206000 | PA      | $195846.41    | 0.01%             | 2038-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781976                                                       | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3117 | PA      | $3205.54      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A B                              | CUSIP: 78448YAD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    519119 | PA      | $507288.29    | 0.01%             | 2053-01-15      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8220                                                        | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   7129179 | PA      | $6276063.83   | 0.17%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                                                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.300000% 05/19/2053                        | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    174000 | PA      | $161710.40    | 0.00%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.875000% 05/15/2052                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8545000 | PA      | $5926090.97   | 0.16%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                                                 | EATON CORP 3.950000% 03/06/2029                                                   | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    916000 | PA      | $906852.19    | 0.03%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING S.A.                                                                                                             | ALTICE FINANCING SA 144A 9.625000% 07/15/2027                                     | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | NUSS              | LU        |    469000 | PA      | $347935.81    | 0.01%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                                                                                          | DIGITAL DUTCH FINCO BV 1.000000% 01/15/2032                                       | CUSIP: N2639BAE5<br>LEI: 549300ONZ5IS6B6IMJ70 | Long             | DBT              | NUSS              | US        |    315000 | PA      | $303376.03    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CERTIFICATES                                                                             | CHASE FUNDING TRUST SERIES 2003-6 CFAB 2003-6 1A5                                 | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     15159 | PA      | $14988.21     | 0.00%             | 2034-11-25      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7              | CUSIP: 92922FEB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     10855 | PA      | $10520.07     | 0.00%             | 2033-10-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO TL-B  8/13/2032                                                                                                       | QUIDELORTHO TL-B  8/13/2032 8/20/2032                                             | CUSIP: 74840YAH7<br>LEI: N/A                  | Long             | LON              |  | US        |    177867 | PA      | $177477.93    | 0.00%             | 2032-08-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.750000% 02/15/2056                                              | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49099000 | PA      | $47886868.44  | 1.33%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14515000 | PA      | $13868628.91  | 0.38%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                                                                | PUBLIC SERVICE CO OF OKLAHOMA 5.450000% 01/15/2036                                | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1741098.11   | 0.05%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELIVERY HERO SE                                                                                                                  | DELIVERY HERO SE 12/12/2029                                                       | CUSIP: D2007ZAE7<br>LEI: N/A                  | Long             | LON              |  | US        |    305136 | PA      | $299033.70    | 0.01%             | 2029-12-12      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4840                                                         | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6629016 | PA      | $6423863.53   | 0.18%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC.                                                                                            | HILTON DOMESTIC OPERATING CO INC 144A 6.125000% 04/01/2032                        | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274050.81    | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2025-5C33 BBCMS 2025-5C33 A4                                 | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    646000 | PA      | $671510.54    | 0.02%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                                                                | MARS INC 144A 5.200000% 03/01/2035                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1478947.90   | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MF1 LTD                                                                                                                           | MF1 2025-FL17 LLC MF1 2025-FL17 A                                                 | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820000 | PA      | $1820314.86   | 0.05%             | 2040-02-18      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 3.200000% 11/21/2029                                                   | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1230147.71   | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST                                                                                                           | BMW VEHICLE OWNER TRUST 2023-A BMWOT 2023-A A3                                    | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92501 | PA      | $92971.16     | 0.00%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781538                                                       | CUSIP: 36225BV70<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3445 | PA      | $3554.22      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2026-V21 MORTGAGE TRUST BMARK 2026-V21 A3                               | CUSIP: 08164HBA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    686000 | PA      | $695146.71    | 0.02%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                                                                        | JABIL INC 4.200000% 02/01/2029                                                    | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    419000 | PA      | $413917.07    | 0.01%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1660                                                        | CUSIP: 31427NZ28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2130158 | PA      | $2064890.09   | 0.06%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 6.000000% 08/03/2055                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    266000 | PA      | $223009.80    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WATER FINANCE PLC                                                                                                | UNITED UTILITIES WATER FINANCE PLC MTN 3.750000% 05/23/2034                       | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | NUSS              | GB        |    220000 | PA      | $248419.81    | 0.01%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.625000% 08/31/2029                                              | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  15965000 | PA      | $15842767.97  | 0.44%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4418                                                         | CUSIP: 3140QP4C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63944 | PA      | $64374.17     | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR6496                                                         | CUSIP: 3140L5GE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    113193 | PA      | $97540.42     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS6640                                                         | CUSIP: 3140XNLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    993275 | PA      | $964810.20    | 0.03%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA6562                                                        | CUSIP: 3133KNJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    265706 | PA      | $229661.79    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Switch Finance B.V.                                                                                                        | GLOBAL SWITCH FINANCE BV MTN 1.375000% 10/07/2030                                 | CUSIP: N/A<br>LEI: 635400GVJAKOJNEUMF33       | Long             | DBT              | NUSS              | GB        |    580000 | PA      | $615970.92    | 0.02%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4599                                                         | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.06         | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                                                                     | NISOURCE INC 5.350000% 04/01/2034                                                 | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2925223.12   | 0.08%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BK8309                                                         | CUSIP: 3140HNGT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     33854 | PA      | $33139.34     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 4.400000% 05/01/2045                                                    | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    375000 | PA      | $316298.23    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3009                                                         | CUSIP: 3140XJKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     74565 | PA      | $64893.87     | 0.00%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2672                                                         | CUSIP: 31418B6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    433873 | PA      | $412260.31    | 0.01%             | 2036-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 2.937000% 11/01/2056                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    590000 | PA      | $326839.39    | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.750000% 03/15/2034           | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1337000 | PA      | $1470498.11   | 0.04%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 WFCM 2016-C36 XA                   | CUSIP: 95000MBS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3870878 | PA      | $6867.71      | 0.00%             | 2059-11-15      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                                                  | PHILIP MORRIS INTERNATIONAL INC 5.375000% 02/15/2033                              | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    810000 | PA      | $832471.43    | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2026-VLT9 BX 2026-VLT9 A                             | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    355000 | PA      | $353281.66    | 0.01%             | 2045-03-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2723                                                        | CUSIP: 3132DQAY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    333079 | PA      | $336964.29    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST                                                                                               | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM1 NRZT 2024-NQM1 A1                   | CUSIP: 64828DAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    874010 | PA      | $879744.39    | 0.02%             | 2064-03-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-71 PT                           | CUSIP: 38381WDY1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    132744 | PA      | $119556.58    | 0.00%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERNET BRANDS                                                                                                                   | INTERNET BRANDS 5/3/2028                                                          | CUSIP: 45567YAN5<br>LEI: N/A                  | Long             | LON              |  | US        |    125588 | PA      | $107646.37    | 0.00%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                                                                           | BAIN CAPITAL CREDIT CLO 2020-2 LTD BCC 2020-2A AR3                                | CUSIP: 05683EBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2792860.00   | 0.08%             | 2034-07-19      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1                                              | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    389137 | PA      | $320197.40    | 0.01%             | 2061-05-25      | Floating      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 545646                                                         | CUSIP: 31385JET1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         2 | PA      | $1.93         | 0.00%             | 2026-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III, INC.                                                                                       | FRESENIUS MEDICAL CARE US FINANCE III INC 144A 1.875000% 12/01/2026               | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | DE        |   1345000 | PA      | $1318947.15   | 0.04%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance B.V.                                                                                                  | EMBRAER NETHERLANDS FINANCE BV 5.980000% 02/11/2035                               | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | NUSS              | BR        |    572000 | PA      | $590447.00    | 0.02%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA2472                                                         | CUSIP: 3140Q9XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    230923 | PA      | $220156.78    | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 310088                                                         | CUSIP: 31374CND4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     19623 | PA      | $19831.66     | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 3.419000% 12/20/2028                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206298.01    | 0.01%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR4722                                                         | CUSIP: 3140L3G88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    118204 | PA      | $97004.35     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 2.000000% 08/15/2031                    | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    804000 | PA      | $688173.88    | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 725162                                                         | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     77246 | PA      | $79917.84     | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                                                   | STATE OF ISRAEL 2.750000% 07/03/2030                                              | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    470000 | PA      | $430340.18    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4869                                                         | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    409899 | PA      | $413511.00    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                                                          | CONSUMERS ENERGY CO 5.050000% 05/15/2035                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    661000 | PA      | $663739.10    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA3651                                                         | CUSIP: 3140W4BV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1645782 | PA      | $1625298.72   | 0.05%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RE0016                                                        | CUSIP: 3133LWAR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    628363 | PA      | $544923.74    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL7667                                                         | CUSIP: 3138EQQV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    566447 | PA      | $558835.60    | 0.02%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                                                              | USB AUTO OWNER TRUST 2025-1 USCAR 2025-1A A4                                      | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    231000 | PA      | $232177.20    | 0.01%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C62771                                                   | CUSIP: 31287NCG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9042 | PA      | $9260.10      | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                                                                              | BAYER US FINANCE LLC 144A 6.875000% 11/21/2053                                    | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $526746.23    | 0.01%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5313                                                         | CUSIP: 3140X83X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    130155 | PA      | $111336.62    | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 02/15/2046                                              | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32050000 | PA      | $30898203.13  | 0.86%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST TPMT 2026-1 A1A                                         | CUSIP: 891959AA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2030325 | PA      | $2002702.85   | 0.06%             | 2066-01-25      | Floating      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604663                                                       | CUSIP: 36200MWY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3537 | PA      | $3569.77      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TTF/Soliant Health 6/24 Cov-Lite TLB                                                                                              | TTF/Soliant Health 6/24 Cov-Lite TLB 6/20/2031                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    230952 | PA      | $170904.29    | 0.00%             | 2031-06-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0301                                                         | CUSIP: 3140FXKP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     54656 | PA      | $52772.59     | 0.00%             | 2058-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10B 1                                 | CUSIP: 831641FU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    350783 | PA      | $347157.07    | 0.01%             | 2032-09-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC COMPANY                                                                                                          | GENERAL ELECTRIC CO MTN VARIABLE RATE 08/15/2036                                  | CUSIP: 36962GX74<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2262363.60   | 0.06%             | 2036-08-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                                                    | HYUNDAI AUTO RECEIVABLES TRUST 2026-A HART 2026-A A4                              | CUSIP: 448981AE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    918000 | PA      | $908175.01    | 0.03%             | 2032-12-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2025-CES8 RCKT 2025-CES8 A1A                                  | CUSIP: 74939WAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    769666 | PA      | $768170.41    | 0.02%             | 2055-08-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Redexis, S.A.                                                                                                                     | REDEXIS SA MTN 4.375000% 05/30/2031                                               | CUSIP: N/A<br>LEI: 635400DYWVUY8IC5MR90       | Long             | DBT              | NUSS              | ES        |    500000 | PA      | $577884.77    | 0.02%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                                                             | SWITCH ABS ISSUER LLC SWTCH 2025-1A A2                                            | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2880000 | PA      | $2774720.16   | 0.08%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2003-7 SLMA 2003-7A A5A                                    | CUSIP: 78442GHH2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    889753 | PA      | $879910.13    | 0.02%             | 2033-12-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7523                                                        | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    656064 | PA      | $564899.46    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR3256                                                         | CUSIP: 3140L1TN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     53835 | PA      | $44582.94     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                                            | PNC FINANCIAL SERVICES GROUP INC/THE 4.075000% 01/26/2029                         | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1394000 | PA      | $1386644.38   | 0.04%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2836                                                         | CUSIP: 3140XJEJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12144 | PA      | $12109.88     | 0.00%             | 2027-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781547                                                       | CUSIP: 36225BWG9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5639 | PA      | $5862.76      | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                                                    | ENTERPRISE FLEET FINANCING 2023-2 LLC EFF 2023-2 A2                               | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |         0 | PA      | $0.03         | 0.00%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC.                                                                                                            | JACKSON FINANCIAL INC 3.125000% 11/23/2031                                        | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $1966169.66   | 0.05%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                                                                  | SALESFORCE INC 5.550000% 03/15/2036                                               | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1191282.81   | 0.03%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5154                                                        | CUSIP: 3133KYWP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.04         | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B NAVSL 2018-BA A2A                     | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2036 | PA      | $2034.84      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3088                                                         | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    771596 | PA      | $738979.03    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    699000 | PA      | $666198.69    | 0.02%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THE WALT DISNEY COMPANY                                                                                                           | WALT DISNEY CO/THE 3.750000% 03/14/2029                                           | CUSIP: 254687GC4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    827000 | PA      | $817574.73    | 0.02%             | 2029-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 621808                                                       | CUSIP: 36290YYD4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3159 | PA      | $3188.97      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1775000 | PA      | $1695957.03   | 0.05%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                                           | BAYER US FINANCE II LLC 144A 4.875000% 06/25/2048                                 | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    865000 | PA      | $708623.22    | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G02444                                                   | CUSIP: 3128M4BM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     17416 | PA      | $17605.25     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.125000% 05/15/2048                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23730000 | PA      | $17857751.89  | 0.50%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2006-112 ST                                                 | CUSIP: 31396LQG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    169974 | PA      | $8536.35      | 0.00%             | 2036-11-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                                                              | LXP INDUSTRIAL TRUST 6.750000% 11/15/2028                                         | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76534.46     | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                                                           | PUBLIC SERVICE ELECTRIC AND GAS CO MTN 2.050000% 08/01/2050                       | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $50164.39     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-64 BC                                                  | CUSIP: 3136ATUD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    334651 | PA      | $313495.55    | 0.01%             | 2046-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787097                                                      | CUSIP: 3622ACX21<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    203989 | PA      | $203884.37    | 0.01%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 6.050000% 01/11/2040                     | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1210000 | PA      | $1173276.50   | 0.03%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08711                                                   | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    585601 | PA      | $548897.22    | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                                                                  | SALESFORCE INC 5.200000% 03/15/2033                                               | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2660448.87   | 0.07%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-12 FD                                                  | CUSIP: 3136AVTN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    230452 | PA      | $228436.68    | 0.01%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-155 X1                  | CUSIP: 3137H9ZX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   8965556 | PA      | $167850.46    | 0.00%             | 2033-04-25      | Floating      | 0.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 6.700000% 02/04/2056                                                  | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    585000 | PA      | $542940.57    | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL REVOLVING RECEIVABLES TRUST                                                                                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 GMREV 2025-1 A                    | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    457000 | PA      | $461441.03    | 0.01%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QI2723                                                        | CUSIP: 3133W9AY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    414660 | PA      | $434656.28    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR15 A1A1            | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2531006 | PA      | $2396121.09   | 0.07%             | 2045-11-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9290                                                        | CUSIP: 3133AGKB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    269165 | PA      | $221878.12    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 4.950000% 03/16/2036                                 | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1410912.67   | 0.04%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0846                                                        | CUSIP: 3132DM5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34825 | PA      | $29844.82     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.536000% 01/28/2036                                  | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182967.46    | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 5.900000% 01/25/2033                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1465059.27   | 0.04%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0451                                               | CUSIP: 3142AWQC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    792671 | PA      | $802404.43    | 0.02%             | 2055-07-01      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                                                                                                    | UNITED AIRLINES HOLDINGS INC 4.875000% 03/01/2029                                 | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1222602.13   | 0.03%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 4.750000% 01/15/2033                                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1269114.88   | 0.04%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                                                                       | ASURION LLC 1/20/2029                                                             | CUSIP: 04649VBA7<br>LEI: N/A                  | Long             | LON              |  | US        |     36588 | PA      | $36313.25     | 0.00%             | 2029-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL0149                                                         | CUSIP: 3138EGEX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    481062 | PA      | $464620.71    | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9482                                                        | CUSIP: 3133AGRB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    117711 | PA      | $96600.07     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAVENDER U FRN                                                                                                                    | LAVENDER U FRN                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    158501 | PA      | $155925.75    | 0.00%             | 2032-09-27      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                                                         | BPR COMMERCIAL MORTGAGE TRUST 2025-STAR BPR 2025-STAR A                           | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    625000 | PA      | $619679.56    | 0.02%             | 2042-11-05      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8286                                                        | CUSIP: 3132DWF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3077929 | PA      | $2911556.13   | 0.08%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.875000% 09/26/2045                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    695000 | PA      | $599604.88    | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST SERIES 2025-2 VZMT 2025-2 A                                  | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1978000 | PA      | $2017769.07   | 0.06%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST                                                                                                      | NAVIENT REFINANCE LOAN TRUST 2025-B NAVRL 2025-B A                                | CUSIP: 63943NAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1002346 | PA      | $995745.34    | 0.03%             | 2055-09-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 5.700000% 01/15/2056                                             | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2478504.90   | 0.07%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4091 FN                                                    | CUSIP: 3137ATDS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    194144 | PA      | $191638.60    | 0.01%             | 2042-08-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                                                                                           | TRANS-ALLEGHENY INTERSTATE LINE CO 144A 5.000000% 01/15/2031                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1625322.16   | 0.05%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                                                                       | PROTECTIVE LIFE CORP 144A 4.700000% 01/15/2031                                    | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    855000 | PA      | $846762.55    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL0845                                                        | CUSIP: 31427M5F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    573794 | PA      | $517116.07    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-E SMB 2021-E A1A                            | CUSIP: 78450MAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1128602 | PA      | $1071442.11   | 0.03%             | 2051-02-15      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 03/15/2029                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  30810000 | PA      | $30538005.62  | 0.85%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1626                                                         | CUSIP: 3140XGYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    435513 | PA      | $372193.48    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                                                         | BAT CAPITAL CORP 4.625000% 03/22/2033                                             | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | GB        |   1860000 | PA      | $1820171.49   | 0.05%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7102                                                         | CUSIP: 3140JB3L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1497059 | PA      | $1530483.44   | 0.04%             | 2052-10-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ARM TRUST                                                                                                            | BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 14A                                    | CUSIP: 07384MM66<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      3572 | PA      | $3350.57      | 0.00%             | 2034-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-47 GZ                                                  | CUSIP: 3136BAS21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    448706 | PA      | $270167.72    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM9365                                                         | CUSIP: 3140XDMP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    193313 | PA      | $172931.82    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS, INC.                                                                                                      | CADENCE DESIGN SYSTEMS INC 4.300000% 09/10/2029                                   | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1460366.01   | 0.04%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                                                                                    | JOHN DEERE CAPITAL CORP 4.650000% 01/07/2028                                      | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    611000 | PA      | $616585.33    | 0.02%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORPORATION                                                                                                      | TENET HEALTHCARE CORP 4.375000% 01/15/2030                                        | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179186.69    | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 4.708000% 03/12/2032                                               | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2159000 | PA      | $2144463.28   | 0.06%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ0225                                                         | CUSIP: 3138MFHB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    468204 | PA      | $429987.10    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4988 KF                                                    | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    297781 | PA      | $294653.87    | 0.01%             | 2050-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1556                                                         | CUSIP: 3140XGWS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1081837 | PA      | $1006912.75   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0774                                                         | CUSIP: 3140XF2G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4995234 | PA      | $4085933.73   | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                                                 | EATON CORP 4.500000% 03/06/2033                                                   | CUSIP: 278058DY5<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    386000 | PA      | $380708.25    | 0.01%             | 2033-03-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                                                           | SAUDI GOVERNMENT INTERNATIONAL BOND 144A 4.125000% 01/12/2029                     | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    915000 | PA      | $901015.37    | 0.02%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4963                                                         | CUSIP: 3140XLQR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1071336 | PA      | $967944.77    | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV8546                                                         | CUSIP: 3140MNP83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266146 | PA      | $247430.19    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2581.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8182                                                        | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.07         | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RaIsing canes TL 10/25/2032                                                                                                       | RaIsing canes TL 10/25/2032 10/25/2032                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    140638 | PA      | $139671.66    | 0.00%             | 2032-10-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 592243                                                       | CUSIP: 36201S5C9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       566 | PA      | $575.94       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.947000% 02/24/2028                                          | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $641821.69    | 0.02%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS8673                                                        | CUSIP: 3132A9T64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     34448 | PA      | $33445.24     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTI HOLDCO INC                                                                                                                    | DTI HOLDCO INC 4/26/2029                                                          | CUSIP: 23358EAK5<br>LEI: N/A                  | Long             | LON              |  | US        |     67034 | PA      | $57648.84     | 0.00%             | 2029-04-26      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                                                                | BERRY GLOBAL INC 1.650000% 01/15/2027                                             | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2922535.56   | 0.08%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS, INCORPORATED                                                                                       | AMERICAN TRANSMISSION SYSTEMS INC 144A 2.650000% 01/15/2032                       | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    216000 | PA      | $193530.57    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD4146                                                        | CUSIP: 3133B1TB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     66525 | PA      | $57083.99     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL2020                                                        | CUSIP: 31427PG65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    973586 | PA      | $877161.94    | 0.02%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 622506                                                       | CUSIP: 36291AR35<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       435 | PA      | $441.20       | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                                                                         | SUNOCO LP 144A 5.625000% 07/15/2034                                               | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142782.35    | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                                                           | BANK OF NOVA SCOTIA/THE 4.247000% 02/02/2030                                      | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | NUSS              | CA        |    595000 | PA      | $589576.78    | 0.02%             | 2030-02-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-38 FC                                                  | CUSIP: 3136BQHF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    549456 | PA      | $547672.33    | 0.02%             | 2040-06-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                                                                | AMERICAN INTERNATIONAL GROUP INC 5.450000% 05/07/2035                             | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198895.39    | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0319                                                        | CUSIP: 3132D9K86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    222932 | PA      | $193991.64    | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0366                                                         | CUSIP: 3140XFMQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    132127 | PA      | $114780.67    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2022-61 F                                                   | CUSIP: 3136BNX27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4671523 | PA      | $4596597.43   | 0.13%             | 2052-09-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.900000% 07/15/2032                                                 | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    692000 | PA      | $698047.73    | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BW9916                                                         | CUSIP: 3140N3AS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    339396 | PA      | $336429.88    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                                                           | STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2007-WF1 A1               | CUSIP: 86358BAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1243333 | PA      | $1224981.87   | 0.03%             | 2037-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                                                                                        | LIGHTPATH FIBER ISSUER LLC LPATH 2026-1A A2                                       | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2150000 | PA      | $2144040.20   | 0.06%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| US 2YR NOTE (CBT) JUN26                                                                                                           | US 2YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       360 | NC      | $74680312.50  | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                                                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.700000% 02/01/2036           | CUSIP: 03522AAH3<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   1540000 | PA      | $1499918.20   | 0.04%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-A NAVSL 2019-A A2A                 | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     49470 | PA      | $49387.22     | 0.00%             | 2043-01-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                                                                | DTE ENERGY CO 5.050000% 10/01/2035                                                | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2675367.00   | 0.07%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $54728.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                                                         | DLLAA 2025-1 LLC DLLAA 2025-1A A3                                                 | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1110000 | PA      | $1121439.55   | 0.03%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO LTD                                                                                                                  | OWL ROCK CLO III LTD OR 2020-3A AR                                                | CUSIP: 69120DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1180000 | PA      | $1180062.54   | 0.03%             | 2036-04-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER, LLC                                                                                             | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINAN 5.750000% 04/15/2026           | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18022.50     | 0.00%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST                                                                                         | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV BVINV 2021-5 A5                | CUSIP: 07336JAH1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2400864 | PA      | $2161898.18   | 0.06%             | 2051-11-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                                                      | US BANCORP 4.481000% 01/26/2032                                                   | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1269479.16   | 0.04%             | 2032-01-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                                                     | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    121596 | PA      | $117455.68    | 0.00%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                                                           | MPLX LP 6.100000% 04/01/2056                                                      | CUSIP: 55336VCF5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    291000 | PA      | $282942.36    | 0.01%             | 2056-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORPORATION                                                                                           | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS-THR SASC 2003-24A 3A2              | CUSIP: 86359AG98<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      9180 | PA      | $9080.39      | 0.00%             | 2033-07-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.125000% 02/15/2036                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9962000 | PA      | $9806343.75   | 0.27%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4609                                                         | CUSIP: 3140XLDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    733204 | PA      | $671269.27    | 0.02%             | 2049-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 03/15/2029                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   1357000 | PA      | $1345020.24   | 0.04%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA5077                                                        | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1645177 | PA      | $1416247.82   | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO B.V.                                                                                                            | ARES EUROPEAN CLO XVII DAC ARESE 17A BR                                           | CUSIP: BCC3QN1Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1800000 | PA      | $2075325.96   | 0.06%             | 2040-01-15      | Floating      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SDART 2024-3 A3                     | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    204480 | PA      | $205032.81    | 0.01%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67713                                                   | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1109050 | PA      | $1063505.36   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 2.572000% 10/20/2032                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    680000 | PA      | $605008.92    | 0.02%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX COMMERCIAL MORTGAGE TRUST 2020-VIV4 BX 2020-VIV4 A                             | CUSIP: 05608MAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2000000 | PA      | $1852849.40   | 0.05%             | 2044-03-09      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 5.700000% 11/01/2054                                                    | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    759000 | PA      | $692455.71    | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0983                                                         | CUSIP: 3140QLCV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1592333 | PA      | $1378034.36   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4837                                                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1301340 | PA      | $1222905.87   | 0.03%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 4.750000% 05/15/2052                                       | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210449.89    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4980 KI                                                    | CUSIP: 3137FTLA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1418254 | PA      | $331115.94    | 0.01%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.153000% 10/21/2029                                  | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2168573.78   | 0.06%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                                                                            | VERISK ANALYTICS INC 5.125000% 03/15/2036                                         | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1062905.27   | 0.03%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES FSPC T-76 2A                     | CUSIP: 31397KYA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     50779 | PA      | $46396.89     | 0.00%             | 2037-10-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| HOLOGIC TL 01/14/2033 TLB                                                                                                         | HOLOGIC TL 01/14/2033 TLB 1/14/2033                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    116340 | PA      | $114885.50    | 0.00%             | 2033-01-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                                                         | TORONTO-DOMINION BANK/THE 4.928000% 10/15/2035                                    | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | NUSS              | CA        |    886000 | PA      | $871692.77    | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO LTD                                                                                                                     | AIMCO CLO 22 LTD AIMCO 2024-22A A                                                 | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1330000 | PA      | $1329880.30   | 0.04%             | 2037-04-19      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-171 IO                          | CUSIP: 38380JGF9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4500819 | PA      | $154651.28    | 0.00%             | 2059-09-16      | Floating      | 0.62%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST                                                                                                                   | BOFA AUTO TRUST 2025-1 BAAT 2025-1A A3                                            | CUSIP: 05594BAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    220000 | PA      | $220627.37    | 0.01%             | 2029-11-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5009                                                         | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3656144 | PA      | $3623016.21   | 0.10%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS MORTGAGE FUNDING TRUST                                                                                               | BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR3 BSMF 2007-AR3 1A1                    | CUSIP: 07401VAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1937848 | PA      | $1853658.38   | 0.05%             | 2037-03-25      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 5.700000% 04/01/2055                                                 | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    419000 | PA      | $400598.66    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 BL4126                                                      | CUSIP: 3617JGSP8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1365 | PA      | $1342.55      | 0.00%             | 2069-01-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781688                                                       | CUSIP: 36225B2V9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12778 | PA      | $13207.21     | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8194                                                        | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4898258 | PA      | $4146667.39   | 0.11%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2022-C17 BBCMS 2022-C17 A5                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    331000 | PA      | $323302.26    | 0.01%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                                                                                       | FIGRE TRUST 2025-HE7 FIGRE 2025-HE7 A                                             | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1383678 | PA      | $1374626.99   | 0.04%             | 2055-11-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS Q032 A                    | CUSIP: 3137HKQ23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    275010 | PA      | $276446.09    | 0.01%             | 2054-11-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                                                       | HUDSON YARDS 2019-30HY MORTGAGE TRUST HY 2019-30HY A                              | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1225000 | PA      | $1164261.56   | 0.03%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AP9766                                                         | CUSIP: 3138MDZ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    121163 | PA      | $117542.62    | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SI2090                                                        | CUSIP: 3133USKB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1347317 | PA      | $1211755.55   | 0.03%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.625000% 07/15/2054                                       | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1162750.22   | 0.03%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A1                                 | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    402641 | PA      | $342931.27    | 0.01%             | 2066-07-25      | Floating      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                                                                                          | DIGITAL DUTCH FINCO BV 3.875000% 07/15/2034                                       | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | NUSS              | US        |    185000 | PA      | $203758.84    | 0.01%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.545000% 11/08/2032                                          | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $333342.45    | 0.01%             | 2032-11-08      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL COMPANY                                                                                                          | EASTMAN CHEMICAL CO 4.500000% 02/20/2031                                          | CUSIP: 277432BB5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    906000 | PA      | $885859.60    | 0.02%             | 2031-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5773.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1289                                                         | CUSIP: 3140XGNF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    347452 | PA      | $312221.41    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6754                                                         | CUSIP: 3140XAQG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    273683 | PA      | $267130.96    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COMPANIES, LLC                                                                                                     | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORL 4.900000% 02/01/2046           | CUSIP: 03522AAJ9<br>LEI: 5493002J2SVENP0PVK27 | Long             | DBT              | CORP              | BE        |   1357000 | PA      | $1222890.40   | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 2.357000% 08/18/2031                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    250000 | PA      | $225498.19    | 0.01%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 562555                                                       | CUSIP: 36213R5Q6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1796 | PA      | $1850.47      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 5.250000% 03/15/2035                                     | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146771.06    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ4080                                                         | CUSIP: 3138MKRA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45348 | PA      | $43778.36     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                                                                  | PARAMOUNT GLOBAL 5.900000% 10/15/2040                                             | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $852179.44    | 0.02%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 CN9873                                                      | CUSIP: 3617F96J6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    166158 | PA      | $149310.51    | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                                                                                          | DIGITAL DUTCH FINCO BV 3.875000% 03/15/2035                                       | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | NUSS              | US        |    120000 | PA      | $131544.43    | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                                                                | ROYALTY PHARMA PLC 2.200000% 09/02/2030                                           | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | NUSS              | US        |    349000 | PA      | $314338.07    | 0.01%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786593                                                      | CUSIP: 3622ACGA2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    399382 | PA      | $378342.96    | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7051                                                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3583127 | PA      | $2961709.45   | 0.08%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                                                                | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 1A1                     | CUSIP: 16163LAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      1039 | PA      | $1052.79      | 0.00%             | 2035-06-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                                                                                    | TRANSDIGM INC. 2/28/2031                                                          | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              |  | US        |    250053 | PA      | $250025.11    | 0.01%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787362                                                      | CUSIP: 3622ADB72<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    599440 | PA      | $516076.06    | 0.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAST & CREW LLC                                                                                                                   | CAST & CREW LLC 12/29/2028                                                        | CUSIP: 14835JAQ3<br>LEI: N/A                  | Long             | LON              |  | US        |     56134 | PA      | $21457.40     | 0.00%             | 2028-12-29      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G02188                                                   | CUSIP: 3128LXND8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     63173 | PA      | $63857.76     | 0.00%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                                                         | DELL INTERNATIONAL LLC / EMC CORP 5.000000% 04/01/2030                            | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1153716.01   | 0.03%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                                                                              | CROSS 2025-H8 MORTGAGE TRUST CROSS 2025-H8 A1                                     | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2131455 | PA      | $2120719.29   | 0.06%             | 2070-11-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA6565                                                        | CUSIP: 3133KNJJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  10040199 | PA      | $8618079.88   | 0.24%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 464591                                                       | CUSIP: 36208YC49<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5082 | PA      | $5108.94      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KELSO INDUSTRIES LLC TERM LOAN                                                                                                    | KELSO INDUSTRIES LLC TERM LOAN 12/26/2029                                         | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              |  | US        |    133980 | PA      | $132304.84    | 0.00%             | 2029-12-26      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-78 PT                           | CUSIP: 38381WTA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    354809 | PA      | $318885.77    | 0.01%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DK CROWN HOLDINGS INC TL B 1L 6.07471% 03/04/2032                                                                                 | DK CROWN HOLDINGS INC TL B 1L 6.07471% 03/04/2032 3/4/2032                        | CUSIP: 23326SAB3<br>LEI: N/A                  | Long             | LON              |  | US        |    106947 | PA      | $106746.95    | 0.00%             | 2032-03-04      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VERTIV HOLDINGS CO                                                                                                                | VERTIV HOLDINGS CO 4.850000% 03/15/2036                                           | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1584958.93   | 0.04%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST 2021-1 TPMT 2021-1 A1                                   | CUSIP: 89179YAR4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    280004 | PA      | $261857.35    | 0.01%             | 2061-11-25      | Floating      | 2.25%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                                                         | DLLAD 2024-1 LLC DLLAD 2024-1A A3                                                 | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1810000 | PA      | $1837693.36   | 0.05%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                                                      | NORTHROP GRUMMAN CORP 4.650000% 07/15/2030                                        | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    492000 | PA      | $494811.83    | 0.01%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT JUN26                                                                                                           | AUST 10Y BOND FUT JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | Short            |  |  | AU        |      -110 | NC      | $-8118046.26  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8C1089                                               | CUSIP: 3142BBF62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    690362 | PA      | $696289.70    | 0.02%             | 2055-08-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SALOMON BROTHERS MORTGAGE SECURITIES VII INCORPORATED                                                                             | CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII I SBM7 2003-HYB1 A               | CUSIP: 79549AYG8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2284 | PA      | $2191.68      | 0.00%             | 2033-09-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786709                                                      | CUSIP: 3622ACKW9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    225360 | PA      | $225006.77    | 0.01%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1                                 | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    345762 | PA      | $315999.02    | 0.01%             | 2066-02-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| GE VERNOVA INC.                                                                                                                   | GE VERNOVA INC 5.500000% 02/04/2056                                               | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    689000 | PA      | $662814.91    | 0.02%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                                                | ALTRIA GROUP INC 3.875000% 09/16/2046                                             | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    280000 | PA      | $205085.85    | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0034                                                         | CUSIP: 3140XFBC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    264637 | PA      | $235990.59    | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                                              | JERSEY CENTRAL POWER & LIGHT CO 144A 4.150000% 01/15/2029                         | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    479000 | PA      | $475906.07    | 0.01%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS, INC.                                                                                                               | ENTERGY TEXAS INC 5.250000% 04/15/2035                                            | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    775000 | PA      | $782019.67    | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRIME MORTGAGE TRUST                                                                                                              | PRIME MORTGAGE TRUST 2004-CL1 PRIME 2004-CL1 1PO                                  | CUSIP: 74160MDQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       626 | PA      | $555.52       | 0.00%             | 2034-02-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5228 TN                                                    | CUSIP: 3137H7W33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    273804 | PA      | $263449.16    | 0.01%             | 2039-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                                              | VICI PROPERTIES LP / VICI NOTE CO INC 144A 4.125000% 08/15/2030                   | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37348.30     | 0.00%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                                                                | METROPOLITAN LIFE GLOBAL FUNDING I 144A 3.000000% 09/19/2027                      | CUSIP: 59217GCK3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    655000 | PA      | $643130.38    | 0.02%             | 2027-09-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 611990                                                       | CUSIP: 36202W2X6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1581 | PA      | $1610.79      | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5064                                                        | CUSIP: 3133KYTV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    980434 | PA      | $869242.06    | 0.02%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.250000% 11/21/2049                                                   | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1021971.85   | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA2047                                                         | CUSIP: 3140Q9HZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    190379 | PA      | $187062.38    | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2016-93 AB                           | CUSIP: 38379XX47<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    586825 | PA      | $494662.74    | 0.01%             | 2044-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                                                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2023-1 A1                        | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1470000 | PA      | $1471803.69   | 0.04%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                                                                 | BERKSHIRE HATHAWAY ENERGY CO 2.850000% 05/15/2051                                 | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $800763.29    | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY, LLC                                                                                                     | AEP TRANSMISSION CO LLC 5.375000% 06/15/2035                                      | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $573550.77    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 604842                                                       | CUSIP: 36200M5B5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11246 | PA      | $11404.92     | 0.00%             | 2033-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPERATING 11/24 B5 TLB                                                                                               | CHARTER COMM OPERATING 11/24 B5 TLB 11/21/2031                                    | CUSIP: 16117LCE7<br>LEI: N/A                  | Long             | LON              |  | US        |    250854 | PA      | $250713.56    | 0.01%             | 2031-11-21      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 02/15/2046                                              | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12862000 | PA      | $12399771.88  | 0.34%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5077                                                      | CUSIP: 36179TUA1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1487950 | PA      | $1394599.62   | 0.04%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4454                                                      | CUSIP: 36179S5P8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    410731 | PA      | $416660.46    | 0.01%             | 2047-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 6.750000% 02/09/2056                                        | CUSIP: 91087BBS8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $388240.00    | 0.01%             | 2056-02-09      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.800000% 12/01/2057                                                     | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    453000 | PA      | $305897.65    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6448                                                         | CUSIP: 3140XAEW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    491397 | PA      | $403362.11    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 5.500000% 07/15/2034                                     | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    348000 | PA      | $348122.35    | 0.01%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2138                                                        | CUSIP: 3132DPLT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     76193 | PA      | $77701.45     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORPORATION                                                                                                        | AMERICAN TOWER CORP 2.700000% 04/15/2031                                          | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    575000 | PA      | $521725.65    | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.500000% 07/15/2044                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    424000 | PA      | $409158.24    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1074                                                         | CUSIP: 3140XGFQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2076224 | PA      | $1861073.79   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1591                                                         | CUSIP: 31418AXV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    138544 | PA      | $136853.33    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BC9077                                                         | CUSIP: 3140F5CP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    151226 | PA      | $141439.42    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3663                                                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8113 | PA      | $7598.71      | 0.00%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.750000% 02/28/2033                                              | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9697000 | PA      | $9475787.19   | 0.26%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08747                                                   | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1192908 | PA      | $1075754.31   | 0.03%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                                                            | REYNOLDS AMERICAN INC 8.125000% 05/01/2040                                        | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $678358.21    | 0.02%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2017-RPL1 TRUST CSMC 2017-RPL1 M2                                            | CUSIP: 22945AAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1760000 | PA      | $1364022.00   | 0.04%             | 2057-07-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                                                             | VOLKSWAGEN INTERNATIONAL FINANCE NV 7.875000% MATURITY: PERPETUAL                 | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | NUSS              | DE        |    400000 | PA      | $510287.33    | 0.01%             | 2174-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 11/15/2055                                              | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15424000 | PA      | $14737150.00  | 0.41%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5660                                                        | CUSIP: 3132DTJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1171036 | PA      | $1201680.51   | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US 5YR NOTE (CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       284 | NC      | $30723031.25  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 564637                                                       | CUSIP: 36213UHN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8510 | PA      | $8675.52      | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                                                         | DLLAD 2025-1 LLC DLLAD 2025-1A A3                                                 | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    635000 | PA      | $638201.48    | 0.02%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                                                        | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2024-3 A1                        | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          |  | US        |   1477000 | PA      | $1478690.13   | 0.04%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8786                                                         | CUSIP: 3140XCXQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142046 | PA      | $122171.56    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU (FINANCING) UK PLC                                                                                                      | DWR CYMRU FINANCING UK PLC MTN 2.375000% 03/31/2034                               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | NUSS              | GB        |    640000 | PA      | $627001.48    | 0.02%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ENTAIN PLC                                                                                                                        | ENTAIN PLC 10/31/2029                                                             | CUSIP: G3168QAC1<br>LEI: N/A                  | Long             | LON              |  | US        |     79048 | PA      | $78961.95     | 0.00%             | 2029-10-31      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 579166                                                       | CUSIP: 36201CMP6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11110 | PA      | $11344.83     | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5107                                                         | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   7203439 | PA      | $7259951.96   | 0.20%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-69 BF                                                  | CUSIP: 3136ATA53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    310640 | PA      | $308118.77    | 0.01%             | 2046-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                                                                        | JABIL INC 4.750000% 02/01/2033                                                    | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    419000 | PA      | $407981.67    | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8257                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2459229 | PA      | $2383623.48   | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                                                                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 5.200000% 04/01/2028                    | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $267749.43    | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO                                                                                                                       | ELMWOOD CLO 29 LTD ELM29 2024-5A AR1                                              | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $759917.92    | 0.02%             | 2037-04-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5321                                                        | CUSIP: 3132DS4E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4833042 | PA      | $4565073.34   | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U92272                                                   | CUSIP: 3132HCMV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     39654 | PA      | $39218.79     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.950000% 09/10/2034           | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1600000 | PA      | $1555076.26   | 0.04%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2022-6 CB                                                   | CUSIP: 3136BLPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    274000 | PA      | $161282.13    | 0.00%             | 2052-02-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD3812                                                        | CUSIP: 3133B1GV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    794959 | PA      | $698850.24    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ1528                                                         | CUSIP: 3140KLVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     51037 | PA      | $42124.21     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 780958                                                       | CUSIP: 36225BB31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       938 | PA      | $950.21       | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.450000% 11/15/2055                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222686.34    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republica de Colombia                                                                                                             | REPUBLIC OF COLOMBIA 7.750000% 11/07/2036                                         | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    436000 | PA      | $445570.20    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EOC BORROWER TL                                                                                                                   | EOC BORROWER TL 3/24/2028                                                         | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              |  | US        |     59594 | PA      | $59395.83     | 0.00%             | 2028-03-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 555704                                                       | CUSIP: 36213JKR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       532 | PA      | $545.88       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1751                                                        | CUSIP: 3132DN5L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    147522 | PA      | $126882.05    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP.                                                                                                       | MAPLE PARENT HOLDINGS CORP 144A 4.728000% 03/26/2035                              | CUSIP: 56530KAH9<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    650000 | PA      | $747198.64    | 0.02%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 BD                           | CUSIP: 38382NFU6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    412522 | PA      | $406741.65    | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1539                                                         | CUSIP: 3140XGV97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134446 | PA      | $122613.80    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7043                                                      | CUSIP: 36179VZG8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1717970 | PA      | $1455617.78   | 0.04%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 520234                                                       | CUSIP: 36211Q4T5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       562 | PA      | $574.09       | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4718                                                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     58016 | PA      | $52436.08     | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G07848                                                   | CUSIP: 3128MABR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    760409 | PA      | $716976.87    | 0.02%             | 2044-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.850000% 12/01/2035           | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1377021.32   | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2014-181 L                           | CUSIP: 38379HMV4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    284794 | PA      | $257731.02    | 0.01%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2715                                                        | CUSIP: 3132DQAQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     68063 | PA      | $66489.54     | 0.00%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 4.375000% 10/15/2028                                              | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    810000 | PA      | $809363.35    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.900000% 03/13/2047                                               | CUSIP: 61747YGC3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    981000 | PA      | $976448.11    | 0.03%             | 2047-03-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6421                                                        | CUSIP: 3132DUD20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2679317 | PA      | $2790852.16   | 0.08%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                                                                                           | AMERICAN AIRLINES 2025-1 CLASS A PASS THROUGH TRUS 4.900000% 05/11/2038           | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $763806.02    | 0.02%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BUNKER HILL LOAN DEPOSITARY TRUST                                                                                                 | BUNKER HILL LOAN DEPOSITARY TRUST 2019-2 BHLD 2019-2 A1                           | CUSIP: 12061RAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     87609 | PA      | $86133.61     | 0.00%             | 2049-07-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                                               | NELNET STUDENT LOAN TRUST 2021-D NSLT 2021-DA AFX                                 | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    192636 | PA      | $183784.19    | 0.01%             | 2062-04-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD                                                                                        | PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2021-2 PAIA 2021-2A BR                 | CUSIP: 70018QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2797488.40   | 0.08%             | 2034-07-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA4319                                                         | CUSIP: 3140W4YR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    576305 | PA      | $563270.10    | 0.02%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U99045                                                   | CUSIP: 3132H7BP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    355930 | PA      | $334875.10    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 2.739000% 10/15/2030                                          | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    855000 | PA      | $805248.76    | 0.02%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5092 AP                                                    | CUSIP: 3137FYAR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    310659 | PA      | $274858.00    | 0.01%             | 2041-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0191                                                         | CUSIP: 3140FXF98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    282223 | PA      | $266965.05    | 0.01%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 3.875000% 04/15/2030                                             | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    285000 | PA      | $277553.22    | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 783094                                                       | CUSIP: 36241LNK8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     21074 | PA      | $21885.44     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.734000% 07/18/2031                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2451000 | PA      | $2443408.20   | 0.07%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0697                                                         | CUSIP: 3140XFX30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    391131 | PA      | $351862.32    | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08631                                                   | CUSIP: 3128MJVZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    194315 | PA      | $177210.34    | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTH COMMERCIAL MORTGAGE TRUST                                                                                                   | NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK NRTH 2025-PARK A                         | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    830000 | PA      | $829222.29    | 0.02%             | 2040-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORPORATION                                                                                                            | MCDONALD'S CORP MTN 6.300000% 03/01/2038                                          | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    530000 | PA      | $577857.72    | 0.02%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $23542.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0610                                                         | CUSIP: 3140QKVC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4858881 | PA      | $4178131.21   | 0.12%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                                                            | PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 6.650000% 03/04/2055                  | CUSIP: 699149BY5<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $207480.00    | 0.01%             | 2055-03-04      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTATE LINE COMPANY                                                                                           | TRANS-ALLEGHENY INTERSTATE LINE CO 144A 5.000000% 01/15/2031                      | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $662318.78    | 0.02%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                                                            | PNC FINANCIAL SERVICES GROUP INC/THE 5.373000% 07/21/2036                         | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441920.68    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A34552                                                   | CUSIP: 31297QBV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       730 | PA      | $722.96       | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY TEX UNIV REVS                                                                                                          | UNIV OF TEXAS TX UNIV REVENUES BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM | CUSIP: 91514AKD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    295000 | PA      | $179076.42    | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                                                         | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGO 5.850000% 06/15/2056           | CUSIP: 05724BAQ2<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    975000 | PA      | $954078.68    | 0.03%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY, INC.                                                                                                             | CHENIERE ENERGY INC 144A 5.200000% 07/30/2036                                     | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1044222.87   | 0.03%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786726                                                      | CUSIP: 3622ACLF5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1111034 | PA      | $903414.35    | 0.03%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                                                                                | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 7.375000% 10/01/2032           | CUSIP: 01883LAH6<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47541.66     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NELNET PRIVATE EDUCATION LOAN TRUST                                                                                               | NELNET STUDENT LOAN TRUST 2021-C NSLT 2021-CA AFX                                 | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    983839 | PA      | $928725.54    | 0.03%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                                                    | MORGAN STANLEY CAPITAL I TRUST 2022-L8 MSC 2022-L8 AS                             | CUSIP: 61774LBN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    580000 | PA      | $528328.15    | 0.01%             | 2055-04-15      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0470                                                         | CUSIP: 3140QKQY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1011660 | PA      | $913518.62    | 0.03%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP.                                                                                                                | CI FINANCIAL CORP 3.200000% 12/17/2030                                            | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | NUSS              | CA        |   4000000 | PA      | $3556893.84   | 0.10%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL9468                                                         | CUSIP: 3138ERQW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    593507 | PA      | $577385.65    | 0.02%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC                                                                                   | CENTERPOINT ENERGY RESTORATION BOND CO III LLC 4.480000% 06/15/2035               | CUSIP: 15202GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1486516.18   | 0.04%             | 2035-06-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 544472                                                       | CUSIP: 36212U2D2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2468 | PA      | $2599.30      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3521                                                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    271239 | PA      | $254193.21    | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 5.550000% 11/01/2045                                                     | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    301000 | PA      | $284956.55    | 0.01%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM6400                                                         | CUSIP: 3140JBDE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    286236 | PA      | $277263.56    | 0.01%             | 2050-06-01      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                                                           | ASTRAZENECA FINANCE LLC 4.000000% 03/02/2031                                      | CUSIP: 04636NAQ6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $712404.55    | 0.02%             | 2031-03-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-06-26                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $151924.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                                               | VIRGINIA ELECTRIC AND POWER CO 2.950000% 11/15/2051                               | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    462000 | PA      | $283692.26    | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                                                 | FX Forward Contract: AUD/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-2613.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2670                                                         | CUSIP: 31418B6G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    329182 | PA      | $297389.58    | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST                                                                                                                 | T-MOBILE US TRUST 2024-2 TMUST 2024-2A A                                          | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2291000 | PA      | $2294258.03   | 0.06%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                                                       | ALLY AUTO RECEIVABLES TRUST 2022-3 ALLYA 2022-3 A4                                | CUSIP: 02008DAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    284803 | PA      | $285052.44    | 0.01%             | 2028-10-16      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA1530                                                         | CUSIP: 3140Q8VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    148107 | PA      | $138934.16    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QE2241                                                        | CUSIP: 3133BBP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    216492 | PA      | $211468.22    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0024                                                         | CUSIP: 3140XFA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    179861 | PA      | $155493.58    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR9 1A6              | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     12537 | PA      | $12387.52     | 0.00%             | 2033-09-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-64 PE                                                  | CUSIP: 3136ATTP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363000 | PA      | $279636.87    | 0.01%             | 2046-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.734000% 07/18/2031                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1440524.21   | 0.04%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5335 FB                                                    | CUSIP: 3137HAL87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    715899 | PA      | $718270.81    | 0.02%             | 2039-10-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                                               | ONCOR ELECTRIC DELIVERY CO LLC 5.350000% 04/01/2035                               | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260567.98    | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN, INC.                                                                                                               | KINDER MORGAN INC 5.200000% 03/01/2048                                            | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    205000 | PA      | $185012.19    | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5467                                                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    261589 | PA      | $257550.69    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Q41209                                                   | CUSIP: 3132WEKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     33400 | PA      | $31367.51     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5712                                                      | CUSIP: 36179UKZ4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    122661 | PA      | $123678.46    | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2024-64 KY                                                  | CUSIP: 3136BSN43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    284000 | PA      | $244270.02    | 0.01%             | 2043-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA1710                                                         | CUSIP: 3140Q83U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    866693 | PA      | $850394.16    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0160                                                        | CUSIP: 3133AJE90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    101298 | PA      | $83235.43     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1404                                                         | CUSIP: 31418AR26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    212028 | PA      | $199236.20    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7401                                                         | CUSIP: 3140XBGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    615656 | PA      | $527641.95    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9065                                                         | CUSIP: 3140QVCB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1033783 | PA      | $1050572.15   | 0.03%             | 2054-08-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-5 VERUS 2021-5 A1                                 | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    998376 | PA      | $859088.71    | 0.02%             | 2066-09-25      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT1205                                                         | CUSIP: 3140LPKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    242957 | PA      | $215598.59    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB6672                                                         | CUSIP: 31417DMW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5832360 | PA      | $5376830.26   | 0.15%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                                       | AKER BP ASA 144A 5.800000% 10/01/2054                                             | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    340000 | PA      | $310750.59    | 0.01%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL, INC.                                                                                                              | VOYA FINANCIAL INC 5.050000% 03/02/2036                                           | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1255746.64   | 0.03%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                                                            | SEQUOIA MORTGAGE TRUST 2018-CH4 SEMT 2018-CH4 B1B                                 | CUSIP: 81747LCE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    722041 | PA      | $716779.64    | 0.02%             | 2048-10-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 3.734000% 12/08/2047                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1072614.39   | 0.03%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| LEIDOS, INC.                                                                                                                      | LEIDOS INC 5.000000% 03/15/2036                                                   | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2320337.40   | 0.06%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                                                                  | HEALTHCARE REALTY HOLDINGS LP 3.100000% 02/15/2030                                | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    880000 | PA      | $828274.84    | 0.02%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6343                                                         | CUSIP: 3140XABM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68414 | PA      | $56407.21     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                                                        | MIDAMERICAN ENERGY CO 2.700000% 08/01/2052                                        | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    297000 | PA      | $178556.50    | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4954 LB                                                    | CUSIP: 3137FR2N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    249428 | PA      | $219149.63    | 0.01%             | 2050-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2022-ATH2 CSMC 2022-ATH2 A1                                                  | CUSIP: 12665WAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2043847 | PA      | $2037064.79   | 0.06%             | 2067-05-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8346                                                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6164114 | PA      | $5839354.67   | 0.16%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JGWPT LLC                                                                                                                         | JGWPT XXX LLC HENDR 2013-3A A                                                     | CUSIP: 46617LAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    513808 | PA      | $489404.35    | 0.01%             | 2073-01-17      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 5.650000% 02/19/2056                                                    | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    693000 | PA      | $671810.98    | 0.02%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08741                                                   | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    634106 | PA      | $569676.55    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6603                                                        | CUSIP: 3132DUKQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2619520 | PA      | $2601207.17   | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7177.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4562                                                         | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8429227 | PA      | $6820224.72   | 0.19%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                                                                             | FOUNDRY JV HOLDCO LLC 144A 6.300000% 01/25/2039                                   | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    226000 | PA      | $235401.92    | 0.01%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 5.250000% 06/15/2049                                                      | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    398000 | PA      | $351214.26    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8968                                                         | CUSIP: 3140XC6E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2135245 | PA      | $1955887.34   | 0.05%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                                                                      | NOVARTIS CAPITAL CORP 5.700000% 03/18/2056                                        | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    172000 | PA      | $173227.08    | 0.00%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                                                         | REALTY INCOME CORP 4.875000% 07/06/2030                                           | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | NUSS              | US        |    300000 | PA      | $359430.48    | 0.01%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1626751.42   | 0.05%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3316 JO                                                    | CUSIP: 31397HKD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |       676 | PA      | $562.33       | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BCPE EMPIRE HOLDINGS, INC.TL                                                                                                      | BCPE EMPIRE HOLDINGS, INC.TL 12/29/2032                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    383633 | PA      | $377160.63    | 0.01%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 505636                                                       | CUSIP: 36210XV53<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       242 | PA      | $246.14       | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3210                                                         | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    800047 | PA      | $742232.61    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7727                                                         | CUSIP: 3140XBSR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     59505 | PA      | $51692.46     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 605279                                                       | CUSIP: 36200NM40<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9306 | PA      | $9479.34      | 0.00%             | 2034-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781990                                                       | CUSIP: 36241KF78<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5834 | PA      | $6037.52      | 0.00%             | 2035-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 629077                                                       | CUSIP: 36291H2J2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18557 | PA      | $18732.81     | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                                                                                    | RFC PRINCIPAL  STRIP ZERO COUPON 04/15/2030                                       | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4270000 | PA      | $3624277.32   | 0.10%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $17177.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9499                                                         | CUSIP: 3140QVRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    729587 | PA      | $759958.08    | 0.02%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4944 AC                                                    | CUSIP: 3137FQQQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    917224 | PA      | $820364.05    | 0.02%             | 2044-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT3874                                                         | CUSIP: 3138WRJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13440 | PA      | $13099.01     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8864                                                         | CUSIP: 3140XCZ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    386199 | PA      | $330294.21    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  22000000 | PA      | $22101330.02  | 0.61%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 253777                                                         | CUSIP: 31371J2J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     15058 | PA      | $15098.68     | 0.00%             | 2031-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC0430                                                         | CUSIP: 3140Y6PQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4309475 | PA      | $4350196.47   | 0.12%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEGIS ASSET BACKED SECURITIES TRUST                                                                                               | AEGIS ASSET BACKED SEC CORP MORT PASS THR CERTS SE AABST 2003-3 M1                | CUSIP: 00764MAV9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    259795 | PA      | $262080.05    | 0.01%             | 2034-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $694978.24    | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SI2049                                                        | CUSIP: 3133USH20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    728019 | PA      | $651290.20    | 0.02%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US 10YR ULTRA FUT JUN26                                                                                                           | US 10YR ULTRA FUT JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -462 | NC      | $-52444218.75 | -1.45%            |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE, INC.                                                                                                                  | SALESFORCE INC 6.550000% 03/15/2056                                               | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1485134.33   | 0.04%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 1.875000% 02/28/2031                                              | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1449298.19   | 0.04%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0685                                                         | CUSIP: 3140FXXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    327861 | PA      | $299507.33    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0165                                                        | CUSIP: 3133AJFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    116786 | PA      | $100543.65    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.500000% 06/01/2041                                                     | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    246000 | PA      | $190816.84    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 4.250000% 03/15/2031                                               | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    796000 | PA      | $781223.39    | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                                                                     | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD MAD 2025-11MD C                           | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1520000 | PA      | $1529227.46   | 0.04%             | 2042-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Quartz Acq. TL 06/28/2030                                                                                                         | Quartz Acq. TL 06/28/2030 6/28/2030                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    158591 | PA      | $131630.22    | 0.00%             | 2030-06-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST                                                                            | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE T SFUEL 2025-AA A2               | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    600147 | PA      | $601119.22    | 0.02%             | 2027-07-20      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4600000 | PA      | $4039625.47   | 0.11%             | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MVW LLC                                                                                                                           | MVW 2023-2 LLC MVWOT 2023-2A A                                                    | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    364651 | PA      | $374572.96    | 0.01%             | 2040-11-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A46280                                                   | CUSIP: 3128K66R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      5152 | PA      | $5205.12      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA9437                                                        | CUSIP: 3133KRPW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    211793 | PA      | $214259.15    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2023-92 IA                           | CUSIP: 38381H8D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1963632 | PA      | $99768.03     | 0.00%             | 2064-06-16      | Floating      | 0.61%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.750000% 03/15/2036                                                   | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    926000 | PA      | $908515.93    | 0.03%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.375000% 03/31/2029                                              | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  24870000 | PA      | $23852855.80  | 0.66%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5754                                                         | CUSIP: 3140X9MC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31238 | PA      | $30291.68     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL4741                                                         | CUSIP: 3138EMHT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62254 | PA      | $61495.02     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                                                          | HCA INC 4.600000% 11/15/2032                                                      | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    690000 | PA      | $671151.42    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 995504                                                         | CUSIP: 31416B3M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     17864 | PA      | $18645.84     | 0.00%             | 2038-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9357                                                         | CUSIP: 3140QVMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    132443 | PA      | $140419.31    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    402000 | PA      | $263606.03    | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                                              | GLENCORE FUNDING LLC 144A 5.508000% 04/01/2036                                    | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    673000 | PA      | $674456.86    | 0.02%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 4.493000% 01/16/2032                                               | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1695999.85   | 0.05%             | 2032-01-16      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.125000% 11/15/2027                                              | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  11640000 | PA      | $11690015.68  | 0.32%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.875000% 03/13/2036                                               | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $1063220.94   | 0.03%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-153 KA                          | CUSIP: 38383YJQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    387040 | PA      | $379373.61    | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 621723                                                       | CUSIP: 36290YVQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8287 | PA      | $8444.34      | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Company                                                                                         | FIRSTENERGY PENNSYLVANIA ELECTRIC CO 144A 3.250000% 03/15/2028                    | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $326548.11    | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS6158                                                         | CUSIP: 3140XMZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223962 | PA      | $212387.28    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZS4511                                                        | CUSIP: 3132A5AL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    261036 | PA      | $239057.20    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0041                                                        | CUSIP: 3133AJBJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    124617 | PA      | $102197.37    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                                                     | VISTRA OPERATIONS CO LLC 144A 5.250000% 10/15/2035                                | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1670328.81   | 0.05%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST FRANKLIN MORTGAGE LOAN TRUST                                                                                                | FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF5 FFML 2004-FF5 A3C                     | CUSIP: 32027NKU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    170665 | PA      | $160916.58    | 0.00%             | 2034-08-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST                                                                                                     | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 UBSCM 2017-C4 A3                            | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    400448 | PA      | $394880.28    | 0.01%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC0161                                                        | CUSIP: 3133AJFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    130406 | PA      | $106938.93    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2025-98 PK                                                  | CUSIP: 3136BX2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5581293 | PA      | $5546247.86   | 0.15%             | 2054-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                                                                  | BANK OF MONTREAL MTN 4.439000% 01/14/2032                                         | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | NUSS              | CA        |    961000 | PA      | $946188.05    | 0.03%             | 2032-01-14      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| WBHT COMMERCIAL MORTGAGE TRUST                                                                                                    | WBHT COMMERCIAL MORTGAGE TRUST 2025-WBM WBHT 2025-WBM A                           | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1685000 | PA      | $1683949.07   | 0.05%             | 2042-06-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4492                                                         | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5405934 | PA      | $4378282.42   | 0.12%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                                                                     | CITIBANK NA 5.570000% 04/30/2034                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1010250.48   | 0.03%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                                                         | ORANGE SA MTN 4.750000% 01/13/2033                                                | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | NUSS              | FR        |   1044000 | PA      | $1032330.31   | 0.03%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.750000% 08/15/2055                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4267000 | PA      | $4158324.84   | 0.12%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4270                                                         | CUSIP: 3140XKW89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    969287 | PA      | $793081.60    | 0.02%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2773                                                         | CUSIP: 31418CCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    895532 | PA      | $849282.08    | 0.02%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD.                                                                                                                      | RAD CLO 21 LTD RAD 2023-21A A1R                                                   | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2893982.50   | 0.08%             | 2037-01-25      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| CLARK CNTY NEV ARPT REV                                                                                                           | CLARK CNTY NV ARPT REVENUE COUNTY OF CLARK DEPARTMENT OF AVIATION                 | CUSIP: 18085PMT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    413000 | PA      | $457005.89    | 0.01%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG B70787                                                   | CUSIP: 3129882U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     25879 | PA      | $25682.46     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL5760                                                         | CUSIP: 3138ENMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    126986 | PA      | $122591.77    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4957 MY                                                    | CUSIP: 3137FRRE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    312000 | PA      | $261406.49    | 0.01%             | 2050-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                        | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP2 A4              | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    796266 | PA      | $793701.73    | 0.02%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 6.375000% 06/01/2037                                                    | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    910000 | PA      | $992191.38    | 0.03%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-45 TM                                                  | CUSIP: 3136B2EV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    361414 | PA      | $324776.45    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST                                                                                                      | GS MORTGAGE SECURITIES TRUST 2020-GSA2 GSMS 2020-GSA2 A4                          | CUSIP: 36264KAU4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1055000 | PA      | $942781.87    | 0.03%             | 2053-12-12      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 2.100000% 08/01/2027                                  | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1652426.00   | 0.05%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2025-10 A                                               | CUSIP: 92348KEZ2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1124000 | PA      | $1115411.40   | 0.03%             | 2033-10-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-142 EF                                                 | CUSIP: 3136A3NR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    161797 | PA      | $160650.03    | 0.00%             | 2042-01-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.125000% 03/15/2031                                                   | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    716000 | PA      | $705610.10    | 0.02%             | 2031-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-197 LF                          | CUSIP: 38383LFS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1619947 | PA      | $1612302.65   | 0.04%             | 2052-11-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SC0188                                                        | CUSIP: 3132D9F58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    191232 | PA      | $166851.14    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14400.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC4818                                                        | CUSIP: 3133APK73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74821 | PA      | $64352.04     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6030                                                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     66515 | PA      | $60280.31     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-158 PG                          | CUSIP: 38382BFP3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    377339 | PA      | $318202.72    | 0.01%             | 2049-12-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2024-NQM9 TRUST OBX 2024-NQM9 A1                                              | CUSIP: 67119DAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1838924 | PA      | $1852287.33   | 0.05%             | 2064-01-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AX5505                                                         | CUSIP: 3138Y7DK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18708 | PA      | $18426.34     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                                                                | BMO 2025-C12 MORTGAGE TRUST BMO 2025-C12 A5                                       | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     60000 | PA      | $63252.79     | 0.00%             | 2058-06-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 2.511000% 10/20/2032                                           | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    650000 | PA      | $573912.38    | 0.02%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS9830                                                         | CUSIP: 3138WK4Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266910 | PA      | $255709.32    | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA, LLC                                                                                                    | TOTALENERGIES CAPITAL USA LLC 4.857000% 01/13/2036                                | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | FR        |    744000 | PA      | $732558.77    | 0.02%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Blackhawk Network 1/26 Cov-Lite TLB                                                                                               | Blackhawk Network 1/26 Cov-Lite TLB 3/12/2029                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    131776 | PA      | $129898.52    | 0.00%             | 2029-03-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 785559                                                      | CUSIP: 3622ABB43<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    502764 | PA      | $448525.05    | 0.01%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0584                                                         | CUSIP: 3140XFUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     71556 | PA      | $58085.64     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT3270                                                         | CUSIP: 3140LRT40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66790 | PA      | $57507.32     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                                                                                           | SAUDI GOVERNMENT INTERNATIONAL BOND 144A 5.875000% 01/12/2056                     | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1299000 | PA      | $1243426.34   | 0.03%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RC2401                                                        | CUSIP: 3133L8U29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2880072 | PA      | $2653165.35   | 0.07%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA6943                                                         | CUSIP: 3140QEWD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1789639 | PA      | $1464585.40   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                                               | ABBOTT LABORATORIES 5.500000% 03/15/2056                                          | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    530000 | PA      | $519679.37    | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                                                  | DEUTSCHE BANK AG/NEW YORK NY 4.999000% 09/11/2030                                 | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    790000 | PA      | $793721.12    | 0.02%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2688                                                        | CUSIP: 3132DP6Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    151911 | PA      | $154704.11    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.204000% 11/17/2028                               | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1723012.23   | 0.05%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE, LLC                                                                                                            | TIME WARNER CABLE LLC 7.300000% 07/01/2038                                        | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2584546.87   | 0.07%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                                                              | DTE ELECTRIC CO 3.650000% 03/01/2052                                              | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    183000 | PA      | $132434.89    | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5473 BF                                                    | CUSIP: 3137HHFL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    596618 | PA      | $600511.21    | 0.02%             | 2054-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 BX 2024-VLT5 A                             | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790000 | PA      | $789420.22    | 0.02%             | 2046-11-13      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.450000% 11/15/2055                                                 | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    565000 | PA      | $547033.84    | 0.02%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7509                                                        | CUSIP: 3132DVKW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    219527 | PA      | $196715.45    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 552885                                                       | CUSIP: 36213FF24<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5226 | PA      | $5309.24      | 0.00%             | 2032-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                                                                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 4.750000% 05/19/2033                        | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | NUSS              | US        |    481000 | PA      | $479167.40    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.350000% 05/04/2033                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    787000 | PA      | $766127.87    | 0.02%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                                                               | GMF FLOORPLAN OWNER REVOLVING TRUST GFORT 2024-1A A1                              | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1035000 | PA      | $1044049.73   | 0.03%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                                               | ABBOTT LABORATORIES 5.500000% 03/15/2056                                          | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    670000 | PA      | $656953.17    | 0.02%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                                                            | STANDARD CHARTERED PLC MTN 5.706000% 03/05/2047                                   | CUSIP: 85325C2P6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | NUSS              | GB        |    779000 | PA      | $738433.29    | 0.02%             | 2047-03-05      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CELSIUS INC                                                                                                                       | CELSIUS INC 4/1/2032                                                              | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              |  | US        |     91170 | PA      | $91255.52     | 0.00%             | 2032-04-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MFA TRUST                                                                                                                         | MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    176746 | PA      | $156541.47    | 0.00%             | 2064-11-25      | Floating      | 1.03%                 | Yes           |                  2 | On Loan: No      |
| AIRBNB, INC.                                                                                                                      | AIRBNB INC 4.650000% 03/16/2031                                                   | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    661000 | PA      | $659510.57    | 0.02%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7521                                                        | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    629701 | PA      | $541394.06    | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A40879                                                   | CUSIP: 3128K06Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     11498 | PA      | $11615.93     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 30YR TBA APRIL                           | CUSIP: 21H040640<br>LEI: N/A                  | Long             | DBT              |  | US        |  18175000 | PA      | $17022272.44  | 0.47%             | 2045-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                                                             | NEXTERA ENERGY CAPITAL HOLDINGS INC 5.450000% 03/15/2035                          | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4320867.82   | 0.12%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 3.400000% 03/01/2027                                              | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376486.62    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US 10YR NOTE (CBT)JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       274 | NC      | $30426843.75  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-82 FE                                                  | CUSIP: 3136AUBK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    513089 | PA      | $509304.33    | 0.01%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $980.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4631                                                         | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.06         | 0.00%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMONT HOME LOAN OWNER TRUST                                                                                                     | FREMONT HOME LOAN TRUST 2005-E FHLT 2005-E 2A4                                    | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1989695 | PA      | $1940546.07   | 0.05%             | 2036-01-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| The State of Qatar                                                                                                                | QATAR GOVERNMENT INTERNATIONAL BOND 144A 4.400000% 04/16/2050                     | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    318000 | PA      | $263319.45    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL UNLIMITED COMPANY                                                                                                   | EATON CAPITAL ULC 4.000000% 03/10/2038                                            | CUSIP: 27806HAE1<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | NUSS              | US        |    720000 | PA      | $818000.15    | 0.02%             | 2038-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  28025000 | PA      | $26442250.01  | 0.73%             | 2056-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                                                                 | ENTERPRISE PRODUCTS OPERATING LLC 5.200000% 01/15/2036                            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1744306.14   | 0.05%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC.                                                                                                   | GE HEALTHCARE TECHNOLOGIES INC 5.500000% 06/15/2035                               | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $433687.34    | 0.01%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.000000% 07/15/2046                                                  | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    601000 | PA      | $404730.99    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL7500                                                         | CUSIP: 3138EQKN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     91449 | PA      | $88489.63     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.250000% 08/15/2049                                              | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14086000 | PA      | $8761381.99   | 0.24%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2296                                                         | CUSIP: 3140XHRS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    794126 | PA      | $733531.02    | 0.02%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IQVIA INC TL B 1L 0% 01/02/2031                                                                                                   | IQVIA INC TL B 1L 0% 01/02/2031 1/2/2031                                          | CUSIP: 44969CBP4<br>LEI: N/A                  | Long             | LON              |  | US        |    208952 | PA      | $209369.68    | 0.01%             | 2031-01-02      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841077                                               | CUSIP: 31288QFS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    241914 | PA      | $249171.75    | 0.01%             | 2047-11-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-95 A                            | CUSIP: 38382G2B7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1273451 | PA      | $1033671.86   | 0.03%             | 2050-07-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL9615                                                         | CUSIP: 3138ERVH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    290991 | PA      | $266312.10    | 0.01%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                                                                 | NATWEST GROUP PLC 5.908000% 03/03/2047                                            | CUSIP: 639057AW8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | NUSS              | GB        |    632000 | PA      | $615681.60    | 0.02%             | 2047-03-03      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781014                                                       | CUSIP: 36225BDT2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6133 | PA      | $6231.60      | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-38 MA                                                  | CUSIP: 3136B1Q49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    452982 | PA      | $432530.66    | 0.01%             | 2048-06-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4446 CP                                                    | CUSIP: 3137BHAJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    294314 | PA      | $264096.07    | 0.01%             | 2045-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0896                                                         | CUSIP: 3140XF7J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1352110 | PA      | $1201933.54   | 0.03%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTEGAS ENERGIA GRUPO SOCIEDAD ANONIMA                                                                                           | NORTEGAS ENERGIA GRUPO SL MTN 4.125000% 01/21/2033                                | CUSIP: N/A<br>LEI: 959800BV22XY8K22ZD24       | Long             | DBT              | NUSS              | ES        |    400000 | PA      | $446330.45    | 0.01%             | 2033-01-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781257                                                       | CUSIP: 36225BME5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       273 | PA      | $275.76       | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2025-VLT7 BX 2025-VLT7 B                                                 | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1675000 | PA      | $1665054.69   | 0.05%             | 2044-07-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4368                                                         | CUSIP: 31418D2A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1151125 | PA      | $1099803.91   | 0.03%             | 2031-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.550000% 02/15/2032                                                 | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    878000 | PA      | $870366.81    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2024-25C 1                       | CUSIP: 83162CW58<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    443095 | PA      | $448013.84    | 0.01%             | 2049-03-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2019-79 FA                                                  | CUSIP: 3136B72K6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1032560 | PA      | $1015230.49   | 0.03%             | 2050-01-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51466.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.100000% 11/20/2030                                               | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    337000 | PA      | $333051.20    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PLANO HOLDCO, INC.                                                                                                                | PLANO HOLDCO, INC. 10/2/2031                                                      | CUSIP: 72712EAB3<br>LEI: N/A                  | Long             | LON              |  | US        |     41685 | PA      | $33348.00     | 0.00%             | 2031-10-02      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5019                                                      | CUSIP: 36179TSG1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    182567 | PA      | $171112.95    | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-127 FC                                                 | CUSIP: 3136A2SV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    143115 | PA      | $141720.51    | 0.00%             | 2041-12-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| COLT MORTGAGE LOAN TRUST                                                                                                          | COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A1                                    | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    515120 | PA      | $439145.73    | 0.01%             | 2066-10-25      | Floating      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08721                                                   | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    748115 | PA      | $675613.36    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 4.571000% 04/27/2033                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117901.84    | 0.00%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                                                          | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 5.650000% 03/25/2032                 | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | DE        |    115000 | PA      | $116790.84    | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0513                                                         | CUSIP: 3140FXSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    282769 | PA      | $255399.31    | 0.01%             | 2055-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTH CAROLINA STUDENT LOAN CORPORATION                                                                                           | SOUTH CAROLINA STUDENT LOAN CORP 2015-A SCSLC 2015-A A                            | CUSIP: 83715RAH5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     26479 | PA      | $26482.03     | 0.00%             | 2036-01-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM5598                                                         | CUSIP: 3140JAGG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2650823 | PA      | $2422471.03   | 0.07%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G07924                                                   | CUSIP: 3128MAD55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    252830 | PA      | $238316.63    | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET 12/24 TLB                                                                                                             | JANE STREET 12/24 TLB 12/15/2031                                                  | CUSIP: 47077DAM2<br>LEI: N/A                  | Long             | LON              |  | US        |    170354 | PA      | $167044.18    | 0.00%             | 2031-12-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                                                                                 | DELTA AIR LINES 2020-1 CLASS AA PASS THROUGH TRUST 2.000000% 06/10/2028           | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2684533 | PA      | $2595953.78   | 0.07%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.500000% 05/14/2035                                                   | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1068633.06   | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0751                                                         | CUSIP: 3140XFZR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    636185 | PA      | $563303.85    | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                                                              | FX Forward Contract: EUR/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $191.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                                                                 | CORPORATE ONE AUTO RECEIVABLES TRUST 2026-1 COART 2026-1A A3                      | CUSIP: 22004UAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    240000 | PA      | $238878.86    | 0.01%             | 2030-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.625000% 11/15/2045                                              | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21740000 | PA      | $20968909.38  | 0.58%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-17 AP                           | CUSIP: 38382CJ93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    344660 | PA      | $297351.60    | 0.01%             | 2050-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD7594                                                        | CUSIP: 3133B5NK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    153980 | PA      | $131498.40    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                                                        | DUKE ENERGY CAROLINAS LLC 2.550000% 04/15/2031                                    | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    156000 | PA      | $142691.82    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM5175                                                         | CUSIP: 3140J9XD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    261134 | PA      | $251681.92    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2474                                                        | CUSIP: 3132DPXB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    136145 | PA      | $138190.68    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 3.526000% 03/24/2028                                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2057882.08   | 0.06%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5313                                                         | CUSIP: 3140XL3X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    234985 | PA      | $219129.46    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                                                                          | STATE STREET CORP 5.146000% 02/28/2036                                            | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    815000 | PA      | $816821.35    | 0.02%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-144 CA                          | CUSIP: 38379QD93<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    437784 | PA      | $385647.49    | 0.01%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                                                              | KIMCO REALTY OP LLC 4.850000% 03/01/2035                                          | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    475000 | PA      | $465310.82    | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3294 CB                                                    | CUSIP: 31397FRW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     73500 | PA      | $75794.11     | 0.00%             | 2037-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7051                                                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   8104841 | PA      | $6699227.75   | 0.19%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 4.600000% 03/16/2033                                 | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1413595.28   | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                                                                       | MERCURY GENERAL CORP 4.400000% 03/15/2027                                         | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    930000 | PA      | $923640.33    | 0.03%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.766000% 04/22/2035                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $4843370.90   | 0.13%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6134                                                         | CUSIP: 3140X9Y82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    209943 | PA      | $198051.42    | 0.01%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Primo Brands TL 3/19/2031                                                                                                         | Primo Brands TL 3/19/2031 3/19/2031                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     66406 | PA      | $66478.41     | 0.00%             | 2031-03-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MB0556                                                      | CUSIP: 3618N5TN9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.01         | 0.00%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020-C6 A2                                     | CUSIP: 05492TAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    471980 | PA      | $443185.47    | 0.01%             | 2053-02-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                                                           | UBER TECHNOLOGIES INC 5.350000% 09/15/2054                                        | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    791000 | PA      | $728365.61    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3906                                                         | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1237316 | PA      | $1201126.04   | 0.03%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republica Del Paraguay                                                                                                            | PARAGUAY GOVERNMENT INTERNATIONAL BOND 144A 5.400000% 03/30/2050                  | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |   1191000 | PA      | $1056417.00   | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U99076                                                   | CUSIP: 3132H7CN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    237378 | PA      | $236591.72    | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2022-25F 1                       | CUSIP: 83162CP72<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    612888 | PA      | $592768.91    | 0.02%             | 2047-06-01      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA0373                                                         | CUSIP: 3140W0MX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4458974 | PA      | $4501111.05   | 0.12%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0583                                                         | CUSIP: 3140XFUH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    153326 | PA      | $131380.72    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE MICHAELS COMPANIES, INC.                                                                                                      | MICHAELS COS INC/THE 144A 8.500000% 03/15/2033                                    | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    292000 | PA      | $284260.25    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4056734.52   | 0.11%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB4630                                                         | CUSIP: 3140QQEC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1761005 | PA      | $1793119.00   | 0.05%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROSS MORTGAGE TRUST                                                                                                              | CROSS 2024-H2 MORTGAGE TRUST CROSS 2024-H2 A1                                     | CUSIP: 22757BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1011832 | PA      | $1017395.77   | 0.03%             | 2069-04-25      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 4.000000% 03/16/2029                                 | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1102607.15   | 0.03%             | 2029-03-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                                                  | DEUTSCHE BANK AG/NEW YORK NY 6.819000% 11/20/2029                                 | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |    730000 | PA      | $766476.57    | 0.02%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4719 LM                                                    | CUSIP: 3137FAY28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    240934 | PA      | $217583.12    | 0.01%             | 2047-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7661                                                         | CUSIP: 3140XBQP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    964961 | PA      | $828758.31    | 0.02%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 4.600000% 03/16/2033                                 | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1561874.51   | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB7059                                                         | CUSIP: 31417DZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    418624 | PA      | $371975.32    | 0.01%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9350                                                         | CUSIP: 3140QVL85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    378263 | PA      | $400591.20    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3044                                                         | CUSIP: 3140QNL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    291210 | PA      | $249765.29    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS TRUST 2015-SRCH BBCMS 2015-SRCH A1                                          | CUSIP: 05547HAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    160228 | PA      | $157574.58    | 0.00%             | 2035-08-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2041                                                         | CUSIP: 3140XHHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.09         | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                                                     | ENBRIDGE INC 4.850000% 03/27/2031                                                 | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    989000 | PA      | $992997.17    | 0.03%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    479000 | PA      | $484900.32    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL0535                                                        | CUSIP: 31427MSZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    584237 | PA      | $526677.55    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-33 A                                                   | CUSIP: 3136B1YW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5175690 | PA      | $4630682.23   | 0.13%             | 2048-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1923                                                         | CUSIP: 3140W2D57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1827087 | PA      | $1767201.90   | 0.05%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                                                                | BOEING CO/THE 6.858000% 05/01/2054                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    361000 | PA      | $397307.52    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 619017                                                       | CUSIP: 36290VVJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1241 | PA      | $1267.72      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.466000% 01/18/2035                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1128342.51   | 0.03%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                                                     | VISTRA OPERATIONS CO LLC 144A 5.700000% 12/30/2034                                | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1825913.60   | 0.05%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MODIVCARE TL 12/01/2030                                                                                                           | MODIVCARE TL 12/01/2030 12/29/2030                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    205000 | PA      | $202950.00    | 0.01%             | 2030-12-29      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4705                                                        | CUSIP: 3132DSGN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4061429 | PA      | $4111891.55   | 0.11%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7900                                                         | CUSIP: 3140XBX62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    129489 | PA      | $111374.66    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4719                                                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    555197 | PA      | $521049.47    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS AND ELECTRIC COMPANY                                                                                               | LOUISVILLE GAS AND ELECTRIC CO 5.450000% 04/15/2033                               | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1956627.67   | 0.05%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 4.272000% 01/15/2036                                   | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    765000 | PA      | $707433.67    | 0.02%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                                                                      | NOVARTIS CAPITAL CORP 4.900000% 03/18/2036                                        | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1518000 | PA      | $1514367.78   | 0.04%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Republica de Chile                                                                                                                | REPUBLIC OF CHILE 4.350000% 04/13/2031                                            | CUSIP: 168863EF1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    842000 | PA      | $825749.40    | 0.02%             | 2031-04-13      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM5919                                                         | CUSIP: 3140JASH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    446840 | PA      | $419898.96    | 0.01%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9161                                                         | CUSIP: 3140QVFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    555213 | PA      | $587985.71    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PEER HLDG  TL                                                                                                                     | PEER HLDG  TL 9/27/2032                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | NL        |    207603 | PA      | $205526.78    | 0.01%             | 2032-09-27      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7252                                                         | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5891066 | PA      | $5828839.23   | 0.16%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV7895                                                         | CUSIP: 3140MMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    779623 | PA      | $777137.67    | 0.02%             | 2052-07-01      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                                                                                | SOUTHERN CALIFORNIA EDISON CO 4.125000% 03/01/2048                                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44906.77     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM4899                                                         | CUSIP: 3140X8NR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    428973 | PA      | $366155.08    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB6471                                                         | CUSIP: 3140QSFM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    333765 | PA      | $323176.05    | 0.01%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2901                                                        | CUSIP: 3132DQGJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    735342 | PA      | $732350.67    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 VENDOR FINANCING NOTES VI DESIGNATED ACTIVITY COMPANY                                                             | VIRGIN MEDIA O2 VENDOR FINANCING NOTES VI DAC 144A 8.500000% 03/15/2033           | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | NUSS              | IE        |    266000 | PA      | $232436.63    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7525                                                        | CUSIP: 3132DVLE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    386121 | PA      | $332314.75    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                                                             | REGENCY CENTERS LP 2.950000% 09/15/2029                                           | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    817000 | PA      | $778746.93    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1403                                                         | CUSIP: 3140XGRZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    131033 | PA      | $119645.06    | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 5.732000% 03/16/2056                                 | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $1000312.38   | 0.03%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                                                   | NELNET STUDENT LOAN TRUST 2005-3 NSLT 2005-3 A5                                   | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    578025 | PA      | $574109.00    | 0.02%             | 2035-12-24      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL2094                                                        | CUSIP: 31427PKG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1921911 | PA      | $1991033.28   | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BD5046                                                         | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    285719 | PA      | $267166.96    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 5.875000% 02/15/2053                                       | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1171991.73   | 0.03%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 1.764000% 11/19/2031                                          | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    355000 | PA      | $311648.02    | 0.01%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-48 FB                                                  | CUSIP: 3136APKQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    370270 | PA      | $362425.72    | 0.01%             | 2045-07-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4290 LF                                                    | CUSIP: 3137B7EN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    255483 | PA      | $253691.23    | 0.01%             | 2035-07-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                                                       | HUMANA INC 3.700000% 03/23/2029                                                   | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $3115320.29   | 0.09%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORPORATION                                                                                                          | DISH NETWORK CORP 144A 11.750000% 11/15/2027                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    104000 | PA      | $107145.48    | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 3.500000% 11/06/2038                                                 | CUSIP: N/A<br>LEI: 5493006MHB84DD0ZWV18       | Long             | DBT              | NUSS              | US        |    445000 | PA      | $486067.27    | 0.01%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                                                              | FX Forward Contract: EUR/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $-10801.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.125000% 02/15/2036                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  40080000 | PA      | $39453750.00  | 1.09%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4900                                                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1516940 | PA      | $1422229.36   | 0.04%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U91254                                                   | CUSIP: 3132HBH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    154936 | PA      | $150492.02    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5072                                                         | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1899244 | PA      | $1914144.35   | 0.05%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                                                            | LOWE'S COS INC 3.500000% 04/01/2051                                               | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    420000 | PA      | $285194.83    | 0.01%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                                                                                 | CSC HOLDINGS LLC 144A 4.125000% 12/01/2030                                        | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |    590000 | PA      | $354052.27    | 0.01%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                                          | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6750000 | PA      | $5922437.85   | 0.16%             | 2056-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD7414                                                        | CUSIP: 3133B5GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5745903 | PA      | $4642680.60   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7100                                                         | CUSIP: 3140XA3J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    594360 | PA      | $554291.53    | 0.02%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU3608                                                         | CUSIP: 3140M5AJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60269 | PA      | $53424.51     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2026-10A 1                                 | CUSIP: 831641GB5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1860000 | PA      | $1864382.53   | 0.05%             | 2036-03-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 JC                          | CUSIP: 38384QH76<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.09         | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.750000% 01/31/2031                                              | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |     67000 | PA      | $66429.45     | 0.00%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS, INC.                                                                                                              | ROCHE HOLDINGS INC 144A 4.374000% 12/02/2032                                      | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    893000 | PA      | $880597.72    | 0.02%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 02/28/2031                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   7681000 | PA      | $7532180.63   | 0.21%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.800000% 11/15/2037                                                  | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $2775530.97   | 0.08%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-34 AG                                                  | CUSIP: 3136BAHP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    860152 | PA      | $818863.30    | 0.02%             | 2035-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                                                      | FLUTTER TREASURY DAC 6.125000% 06/04/2031                                         | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | NUSS              | IE        |    300000 | PA      | $382566.46    | 0.01%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV7995                                                         | CUSIP: 3140MM3D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    412487 | PA      | $413734.28    | 0.01%             | 2052-08-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2009-86 BO                                                  | CUSIP: 31398FRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    162566 | PA      | $146334.30    | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                                                                                             | ENTERGY ARKANSAS LLC 2.650000% 06/15/2051                                         | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    308000 | PA      | $178682.80    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2024-7 A                                                | CUSIP: 92348KDJ9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1931000 | PA      | $1936674.82   | 0.05%             | 2032-08-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST                                                                                                       | LEGACY MORTGAGE ASSET TRUST 2021-GS2 LMAT 2021-GS2 A1                             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    342985 | PA      | $343584.24    | 0.01%             | 2061-04-25      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2014-74 FC                                                  | CUSIP: 3136ALXB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    159388 | PA      | $157134.62    | 0.00%             | 2044-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 1.125000% 08/15/2040                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5111000 | PA      | $3186189.43   | 0.09%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-7 VERUS 2021-7 A1                                 | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    487869 | PA      | $447029.25    | 0.01%             | 2066-10-25      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QJ3725                                                        | CUSIP: 3133CUD60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    673985 | PA      | $687806.26    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2012-47 JF                                                  | CUSIP: 3136A6EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    191887 | PA      | $190440.15    | 0.01%             | 2042-05-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8202                                                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2974941 | PA      | $2969342.76   | 0.08%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 510706                                                       | CUSIP: 36211EKT4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2698 | PA      | $2788.08      | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                                                        | ANGLO AMERICAN CAPITAL PLC 144A 5.000000% 03/21/2033                              | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    733000 | PA      | $721711.57    | 0.02%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                                                                                         | NORTHWESTERN MUTUAL LIFE INSURANCE CO/THE 144A 3.850000% 09/30/2047               | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    984000 | PA      | $748045.81    | 0.02%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU8750                                                         | CUSIP: 3140MAWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     73385 | PA      | $73291.04     | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 555398                                                       | CUSIP: 36213H7K9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7964 | PA      | $8196.84      | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0067                                                         | CUSIP: 3140XFCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    163936 | PA      | $160097.16    | 0.00%             | 2051-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                        | BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2018-PA BAMLL 2018-PARK A              | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1790000 | PA      | $1750325.01   | 0.05%             | 2038-08-10      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST                                                                                                               | RATE MORTGAGE TRUST 2024-J4 RATE 2024-J4 A4                                       | CUSIP: 75408TAD8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1634788 | PA      | $1641799.97   | 0.05%             | 2054-12-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7257                                                      | CUSIP: 36179WB23<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    779363 | PA      | $727384.24    | 0.02%             | 2051-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1254                                                        | CUSIP: 31427NMC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2290972 | PA      | $2362967.61   | 0.07%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BS2363                                                         | CUSIP: 3140LCTV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    453596 | PA      | $402313.33    | 0.01%             | 2035-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD4166                                                        | CUSIP: 3132E0TX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    457580 | PA      | $412498.71    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 2.000000% 11/15/2041                                              | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14815000 | PA      | $10245498.44  | 0.28%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT7101                                                         | CUSIP: 3138WU3K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     30221 | PA      | $28435.24     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F032641<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   8095000 | PA      | $7420233.42   | 0.21%             | 2056-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB0101                                                         | CUSIP: 3140QKDF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    122293 | PA      | $110654.22    | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3935.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 631145                                                       | CUSIP: 36291LES0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23523 | PA      | $25218.98     | 0.00%             | 2034-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDIATE, LLC                                                                                                | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDIN 7.000000% 01/15/2031           | CUSIP: 01883LAF0<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41348.99     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.389000% 04/24/2034                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1106324.05   | 0.03%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                                                              | HOME DEPOT INC/THE 3.625000% 04/15/2052                                           | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    251000 | PA      | $179157.59    | 0.00%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL0816                                                        | CUSIP: 31427M4A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    569142 | PA      | $584190.60    | 0.02%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0357                                                         | CUSIP: 3140XFMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     60183 | PA      | $54389.94     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT, INC.                                                                                                       | CAESARS ENTERTAINMENT INC 144A 7.000000% 02/15/2030                               | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465681.00    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA3882                                                        | CUSIP: 3133KKJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    381573 | PA      | $314636.04    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KC05 X1                   | CUSIP: 3137FPJQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1027156 | PA      | $8271.89      | 0.00%             | 2027-06-25      | Floating      | 1.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 590074                                                       | CUSIP: 36201QQ30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     37927 | PA      | $38269.71     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4513                                                      | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     60302 | PA      | $61172.19     | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC0712                                                         | CUSIP: 3140Y6YJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6393770 | PA      | $6438569.77   | 0.18%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 4.398000% 03/10/2030                                            | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |   1715000 | PA      | $1702280.87   | 0.05%             | 2030-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3627                                                        | CUSIP: 3132E0A44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2545109 | PA      | $2291737.32   | 0.06%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (MAY)                                          | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6975000 | PA      | $5614602.49   | 0.16%             | 2056-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                                                        | ANGLO AMERICAN CAPITAL PLC 144A 5.750000% 04/05/2034                              | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |   1715000 | PA      | $1765208.85   | 0.05%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 3.000000% 10/29/2028           | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |   1580000 | PA      | $1520883.46   | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                                                                 | JOHNSON & JOHNSON 3.625000% 03/03/2037                                            | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $942280.87    | 0.03%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WFRBS COMMERCIAL MORTGAGE TRUST                                                                                                   | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C22 WFRBS 2014-C22 B                         | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    245000 | PA      | $228304.11    | 0.01%             | 2057-09-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                                                                                | BMO 2022-C1 MORTGAGE TRUST BMO 2022-C1 A1                                         | CUSIP: 05609MBY0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     84041 | PA      | $83584.11     | 0.00%             | 2055-02-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 6.100000% 06/01/2029           | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1180870.38   | 0.03%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                                                      | DELL EQUIPMENT FINANCE TRUST 2025-1 DEFT 2025-1 A3                                | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1835000 | PA      | $1843766.71   | 0.05%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                                                   | VERIDIAN AUTO RECEIVABLES TRUST 2023-1 VCU 2023-1A A3                             | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    184898 | PA      | $185137.31    | 0.01%             | 2028-03-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO, LIMITED                                                                                                            | MAGNETITE XXIII LTD MAGNE 2019-23A AR2                                            | CUSIP: 55954NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2993574.00   | 0.08%             | 2035-01-25      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K-152 X1                  | CUSIP: 3137H9MA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  14632080 | PA      | $171865.49    | 0.00%             | 2032-11-25      | Floating      | 0.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08844                                                   | CUSIP: 3128MJ5E6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    183054 | PA      | $183693.00    | 0.01%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 626164                                                       | CUSIP: 36291ETV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4546 | PA      | $4685.69      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1807                                                        | CUSIP: 3132DPAG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    362938 | PA      | $352722.56    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.375000% 05/15/2055                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    940000 | PA      | $621283.91    | 0.02%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS, INC.                                                                                                    | UNITED AIRLINES HOLDINGS INC 5.375000% 03/01/2031                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    625000 | PA      | $612072.94    | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.500000% 12/01/2052           | CUSIP: 46590XAX4<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |   1010000 | PA      | $1022441.18   | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION, LLC                                                                                                             | ALPHA GENERATION, LLC 9/30/2031                                                   | CUSIP: 02072UAC6<br>LEI: N/A                  | Long             | LON              |  | US        |    243896 | PA      | $243064.23    | 0.01%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2023-4 A1A                                              | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430000 | PA      | $431053.20    | 0.01%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 4.400000% 02/12/2052                                        | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    477000 | PA      | $337906.80    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM9263                                                         | CUSIP: 3140XDJH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    988947 | PA      | $867007.36    | 0.02%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3324                                                         | CUSIP: 3140XJVS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    949062 | PA      | $862093.34    | 0.02%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                                                   | STATE OF ISRAEL 3.875000% 07/03/2050                                              | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    530000 | PA      | $372533.24    | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORPORATION                                                                                                        | SPRINT CAPITAL CORP 8.750000% 03/15/2032                                          | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $2253287.80   | 0.06%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5876                                                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    483942 | PA      | $459928.27    | 0.01%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-27 NT                           | CUSIP: 38382NJU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    426596 | PA      | $416358.24    | 0.01%             | 2051-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1480                                                        | CUSIP: 31427NUE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2326932 | PA      | $2380625.58   | 0.07%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2018-10B 1                                 | CUSIP: 831641FL4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    215239 | PA      | $211475.52    | 0.01%             | 2028-09-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT4961                                                         | CUSIP: 3138WSQP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     49067 | PA      | $46395.81     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MORTGAGE TRUST                                                                                                          | OCEANVIEW MORTGAGE TRUST 2025-INV1 BVINV 2025-1 AF1                               | CUSIP: 67551WAU5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    892807 | PA      | $892878.12    | 0.02%             | 2054-11-25      | Floating      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| VodafoneZiggo TL 01/31/2033                                                                                                       | VodafoneZiggo TL 01/31/2033 1/31/2033                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    140108 | PA      | $136009.39    | 0.00%             | 2033-01-31      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3666                                                      | CUSIP: 36179SCB1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     26130 | PA      | $26530.76     | 0.00%             | 2046-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC.                                                                                                             | BOOKING HOLDINGS INC 4.000000% 03/01/2044                                         | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | NUSS              | US        |    100000 | PA      | $103035.83    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE HOLDINGS, INC.                                                                                                        | FIRST EAGLE UNFUNDED 6/6/2032                                                     | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              |  | US        |     28372 | PA      | $-440.90      | -0.00%            | 2032-06-06      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR3286                                                         | CUSIP: 3140L1UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     62817 | PA      | $51694.46     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6408.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 633625                                                       | CUSIP: 36291N4J7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2704 | PA      | $2737.33      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67707                                                   | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2020035 | PA      | $1892729.38   | 0.05%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                                                   | NAKED JUICE LLC 1/24/2029                                                         | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              |  | US        |    618405 | PA      | $613767.22    | 0.02%             | 2029-01-24      | Floating      | 9.20%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST                                                                                                                        | CSMC 2021-NQM3 CSMC 2021-NQM3 A1                                                  | CUSIP: 12660LAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3183089 | PA      | $2776039.77   | 0.08%             | 2066-04-25      | Floating      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.939000% 10/21/2036                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $972289.48    | 0.03%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 4.250000% 04/15/2047                                       | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    450000 | PA      | $360353.21    | 0.01%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08757                                                   | CUSIP: 3128MJZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     79177 | PA      | $74078.57     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.050000% 11/21/2039                                                   | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    272000 | PA      | $238741.02    | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4184 FN                                                    | CUSIP: 3137B0BG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    112911 | PA      | $111235.97    | 0.00%             | 2043-03-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 3.900000% 03/16/2028                                 | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1856000 | PA      | $1842332.49   | 0.05%             | 2028-03-16      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                                                           | CANADIAN IMPERIAL BANK OF COMMERCE 4.283000% 01/29/2030                           | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | NUSS              | CA        |   2200000 | PA      | $2185173.19   | 0.06%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US LONG BOND(CBT) JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        41 | NC      | $4668875.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4805                                                         | CUSIP: 3140XLKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    215589 | PA      | $218828.42    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-19 FD                                                  | CUSIP: 3136ARD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    903634 | PA      | $896667.01    | 0.02%             | 2046-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1512                                                        | CUSIP: 31427NVE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4286512 | PA      | $4370916.80   | 0.12%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BN8087                                                         | CUSIP: 3140JQ6Z1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     28305 | PA      | $26891.98     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781265                                                       | CUSIP: 36225BMN5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4921 | PA      | $5025.85      | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4031                                                         | CUSIP: 31418DPR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    176611 | PA      | $172238.24    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3121.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3937                                                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    690564 | PA      | $649813.28    | 0.02%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS, LLC                                                                                                                 | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.750000% 02/01/2032            | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $271250.10    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA8418                                                        | CUSIP: 3133KQK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1964711 | PA      | $2035797.27   | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB5617                                                         | CUSIP: 31417CG33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     35133 | PA      | $34083.69     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS, LLC                                                                                                             | ENTERGY ARKANSAS LLC 5.150000% 01/15/2033                                         | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    693000 | PA      | $704744.78    | 0.02%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| C&S WHOLESALE TL 8/6/2030                                                                                                         | C&S WHOLESALE TL 8/6/2030 9/20/2030                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    254263 | PA      | $248117.12    | 0.01%             | 2030-09-20      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                                                                           | BAYER US FINANCE II LLC 144A 4.625000% 06/25/2038                                 | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | DE        |    420000 | PA      | $374992.46    | 0.01%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                                                                          | CINTAS CORP NO 2 4.000000% 05/01/2032                                             | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    415000 | PA      | $402554.93    | 0.01%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2635                                                        | CUSIP: 3142GS4V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    237378 | PA      | $251390.16    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QG7311                                                        | CUSIP: 3133C8DQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    149318 | PA      | $150729.92    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH FIELD ENERGY LLC                                                                                                            | SOUTH FIELD ENERGY LLC 8/29/2031                                                  | CUSIP: 83783XAG1<br>LEI: N/A                  | Long             | LON              |  | US        |     72747 | PA      | $72792.47     | 0.00%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 3.400000% 10/15/2052                                             | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $795676.11    | 0.02%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT3870                                                         | CUSIP: 3138WRJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     21899 | PA      | $21166.16     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2012-112 IO                          | CUSIP: 38378BF61<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    278159 | PA      | $823.02       | 0.00%             | 2053-02-16      | Floating      | 0.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-79 FH                                                  | CUSIP: 3136AUGJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    236143 | PA      | $234309.44    | 0.01%             | 2046-11-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                                                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     33023 | PA      | $33063.98     | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6818                                                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     50698 | PA      | $41905.85     | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-8 AP                                                   | CUSIP: 3136AMUK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    558590 | PA      | $501369.35    | 0.01%             | 2045-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                                                         | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGO 4.737000% 03/11/2046           | CUSIP: 05724BAH2<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | NUSS              | US        |    520000 | PA      | $591968.83    | 0.02%             | 2046-03-11      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 634337                                                       | CUSIP: 36291PV60<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7819 | PA      | $7977.38      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 521323                                                       | CUSIP: 36211SD46<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11994 | PA      | $12147.64     | 0.00%             | 2035-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                                                                      | FIDELITY NATIONAL INFORMATION SERVICES INC 4.450000% 03/10/2028                   | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    902000 | PA      | $899474.73    | 0.02%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786474                                                      | CUSIP: 3622ACCK4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    364888 | PA      | $364316.05    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RA4175                                                        | CUSIP: 3133KKT82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.05         | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA4613                                                         | CUSIP: 3140QCDT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    830240 | PA      | $765736.51    | 0.02%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 579702                                                       | CUSIP: 36201DAB8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1205 | PA      | $1224.45      | 0.00%             | 2032-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08091                                                   | CUSIP: 3128MJC57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      3924 | PA      | $3888.84      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                                                         | AT&T INC 3.500000% 09/15/2053                                                     | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1681000 | PA      | $1102292.87   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR6515                                                         | CUSIP: 3140L5GZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     65802 | PA      | $53746.75     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 3.400000% 03/15/2051                                              | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    588000 | PA      | $398445.96    | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08710                                                   | CUSIP: 3128MJYG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    546081 | PA      | $493752.53    | 0.01%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4778                                                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    405989 | PA      | $378382.98    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                                                                           | BAIN CAPITAL CREDIT CLO 2021-4 LTD BCC 2021-4A A1RR                               | CUSIP: 05685ABA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2496747.50   | 0.07%             | 2034-10-20      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN CLO LTD                                                                                                                    | DRYDEN 98 CLO LTD DRSLF 2022-98A AR                                               | CUSIP: 26248AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3093883.08   | 0.09%             | 2035-04-20      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                                              | GLENCORE FUNDING LLC 144A 4.900000% 07/01/2031                                    | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | AU        |    989000 | PA      | $988454.24    | 0.03%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                                                             | REGENCY CENTERS LP 5.250000% 01/15/2034                                           | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707563.30    | 0.02%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                                                                 | LSEG US FIN CORP 144A 5.250000% 03/23/2036                                        | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $534697.07    | 0.01%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 4.939000% 10/21/2036                                  | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1302519.28   | 0.04%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 3.625000% 04/15/2032                                     | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    596000 | PA      | $550210.12    | 0.02%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL5890                                                         | CUSIP: 3138ENRL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    374968 | PA      | $371091.07    | 0.01%             | 2043-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST                                                                                               | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 STAR 2021-4 A1                         | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    419668 | PA      | $375109.61    | 0.01%             | 2056-08-25      | Floating      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-60 IO                           | CUSIP: 38380R4L1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2227618 | PA      | $132590.04    | 0.00%             | 2063-05-16      | Floating      | 0.83%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G NAVSL 2020-GA A                  | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    439206 | PA      | $411866.12    | 0.01%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781564                                                       | CUSIP: 36225BWZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2827 | PA      | $2945.99      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                                                                    | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2025-1 MBART 2025-1 A3                       | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    758000 | PA      | $763902.39    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-89 IA                           | CUSIP: 38380PTL8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2882090 | PA      | $230419.96    | 0.01%             | 2062-04-16      | Floating      | 1.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8212                                                        | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   6554017 | PA      | $5544252.54   | 0.15%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ9453                                                         | CUSIP: 3140KVQF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    268043 | PA      | $221021.82    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRAND RIVER FUNDING TRUST I                                                                                                       | GRAND RIVER FUNDING TRUST I 144A 6.311000% 02/15/2036                             | CUSIP: 38644BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    492000 | PA      | $496347.18    | 0.01%             | 2036-02-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-91 AF                                                  | CUSIP: 3136AURK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    206346 | PA      | $204899.73    | 0.01%             | 2046-12-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FEDERAL NATIONAL MORTGAGE ASSOCIATION POOL TBA                                    | CUSIP: 01F050668<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              |  | US        |   6800000 | PA      | $6691583.04   | 0.19%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0555                                                         | CUSIP: 3140FXTM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1199756 | PA      | $1089007.62   | 0.03%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2025-CES2 RCKT 2025-CES2 A1A                                  | CUSIP: 74942BAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1344777 | PA      | $1349966.23   | 0.04%             | 2055-02-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG A47404                                                   | CUSIP: 3128K8GM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     14470 | PA      | $14620.50     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMP COMMERCIAL MORTGAGE TRUST                                                                                                     | BMP 2024-MF23 BMP 2024-MF23 D                                                     | CUSIP: 05593JAG5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    780000 | PA      | $780000.00    | 0.02%             | 2041-06-15      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6157                                                        | CUSIP: 3132DTZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    843819 | PA      | $758927.88    | 0.02%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.000000% 08/15/2048                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14951000 | PA      | $10972632.34  | 0.30%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST                                                                                                     | CHI COMMERCIAL MORTGAGE TRUST 2025-110W CHI 2025-110W A                           | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2460000 | PA      | $2443387.62   | 0.07%             | 2040-12-13      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 5.557000% 07/25/2034                                         | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1568043.74   | 0.04%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 5.950000% 05/15/2054                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $656373.25    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A4                 | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    148000 | PA      | $149416.80    | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INCORPORATED                                                                                             | THERMO FISHER SCIENTIFIC INC 4.550000% 06/15/2033                                 | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    432000 | PA      | $426831.69    | 0.01%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORPORATION                                                                                                       | PILGRIM'S PRIDE CORP 3.500000% 03/01/2032                                         | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $317710.47    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-8 VERUS 2021-8 A1                                 | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    438098 | PA      | $401116.31    | 0.01%             | 2066-11-25      | Floating      | 2.82%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                                                              | FX Forward Contract: EUR/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $1139.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB6484                                                         | CUSIP: 3140QSF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3771524 | PA      | $3808450.96   | 0.11%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4900                                                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    657766 | PA      | $616697.82    | 0.02%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                                                                              | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 144A 6.250000% 04/01/2029               | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    370000 | PA      | $377023.67    | 0.01%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2024-110 JL                          | CUSIP: 38384QXH6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    689000 | PA      | $593295.14    | 0.02%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2025-NQM3 TRUST OBX 2025-NQM3 A1                                              | CUSIP: 67448YAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    972277 | PA      | $977579.60    | 0.03%             | 2064-12-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA2208                                                         | CUSIP: 3140Q9N25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    458830 | PA      | $448517.13    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RESOLUTION FUNDING CORPORATION                                                                                                    | RESOLUTION FUNDING STRIP ZERO COUPON 01/15/2030                                   | CUSIP: 76116EGR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    905000 | PA      | $778164.46    | 0.02%             | 2030-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 1999-11 Z                                                   | CUSIP: 31359VHQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12744 | PA      | $12532.93     | 0.00%             | 2029-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2007-7 SLMA 2007-7 B                                       | CUSIP: 78444EAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1050000 | PA      | $1091441.61   | 0.03%             | 2070-10-27      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PUBLIC LIMITED COMPANY                                                                                                  | AIB GROUP PLC MTN 5.871000% 03/28/2035                                            | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | NUSS              | IE        |   1035000 | PA      | $1069528.76   | 0.03%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.625000% 11/15/2055                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3491779.13   | 0.10%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.                                                                                     | CONSOLIDATED EDISON CO OF NEW YORK INC 4.450000% 03/15/2044                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    805000 | PA      | $686845.94    | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                                                               | CENTENE CORP 3.000000% 10/15/2030                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1908000 | PA      | $1672093.54   | 0.05%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM3773                                                         | CUSIP: 3140X7FP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1173821 | PA      | $1099220.44   | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                                                          | TOYOTA LEASE OWNER TRUST 2024-B TLOT 2024-B A3                                    | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    902363 | PA      | $902733.99    | 0.03%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2020-56 AQ                                                  | CUSIP: 3136BBME9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    881076 | PA      | $709096.15    | 0.02%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-5 BA                            | CUSIP: 38383FF57<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     11811 | PA      | $10313.90     | 0.00%             | 2049-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB2344                                                         | CUSIP: 3140QMTA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2774674 | PA      | $2294338.19   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8460                                                         | CUSIP: 3140XCMJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    531497 | PA      | $479524.82    | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A NAVSL 2022-A A                   | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    545973 | PA      | $495743.01    | 0.01%             | 2070-07-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| AMERIGAS PARTNERS, L.P.                                                                                                           | AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP 144A 9.500000% 06/01/2030            | CUSIP: 030981AP9<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111238.79    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                                                                      | FIDELITY NATIONAL INFORMATION SERVICES INC 4.550000% 03/10/2029                   | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1076898.18   | 0.03%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                                               | FIFTH THIRD BANCORP 4.566000% 04/29/2032                                          | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    802000 | PA      | $786160.97    | 0.02%             | 2032-04-29      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.875000% 03/31/2031                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  58090000 | PA      | $57903930.76  | 1.61%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                                                       | FCCU AUTO RECEIVABLES TRUST 2026-1 FCCU 2026-1A A2                                | CUSIP: 30343XAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    890000 | PA      | $887965.19    | 0.02%             | 2029-10-15      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 486873                                                       | CUSIP: 36210A2E6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2854 | PA      | $2887.39      | 0.00%             | 2029-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.875000% 03/31/2028                                              | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  17616000 | PA      | $17642148.84  | 0.49%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 5.750000% 03/01/2029                             | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    680000 | PA      | $695382.28    | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2914                                                         | CUSIP: 3140XJGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    370202 | PA      | $360321.49    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4889.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7705                                                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2528617 | PA      | $2176869.74   | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                                                              | VICI PROPERTIES LP / VICI NOTE CO INC 144A 3.875000% 02/15/2029                   | CUSIP: 92564RAL9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    305000 | PA      | $296400.64    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2640000 | PA      | $2219250.00   | 0.06%             | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.125000% 02/15/2036                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   9302000 | PA      | $9156656.25   | 0.25%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I, INC.                                                                                                | MORGAN STANLEY ABS CAPITAL I INC TRUST 2005-HE1 MSAC 2005-HE1 M1                  | CUSIP: 61744CKN5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     61419 | PA      | $60984.86     | 0.00%             | 2034-12-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6476                                                      | CUSIP: 36179VFR6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    996734 | PA      | $947300.21    | 0.03%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ACTION ENVIRONMENTAL TL                                                                                                           | ACTION ENVIRONMENTAL TL 10/24/2030                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     80524 | PA      | $80121.51     | 0.00%             | 2030-10-24      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| EATON CORPORATION                                                                                                                 | EATON CORP 4.800000% 03/06/2036                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    473000 | PA      | $466989.43    | 0.01%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                        | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2016-JP4 A3              | CUSIP: 46645UAS6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    170281 | PA      | $169339.72    | 0.00%             | 2049-12-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM5423                                                         | CUSIP: 3140X9AZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    411467 | PA      | $353396.49    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2648                                                         | CUSIP: 3140XH5J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   6284923 | PA      | $5759208.98   | 0.16%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVE STUDENT LOANS 2021-C LLC CASL 2021-C A2                               | CUSIP: 19424WAB3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    459045 | PA      | $427798.00    | 0.01%             | 2055-07-26      | Fixed         | 2.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G15963                                                   | CUSIP: 3128MEZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    305601 | PA      | $295143.34    | 0.01%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8267                                                        | CUSIP: 3132DWFG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    153579 | PA      | $152573.38    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0225                                                        | CUSIP: 3132DMHA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    449000 | PA      | $405169.16    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 2.500000% 02/01/2031                                  | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1187471.73   | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9087                                                        | CUSIP: 3133AGCY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    345594 | PA      | $284857.39    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN DOLLAR                                                                                                                 | FX Forward Contract: AUD/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | AU        |         1 | NC      | $-42551.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1454                                                         | CUSIP: 3140XGTL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    225701 | PA      | $208531.33    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-11 FA                                                  | CUSIP: 3136AVRD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     86528 | PA      | $85800.65     | 0.00%             | 2047-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C NAVSL 2019-CA A2                 | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     92647 | PA      | $91762.24     | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                                                                         | ORANGE SA MTN 5.000000% 01/13/2036                                                | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | NUSS              | FR        |    610000 | PA      | $599158.87    | 0.02%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM4751                                                         | CUSIP: 3140J9H53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    274063 | PA      | $258573.18    | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 8B0455                                               | CUSIP: 3142AWQG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    519150 | PA      | $524837.70    | 0.01%             | 2055-08-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5194                                                      | CUSIP: 36179TXX8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     56734 | PA      | $57274.37     | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.875000% 03/31/2031                                              | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18715000 | PA      | $18655053.61  | 0.52%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 538034                                                       | CUSIP: 36212MV30<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4891 | PA      | $5050.87      | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BU0500                                                         | CUSIP: 3140M1RW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    514501 | PA      | $455742.59    | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2022-C18 BBCMS 2022-C18 A5                                   | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    675000 | PA      | $703117.94    | 0.02%             | 2055-12-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM3330                                                         | CUSIP: 3140J7VY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    134707 | PA      | $125757.14    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                                                             | ESSEX PORTFOLIO LP 2.550000% 06/15/2031                                           | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    228000 | PA      | $204367.72    | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 2.000000% 01/15/2032                                                    | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1310995.39   | 0.04%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Wisconsin)                                                                                         | NORTHERN STATES POWER CO/WI 5.650000% 06/15/2054                                  | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    296000 | PA      | $290610.40    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-11 AP                                                  | CUSIP: 3136ABZ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    561296 | PA      | $515600.86    | 0.01%             | 2043-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                                                                       | EQUINOR ASA 4.500000% 09/03/2030                                                  | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | NUSS              | NO        |    292000 | PA      | $293553.93    | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4813 CJ                                                    | CUSIP: 3137FGSM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    161411 | PA      | $141624.73    | 0.00%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 3693 FC                                                    | CUSIP: 3137A0PE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    162055 | PA      | $161060.25    | 0.00%             | 2040-07-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Z40256                                                   | CUSIP: 3132FCH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3339381 | PA      | $3053151.92   | 0.08%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4069                                                      | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    103155 | PA      | $97045.94     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5293 IO                                                    | CUSIP: 3137H9QG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2434406 | PA      | $304520.86    | 0.01%             | 2051-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1381                                                        | CUSIP: 3132DNRA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    726841 | PA      | $714353.35    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781561                                                       | CUSIP: 36225BWW4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     23877 | PA      | $24580.99     | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BN1623                                                         | CUSIP: 3140JHYV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    155445 | PA      | $152827.37    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08762                                                   | CUSIP: 3128MJZ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     72414 | PA      | $69484.81     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781607                                                       | CUSIP: 36225BYC6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6380 | PA      | $6629.90      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX TRUST 2025-VOLT BX 2025-VOLT B                                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1740000 | PA      | $1726950.00   | 0.05%             | 2044-12-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7747                                                         | CUSIP: 3140JCTD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    701532 | PA      | $707079.80    | 0.02%             | 2054-07-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                                                                | PUBLIC SERVICE CO OF OKLAHOMA 3.150000% 08/15/2051                                | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    232000 | PA      | $148044.33    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                                                         | AGREE LP 2.600000% 06/15/2033                                                     | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    109000 | PA      | $92560.31     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                                                            | EXTRA SPACE STORAGE LP 2.200000% 10/15/2030                                       | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    371000 | PA      | $331932.77    | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation Of Victoria                                                                                                  | TREASURY CORP OF VICTORIA MTN 2.000000% 11/20/2037                                | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |   1685000 | PA      | $779644.43    | 0.02%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB8773                                                        | CUSIP: 3133AFXA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     54430 | PA      | $44862.87     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9102                                                      | CUSIP: 36179YDF8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1160629 | PA      | $1078882.04   | 0.03%             | 2053-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3978                                                         | CUSIP: 3140XKM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    228051 | PA      | $225418.32    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                                                   | CYRUSONE DATA CENTERS ISSUER I LLC CYRUS 2024-1A A2                               | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3000000 | PA      | $2940092.40   | 0.08%             | 2049-03-22      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ENEL - SPA                                                                                                                        | ENEL SPA 4.500000% MATURITY: PERPETUAL                                            | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | NUSS              | IT        |    620000 | PA      | $676561.52    | 0.02%             | 2175-01-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                                                                                           | GOLDMAN SACHS CAPITAL I 6.345000% 02/15/2034                                      | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1322941.32   | 0.04%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.375000% 12/31/2027                                              | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  14336000 | PA      | $14225680.04  | 0.39%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G61859                                                   | CUSIP: 31335CB45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    597871 | PA      | $541699.04    | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2465                                                         | CUSIP: 3140X5W33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    379297 | PA      | $342893.47    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Opella TL B 04/28/2032                                                                                                            | Opella TL B 04/28/2032 4/28/2032                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     97527 | PA      | $97425.13     | 0.00%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE GRANTOR TRUST 2017-T1 FNGT 2017-T1 A                                   | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    197462 | PA      | $194300.63    | 0.01%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.550000% 11/20/2065                                               | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    387000 | PA      | $365653.73    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 5.468000% 01/23/2035                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4485000 | PA      | $4578282.03   | 0.13%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                                                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.850000% 04/01/2036                      | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    644000 | PA      | $630664.72    | 0.02%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 730365                                                      | CUSIP: 3620AHMN0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       170 | PA      | $168.47       | 0.00%             | 2060-07-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0307                                                         | CUSIP: 3140FXKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    422553 | PA      | $402930.27    | 0.01%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2018-55 GA                                                  | CUSIP: 3136B2TN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    338855 | PA      | $324473.00    | 0.01%             | 2048-08-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2025-CES12 RCKT 2025-CES12 A1A                                | CUSIP: 749349AA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1687695 | PA      | $1679641.18   | 0.05%             | 2055-11-25      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2025-5C37 BBCMS 2025-5C37 A3                                 | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    163000 | PA      | $164916.72    | 0.00%             | 2058-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QG1295                                                        | CUSIP: 3133C1NL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    186103 | PA      | $188524.58    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9657                                                         | CUSIP: 3138WXWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    111798 | PA      | $107904.41    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3105                                                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    282193 | PA      | $265627.20    | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BK5523                                                         | CUSIP: 3140HKD54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    164389 | PA      | $141076.74    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2347.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                                                   | AVOLON HOLDINGS FUNDING LTD 144A 2.528000% 11/18/2027                             | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | NUSS              | IE        |    342000 | PA      | $330410.07    | 0.01%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZM1779                                                        | CUSIP: 3131XU6Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    835678 | PA      | $753756.73    | 0.02%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1749                                                        | CUSIP: 3132DN5J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.05         | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 7.250000% 11/15/2053           | CUSIP: 47214BAD0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    731000 | PA      | $804234.50    | 0.02%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                                                 | HSBC HOLDINGS PLC 5.887000% 08/14/2027                                            | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | NUSS              | GB        |    485000 | PA      | $487365.17    | 0.01%             | 2027-08-14      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7221                                                         | CUSIP: 3140XPAX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    583082 | PA      | $599598.79    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST                                                                                                                       | PRKCM 2022-AFC1 TRUST PRKCM 2022-AFC1 A1A                                         | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1141383 | PA      | $1136323.97   | 0.03%             | 2057-04-25      | Floating      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                                                           | UBER TECHNOLOGIES INC 4.150000% 01/15/2031                                        | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    891000 | PA      | $871214.45    | 0.02%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PFIZER INC.                                                                                                                       | PFIZER INC 4.200000% 11/15/2030                                                   | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    975000 | PA      | $968227.07    | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7548                                                        | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   4557067 | PA      | $3920201.20   | 0.11%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                                                          | HONEYWELL AEROSPACE INC 144A 5.852000% 03/16/2066                                 | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77370.32     | 0.00%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                                                                                        | VMED O2 UK FINANCING I PLC 144A 4.750000% 07/15/2031                              | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | NUSS              | GB        |    200000 | PA      | $172073.26    | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                                                             | DOMINION ENERGY INC 6.200000% 02/15/2056                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239005.38   | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7172                                                         | CUSIP: 3140JB6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3249140 | PA      | $3278182.27   | 0.09%             | 2053-04-01      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 5.500000% 04/01/2063           | CUSIP: 161175CL6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    182000 | PA      | $140562.84    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO LTD                                                                                                                      | ARES LXV CLO LTD ARES 2022-65A A1R                                                | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2995329.00   | 0.08%             | 2034-07-25      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4607                                                         | CUSIP: 31418EDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |         0 | PA      | $0.03         | 0.00%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 1.542000% 09/10/2027                                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    735000 | PA      | $725474.42    | 0.02%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2018-D NAVSL 2018-DA A2A                | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    182792 | PA      | $181925.60    | 0.01%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2025-VLT7 BX 2025-VLT7 A                                                 | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    618000 | PA      | $615296.25    | 0.02%             | 2044-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                                                                                                             | SCENTRE GROUP TRUST 2 144A 5.125000% 09/24/2080                                   | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | NUSS              | AU        |   2300000 | PA      | $2282082.08   | 0.06%             | 2080-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.213000% 02/08/2030                               | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2041000 | PA      | $2020333.14   | 0.06%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8178                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5038652 | PA      | $4270252.91   | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                                                                 | INTEL CORP 3.250000% 11/15/2049                                                   | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    174000 | PA      | $109932.92    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 633207                                                       | CUSIP: 36291NNY3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2922 | PA      | $3027.66      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST                                                                                                    | HARBORVIEW MORTGAGE LOAN TRUST 2004-3 HVMLT 2004-3 1A                             | CUSIP: 41161PEC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    238310 | PA      | $226702.99    | 0.01%             | 2034-05-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2025-GW BX 2025-GW A                                                     | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1375000 | PA      | $1375428.18   | 0.04%             | 2042-07-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7560                                                        | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    740890 | PA      | $706081.06    | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                                                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2026-1 AMCAR 2026-1 A3                   | CUSIP: 03066CAD0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1119000 | PA      | $1115461.61   | 0.03%             | 2032-11-18      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 6.250000% 10/15/2055                                                    | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    443000 | PA      | $434296.19    | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV8042                                                         | CUSIP: 3140MM5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    592583 | PA      | $605864.27    | 0.02%             | 2052-09-01      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB9157                                                         | CUSIP: 3140QVE75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    659605 | PA      | $688258.28    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7741                                                         | CUSIP: 3140JCS70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    867802 | PA      | $875837.56    | 0.02%             | 2054-07-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (MAY)                                                 | CUSIP: 21H032654<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7025000 | PA      | $6411579.32   | 0.18%             | 2056-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSWF COMMERCIAL MORTGAGE TRUST                                                                                                    | MSWF COMMERCIAL MORTGAGE TRUST 2023-2 MSWF 2023-2 XA                              | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   5082796 | PA      | $274079.63    | 0.01%             | 2056-12-15      | Floating      | 0.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786835                                                      | CUSIP: 3622ACPU8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    466221 | PA      | $474036.33    | 0.01%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (APRIL)                                               | CUSIP: 21H050649<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   6475000 | PA      | $6412207.65   | 0.18%             | 2056-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC.                                                                                                                    | TRANSDIGM INC 144A 6.625000% 03/01/2032                                           | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224371.40    | 0.01%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                                                  | PHILIP MORRIS INTERNATIONAL INC 4.875000% 04/30/2035                              | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1337882.83   | 0.04%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                                                                  | PACIFIC GAS AND ELECTRIC CO 4.950000% 07/01/2050                                  | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1826000 | PA      | $1512615.09   | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-66 Y                            | CUSIP: 38383RJC2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    327000 | PA      | $270262.26    | 0.01%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP 5.288000% 04/25/2034                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2363381.62   | 0.07%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0560                                                         | CUSIP: 3140FXTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    140633 | PA      | $115640.11    | 0.00%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ7048                                                         | CUSIP: 3138MNZN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     23117 | PA      | $22308.51     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.800000% 09/26/2032                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1776128.85   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2025-4 A                                                | CUSIP: 92348KEC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1279000 | PA      | $1295797.49   | 0.04%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| WEC US HOLDINGS LTD.                                                                                                              | WEC US HOLDINGS LTD. 1/27/2031                                                    | CUSIP: 92943LAC4<br>LEI: N/A                  | Long             | LON              |  | US        |    109170 | PA      | $108931.22    | 0.00%             | 2031-01-27      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                                                                 | CORPORATE ONE AUTO RECEIVABLES TRUST 2026-1 COART 2026-1A A2                      | CUSIP: 22004UAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    615000 | PA      | $614239.06    | 0.02%             | 2028-09-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                                                                         | MISSISSIPPI POWER CO 4.250000% 03/15/2042                                         | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    174000 | PA      | $146072.15    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4233                                                         | CUSIP: 3140XKV31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4516589 | PA      | $4377265.28   | 0.12%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT2040                                                        | CUSIP: 3132AEHR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    273081 | PA      | $257118.24    | 0.01%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2014-25 EL                                                  | CUSIP: 3136AJ3U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    335270 | PA      | $306137.04    | 0.01%             | 2044-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                                                                                | MERCADOLIBRE INC 4.900000% 01/15/2033                                             | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | BR        |    292000 | PA      | $283298.40    | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                                                              | BA CREDIT CARD TRUST BACCT 2023-A2 A2                                             | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    790000 | PA      | $795027.48    | 0.02%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                                                            | CAMPBELL'S COMPANY/THE 4.550000% 03/21/2031                                       | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    870000 | PA      | $843445.34    | 0.02%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4548                                                         | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4912943 | PA      | $4159098.61   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS, LTD.                                                                                                 | OCTAGON 53 LTD OCT53 2021-1A A                                                    | CUSIP: 67592RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3748987.50   | 0.10%             | 2034-04-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2024-INV2 A1              | CUSIP: 617939AA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    792125 | PA      | $803078.47    | 0.02%             | 2054-02-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 1.953000% 02/04/2032                                          | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | PA      | $136477.08    | 0.00%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 607179                                                       | CUSIP: 36201YQ82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1470 | PA      | $1503.12      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4333                                                         | CUSIP: 31418DY71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1120032 | PA      | $980020.38    | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786963                                                      | CUSIP: 3622ACTU4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    695780 | PA      | $718435.89    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                                                        | MIDAMERICAN ENERGY CO 5.500000% 11/15/2056                                        | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    382000 | PA      | $366392.00    | 0.01%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                                                                 | GLP CAPITAL LP / GLP FINANCING II INC 5.750000% 11/01/2037                        | CUSIP: 361841AW9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    855000 | PA      | $827527.48    | 0.02%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                                                                     | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1                        | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    113608 | PA      | $109739.64    | 0.00%             | 2060-11-25      | Floating      | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8347                                                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4807506 | PA      | $4683794.28   | 0.13%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB7638                                                         | CUSIP: 3140QTPY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    304458 | PA      | $315574.99    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.330000% 07/23/2035                                  | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1085664.24   | 0.03%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.000000% 02/15/2049                                              | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21890000 | PA      | $15987395.65  | 0.44%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8199                                                        | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |  13737760 | PA      | $11128146.64  | 0.31%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 3.500000% 02/12/2034                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    663000 | PA      | $564544.50    | 0.02%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE OR FREDDIE MAC 30YR TBA (APRIL)                                        | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1050000 | PA      | $1013255.95   | 0.03%             | 2056-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 144A 4.926000% 05/15/2037                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    475000 | PA      | $460713.50    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FIRST EAGLE 5/25 TL                                                                                                               | FIRST EAGLE 5/25 TL 6/6/2032                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    166180 | PA      | $163597.67    | 0.00%             | 2032-06-06      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Republic of the Philippines                                                                                                       | REPUBLIC OF PHILIPPINES 5.000000% 01/27/2036                                      | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    670000 | PA      | $651887.83    | 0.02%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                                                          | SYNCHRONY CARD FUNDING LLC SYNIT 2025-A2 A                                        | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    556000 | PA      | $559371.75    | 0.02%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2511                                                        | CUSIP: 3132DPYG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    435705 | PA      | $439455.80    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corporation                                                                                                      | NORTHROP GRUMMAN CORP 5.250000% 07/15/2035                                        | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    457000 | PA      | $465688.91    | 0.01%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP, LLC                                                                                                            | JANE STREET GROUP / JSG FINANCE INC 144A 7.125000% 04/30/2031                     | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318666.36    | 0.01%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.073000% 01/30/2037                                               | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1052218.75   | 0.03%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                                                             | ARI FLEET LEASE TRUST 2023-A ARIFL 2023-A A3                                      | CUSIP: 00218GAC6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    674815 | PA      | $677799.44    | 0.02%             | 2032-02-17      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| THE KROGER CO.                                                                                                                    | KROGER CO/THE 5.500000% 09/15/2054                                                | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    780000 | PA      | $724369.14    | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                                                                 | STORE CAPITAL LLC 144A 4.950000% 02/11/2031                                       | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    541000 | PA      | $536286.78    | 0.01%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-49 AP                                                  | CUSIP: 3136AD7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    179589 | PA      | $155368.91    | 0.00%             | 2043-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-C SMB 2021-C APT1                           | CUSIP: 83208AAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     79735 | PA      | $73100.00     | 0.00%             | 2053-01-15      | Fixed         | 1.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS8623                                                         | CUSIP: 3138WJSM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    180262 | PA      | $162814.65    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7519.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 623602                                                       | CUSIP: 36291BX77<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     19892 | PA      | $20276.17     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-5 SLMA 2008-5 A4                                      | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     22742 | PA      | $22833.06     | 0.00%             | 2023-07-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY 5.314000% 01/18/2041                                               | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    357000 | PA      | $344620.13    | 0.01%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                                                     | ENBRIDGE INC 5.450000% 03/27/2036                                                 | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | NUSS              | CA        |    736000 | PA      | $742341.71    | 0.02%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LIMITED                                                                                                          | HEATHROW FUNDING LTD MTN 1.125000% 10/08/2030                                     | CUSIP: N/A<br>LEI: 7TI96JO3DYEIQWZ7Z726       | Long             | DBT              | NUSS              | GB        |    795000 | PA      | $809363.24    | 0.02%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST                                                                                                  | WORLD OMNI AUTO RECEIVABLES TRUST 2025-C WOART 2025-C A3                          | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    905000 | PA      | $903620.69    | 0.03%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0615                                                        | CUSIP: 3132DMVG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    258879 | PA      | $252472.34    | 0.01%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST                                                                                                                    | PMT LOAN TRUST 2024-INV1 PMTLT 2024-INV1 A3                                       | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2892783 | PA      | $2885663.57   | 0.08%             | 2059-10-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 606943                                                       | CUSIP: 36201YHU3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       945 | PA      | $953.46       | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                                                              | VERIZON MASTER TRUST VZMT 2023-7 A1A                                              | CUSIP: 92348KCD3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1130000 | PA      | $1141219.66   | 0.03%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0222                                                         | CUSIP: 3140FXG89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    519295 | PA      | $501394.79    | 0.01%             | 2057-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 3.250000% 08/15/2029                                              | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $608493.30    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 WFCM 2025-5C4 AS                   | CUSIP: 949931AF6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    375000 | PA      | $388070.36    | 0.01%             | 2058-05-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 1.578000% 04/22/2027                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2700641.38   | 0.07%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM6912                                                         | CUSIP: 3140JBVE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     79666 | PA      | $65666.86     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781001                                                       | CUSIP: 36225BDE5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4626 | PA      | $4677.40      | 0.00%             | 2029-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 2.087000% 06/14/2029                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2782961.85   | 0.08%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Sultanate of Oman                                                                                                                 | OMAN GOVERNMENT INTERNATIONAL BOND 144A 6.250000% 01/25/2031                      | CUSIP: 68205LAS2<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    599000 | PA      | $624639.31    | 0.02%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BF0496                                                         | CUSIP: 3140FXRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3660469 | PA      | $3226503.45   | 0.09%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1066.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                                                        | ANGLO AMERICAN CAPITAL PLC 144A 5.250000% 03/19/2036                              | CUSIP: 034863BJ8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    733000 | PA      | $716713.39    | 0.02%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    253196 | PA      | $244863.90    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 4.600000% 02/10/2048                                        | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    422000 | PA      | $317069.70    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                                                               | CNH EQUIPMENT TRUST 2022-B CNH 2022-B A3                                          | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    151861 | PA      | $151815.71    | 0.00%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                                                             | ARI FLEET LEASE TRUST 2024-A ARIFL 2024-A A2                                      | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    265192 | PA      | $266438.88    | 0.01%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2245                                                        | CUSIP: 3132DPP69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    147385 | PA      | $149382.69    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AL8076                                                         | CUSIP: 3138EQ6N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    496152 | PA      | $480094.42    | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RLI CORP.                                                                                                                         | RLI CORP 5.375000% 06/01/2036                                                     | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |    544000 | PA      | $523648.31    | 0.01%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 562385                                                       | CUSIP: 36213RXN2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     18349 | PA      | $18743.32     | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                                                                   | UNITEDHEALTH GROUP INC 3.050000% 05/15/2041                                       | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    121000 | PA      | $89697.87     | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1442                                                         | CUSIP: 3140XGS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2141410 | PA      | $1929404.36   | 0.05%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5155                                                         | CUSIP: 3140XLWR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    521469 | PA      | $523313.23    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL 30YR TBA (MAY)                                                 | CUSIP: 21H050656<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1200000 | PA      | $1185972.18   | 0.03%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4196                                                      | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    523363 | PA      | $491477.44    | 0.01%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company National Company KazMunayGas                                                                                  | KAZMUNAYGAS NATIONAL CO JSC 3.500000% 04/14/2033                                  | CUSIP: N/A<br>LEI: 2138001H1M69RFJCSH88       | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $179257.53    | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM3325                                                         | CUSIP: 3140J7VT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    989728 | PA      | $905480.06    | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-1 GC                            | CUSIP: 38385CKW7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   7488281 | PA      | $7175428.46   | 0.20%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SB0662                                                        | CUSIP: 3132CWWX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    554875 | PA      | $528799.14    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.465000% 11/19/2031                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   3964000 | PA      | $3902482.80   | 0.11%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-63 UD                           | CUSIP: 38382FFR0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    352908 | PA      | $289203.68    | 0.01%             | 2050-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2201.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG, INC.                                                                                                          | VENTURE GLOBAL LNG INC 144A 8.125000% 06/01/2028                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     72000 | PA      | $73635.91     | 0.00%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC5830                                                        | CUSIP: 3133AQPP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    554098 | PA      | $475448.58    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5597                                                      | CUSIP: 36179UGE6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    131405 | PA      | $132575.49    | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.350000% 03/20/2033                                               | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    513000 | PA      | $503681.89    | 0.01%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                                                                       | AKER BP ASA 144A 5.250000% 10/30/2035                                             | CUSIP: 00973RAQ6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | NUSS              | NO        |    831000 | PA      | $808111.72    | 0.02%             | 2035-10-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G67714                                                   | CUSIP: 3132XCSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    569987 | PA      | $546614.12    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-7 SLMA 2008-7 B                                       | CUSIP: 78445FAE5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $683193.24    | 0.02%             | 2083-07-26      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CFCRE COMMERCIAL MORTGAGE TRUST                                                                                                   | CFCRE COMMERCIAL MORTGAGE TRUST 2016-C4 CFCRE 2016-C4 AM                          | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2502000 | PA      | $2490715.98   | 0.07%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                                                   | CIGNA GROUP/THE 4.875000% 09/15/2032                                              | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248187.45   | 0.03%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6209                                                      | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    476119 | PA      | $418245.77    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amspec Parent 6/25 Cov-Lite                                                                                                       | Amspec Parent 6/25 Cov-Lite 12/22/2031                                            | CUSIP: 03218AAE9<br>LEI: N/A                  | Long             | LON              |  | US        |    161531 | PA      | $160857.05    | 0.00%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1112                                                         | CUSIP: 3140XGGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    649872 | PA      | $535913.24    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6930                                                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   4051430 | PA      | $3350709.95   | 0.09%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 564798                                                       | CUSIP: 36213UNP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      9699 | PA      | $9789.73      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRIORITY PAYMENT/PRIORITY TECH 7/25 COV-LITE TLB                                                                                  | PRIORITY PAYMENT/PRIORITY TECH 7/25 COV-LITE TLB 7/23/2032                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    189087 | PA      | $183769.77    | 0.01%             | 2032-07-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR4753                                                         | CUSIP: 3140L3H79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68280 | PA      | $56185.66     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 5.650000% 02/15/2056                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    901000 | PA      | $898101.92    | 0.02%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A                   | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    624904 | PA      | $572100.32    | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS6541                                                         | CUSIP: 3138WGHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    175990 | PA      | $165430.75    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 2.383000% 07/21/2032                                  | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5360000 | PA      | $4731666.92   | 0.13%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                                                         | DUKE ENERGY PROGRESS LLC 2.500000% 08/15/2050                                     | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    466000 | PA      | $267352.91    | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4480                                                         | CUSIP: 3140XK6S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    141719 | PA      | $139816.42    | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/AUD SETTLE 2026-06-26                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $45476.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                                                      | FISERV INC 5.250000% 08/11/2035                                                   | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1288581.22   | 0.04%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 A5                               | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    485000 | PA      | $468914.44    | 0.01%             | 2055-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1106                                                         | CUSIP: 3140W1GQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2844840 | PA      | $2724481.95   | 0.08%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                                                               | ABBOTT LABORATORIES 5.600000% 03/15/2066                                          | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    530000 | PA      | $516616.07    | 0.01%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2847                                                         | CUSIP: 3140X6EV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1747169 | PA      | $1599064.98   | 0.04%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-96 FB                                                  | CUSIP: 3136B0AG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    363227 | PA      | $358132.81    | 0.01%             | 2047-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K743 X1                   | CUSIP: 3137H14D5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3898251 | PA      | $65327.28     | 0.00%             | 2054-06-25      | Floating      | 0.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BT3244                                                         | CUSIP: 3140LRTA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    199695 | PA      | $171752.95    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                                                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 5.150000% 03/01/2034                      | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2225794.25   | 0.06%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6612                                                         | CUSIP: 3140XAK27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1539306 | PA      | $1477807.38   | 0.04%             | 2031-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ5876                                                         | CUSIP: 3140KRQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    120868 | PA      | $103796.31    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                                                                | EXELON CORP 4.950000% 03/15/2036                                                  | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1249199.23   | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                                                                        | VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1                               | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     65747 | PA      | $63639.26     | 0.00%             | 2063-10-25      | Floating      | 0.82%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                                                             | ELEVANCE HEALTH INC 5.200000% 02/15/2035                                          | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1008341.49   | 0.03%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RR0001                                                        | CUSIP: 3142JCAB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1541937 | PA      | $1535114.20   | 0.04%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3368                                                        | CUSIP: 3132DQW51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1964450 | PA      | $1990968.53   | 0.06%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO LLC                                                                                                                    | CLOVER CLO 2018-1 LLC CLVR 2018-1A A1RR                                           | CUSIP: 18914GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000027.00   | 0.08%             | 2037-04-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5438                                                        | CUSIP: 3132DTBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1358283 | PA      | $1405751.76   | 0.04%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 888707                                                         | CUSIP: 31410GKU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     13229 | PA      | $13903.12     | 0.00%             | 2037-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QB9485                                                        | CUSIP: 3133AGRE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     64856 | PA      | $53483.24     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                                                                   | STATE OF ISRAEL 4.500000% 01/13/2031                                              | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   1225000 | PA      | $1199319.64   | 0.03%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                                                                                | BOSTON GAS CO 144A 4.487000% 02/15/2042                                           | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29544.14     | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD9170                                                        | CUSIP: 3133B7FK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    564447 | PA      | $482380.61    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7869                                                         | CUSIP: 3140XBW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     63321 | PA      | $54273.63     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 500269                                                       | CUSIP: 36210RW63<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6001 | PA      | $6140.52      | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AU6735                                                         | CUSIP: 3138X6PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    116119 | PA      | $105876.83    | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST                                                                                                         | TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1                                   | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    197134 | PA      | $193945.30    | 0.01%             | 2057-06-25      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2025-CES10 RCKT 2025-CES10 A1A                                | CUSIP: 74939LAA2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1791508 | PA      | $1779736.56   | 0.05%             | 2055-11-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US, INC.                                                                                                     | ION PLATFORM FINANCE US INC / ION PLATFORM FINANCE 8.750000% 05/01/2029           | CUSIP: 46206AAD4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    680000 | PA      | $632369.58    | 0.02%             | 2029-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                                                    | ENTERPRISE FLEET FINANCING 2024-1 LLC EFF 2024-1 A2                               | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |         0 | PA      | $0.06         | 0.00%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                                                        | LAD AUTO RECEIVABLES TRUST 2025-2 LADAR 2025-2A A3                                | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    925000 | PA      | $925320.42    | 0.03%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4427 CE                                                    | CUSIP: 3137BGAL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     32570 | PA      | $32322.52     | 0.00%             | 2034-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8200                                                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.08         | 0.00%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SA                                                                                                                      | SNF GROUP SACA 144A 5.626000% 03/31/2031                                          | CUSIP: 784944AA8<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | NUSS              | FR        |   1092000 | PA      | $1104885.60   | 0.03%             | 2031-03-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781798                                                       | CUSIP: 36225B7K8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6445 | PA      | $6709.65      | 0.00%             | 2034-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0408                                                         | CUSIP: 3140XFN23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    132772 | PA      | $119032.81    | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2025-25J 1                       | CUSIP: 83162C2X0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    775000 | PA      | $781973.53    | 0.02%             | 2050-10-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| State of Kuwait                                                                                                                   | KUWAIT INTERNATIONAL GOVERNMENT BOND 144A 4.652000% 10/09/2035                    | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |   1071000 | PA      | $1028348.13   | 0.03%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR ZT2378                                                        | CUSIP: 3132AEUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    425333 | PA      | $390063.94    | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                                                                          | CONSUMERS ENERGY CO 5.050000% 05/15/2035                                          | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    705000 | PA      | $707921.44    | 0.02%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/EUR SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4496.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                                                               | BMW US CAPITAL LLC 144A 5.050000% 03/21/2030                                      | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $556089.88    | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.500000% 03/01/2042           | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    827000 | PA      | $566115.30    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2007-78 SA                           | CUSIP: 38374DJA8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    207031 | PA      | $9245.20      | 0.00%             | 2037-12-16      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                                                                   | DEERE & CO 5.700000% 01/19/2055                                                   | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    732000 | PA      | $746136.87    | 0.02%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4951 EA                                                    | CUSIP: 3137FQYV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    342198 | PA      | $304228.69    | 0.01%             | 2044-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8193                                                        | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5094661 | PA      | $4123502.03   | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                                                                        | ANGLO AMERICAN CAPITAL PLC 144A 4.625000% 03/19/2031                              | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | NUSS              | ZA        |    733000 | PA      | $724608.24    | 0.02%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                                                             | CHILE ELECTRICITY LUX MPC II SARL 144A 5.672000% 10/20/2035                       | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   1509704 | PA      | $1524433.42   | 0.04%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 540739                                                       | CUSIP: 36212QV80<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      3226 | PA      | $3257.79      | 0.00%             | 2030-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB9597                                                         | CUSIP: 31417GUX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     16415 | PA      | $15847.04     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5092 HE                                                    | CUSIP: 3137FYCE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    440463 | PA      | $369728.55    | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 3.850000% 03/13/2028                                               | CUSIP: 023135DB9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1435404.28   | 0.04%             | 2028-03-13      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE INTEREST STRIP FNS 360 2                                               | CUSIP: 3136FCUU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    291350 | PA      | $42732.55     | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                                                                          | LCM 37 LTD LCM 37A A1R                                                            | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2642418 | PA      | $2640018.67   | 0.07%             | 2034-04-15      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 616093                                                       | CUSIP: 36290SNJ6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     12454 | PA      | $12726.94     | 0.00%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST                                                                                                   | BRAVO RESIDENTIAL FUNDING TRUST 2022-RPL1 BRAVO 2022-RPL1 A1                      | CUSIP: 10569XAA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2282135 | PA      | $2082896.80   | 0.06%             | 2061-09-25      | Floating      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841955                                               | CUSIP: 31288RE46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    826174 | PA      | $833420.59    | 0.02%             | 2055-01-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C58634                                                   | CUSIP: 31298VSX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      2598 | PA      | $2635.47      | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM4311                                                         | CUSIP: 3140X7YH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110165 | PA      | $98140.47     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5452 KY                                                    | CUSIP: 3137HFH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    489000 | PA      | $424246.91    | 0.01%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-89 LK                           | CUSIP: 38382QB90<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    731585 | PA      | $601605.65    | 0.02%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08750                                                   | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    256032 | PA      | $230887.66    | 0.01%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1204                                                         | CUSIP: 3140XGKS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    354189 | PA      | $320574.55    | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4521                                                         | CUSIP: 3140XLAX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1001915 | PA      | $997735.84    | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                                                                     | CITIBANK NA 5.570000% 04/30/2034                                                  | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1564593.05   | 0.04%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Robert Bosch Gesellschaft mit beschraenkter Haftung                                                                               | ROBERT BOSCH GMBH MTN 4.375000% 06/02/2043                                        | CUSIP: N/A<br>LEI: 529900F0LT5OP4SV6122       | Long             | DBT              | NUSS              | DE        |    500000 | PA      | $549989.26    | 0.02%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB9683                                                         | CUSIP: 31417GXM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    122356 | PA      | $118094.71    | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASTR RESECURITIZATION TRUST                                                                                                      | MASTR RESECURITIZATION TRUST 2005-PO MARS 2005-PO 3PO                             | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1236 | PA      | $933.26       | 0.00%             | 2035-05-28      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD5620                                                        | CUSIP: 3133B3G50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     77136 | PA      | $63069.78     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                                                             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COM 3.900000% 06/01/2052           | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    674000 | PA      | $429061.33    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                                                       | BANK OF AMERICA CORP MTN 3.970000% 03/05/2029                                     | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    625000 | PA      | $619330.44    | 0.02%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux MPC II S.a r.l.                                                                                             | CHILE ELECTRICITY LUX MPC II SARL 144A 5.580000% 10/20/2035                       | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    312802 | PA      | $314144.28    | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                                                                              | JERSEY CENTRAL POWER & LIGHT CO 144A 2.750000% 03/01/2032                         | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    330000 | PA      | $296449.08    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST                                                                                    | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 202 MSRM 2025-NQM4 A2              | CUSIP: 617945AD2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2021661 | PA      | $2026402.78   | 0.06%             | 2070-06-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-24 PG                                                  | CUSIP: 3136AVP94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    943349 | PA      | $828651.56    | 0.02%             | 2047-04-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 3.419000% 04/15/2033                                                 | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    529000 | PA      | $483730.09    | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA3633                                                         | CUSIP: 3140QBBB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    306087 | PA      | $286008.27    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sophos TL 3/5/2027                                                                                                                | Sophos TL 3/5/2027 3/5/2027                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     55732 | PA      | $52927.97     | 0.00%             | 2027-03-05      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2774.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-8 CY                            | CUSIP: 38382MUU1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    371864 | PA      | $366497.83    | 0.01%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 4.800000% 10/15/2034                                                 | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1210389.03   | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB1704                                                         | CUSIP: 3140QL3N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    506483 | PA      | $480828.32    | 0.01%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8213                                                        | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    935028 | PA      | $823137.46    | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 4.800000% 03/15/2027                                                   | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    876000 | PA      | $880419.10    | 0.02%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2013-35 CL                                                  | CUSIP: 3136ADTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3882953 | PA      | $3830263.93   | 0.11%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4510                                                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     87819 | PA      | $82825.28     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank National Association                                                                                                     | CITIBANK NA 4.914000% 05/29/2030                                                  | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    695000 | PA      | $705834.81    | 0.02%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7511                                                        | CUSIP: 3132DVKY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    379424 | PA      | $353409.59    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4901                                                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    328565 | PA      | $313774.65    | 0.01%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                                                               | CBRE SERVICES INC 4.900000% 01/15/2033                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    889000 | PA      | $876661.28    | 0.02%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC                                                                                                         | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGO 5.000000% 06/15/2036           | CUSIP: 05724BAP4<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    766000 | PA      | $752060.74    | 0.02%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                                                       | SBNA AUTO RECEIVABLES TRUST 2024-A SBAT 2024-A A3                                 | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    103900 | PA      | $104145.67    | 0.00%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-38 FD                                                  | CUSIP: 3136BQHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    162189 | PA      | $158619.55    | 0.00%             | 2039-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD0231                                                        | CUSIP: 3132DMHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2639331 | PA      | $2372507.16   | 0.07%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                                                                                   | STAR PARENT INC 9/27/2030                                                         | CUSIP: 87169DAB1<br>LEI: N/A                  | Long             | LON              |  | US        |     47933 | PA      | $47342.61     | 0.00%             | 2030-09-27      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                                                               | ONCOR ELECTRIC DELIVERY CO LLC 5.800000% 04/01/2055                               | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    497000 | PA      | $491863.97    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV4188                                                         | CUSIP: 3140MHUN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    407214 | PA      | $347585.25    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD3246                                                        | CUSIP: 3132DQTB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2645173 | PA      | $2500486.51   | 0.07%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                                                              | NEW S WALES TREASURY CRP 5.250000% 02/24/2038                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |   4060000 | PA      | $2650913.86   | 0.07%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08859                                                   | CUSIP: 3128MJ5V8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    198575 | PA      | $199635.66    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 5.050000% 03/15/2034                                                   | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    489000 | PA      | $496312.85    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08716                                                   | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    736257 | PA      | $694502.23    | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS, INC.                                                                                                   | DISCOVERY GLOBAL HOLDINGS INC 5.050000% 03/15/2042                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     17000 | PA      | $11199.70     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BQ8482                                                         | CUSIP: 3140KUM82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    127732 | PA      | $109747.14    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSAMP TRUST                                                                                                                       | GSAMP TRUST 2005-WMC3 GSAMP 2005-WMC3 A2C                                         | CUSIP: 362341L56<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2228431 | PA      | $2193588.33   | 0.06%             | 2035-12-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                                                                     | NIPPON LIFE INSURANCE CO 144A 4.748000% 04/02/2031                                | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | NUSS              | JP        |   1006000 | PA      | $1008517.13   | 0.03%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC1396                                                         | CUSIP: 3140Y7RS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1121579 | PA      | $1168782.65   | 0.03%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.800000% 03/13/2056                                               | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334730.79    | 0.01%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-37 FH                                                  | CUSIP: 3136BQEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    750679 | PA      | $739268.28    | 0.02%             | 2050-01-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8256                                                        | CUSIP: 3132DWE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   5108503 | PA      | $4827724.40   | 0.13%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                                                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-2 AMCAR 2023-2 A3                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    291589 | PA      | $293169.95    | 0.01%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1462                                                         | CUSIP: 3140XGTU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    273295 | PA      | $254379.12    | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0741                                                         | CUSIP: 3140XFZF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    913237 | PA      | $843553.05    | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                                                           | HYUNDAI CAPITAL AMERICA 144A 4.550000% 01/08/2031                                 | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1114742.82   | 0.03%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD6142                                                        | CUSIP: 3133B3ZF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     74030 | PA      | $63639.17     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1603                                                         | CUSIP: 3140XGX95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    223612 | PA      | $206850.19    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS6786                                                         | CUSIP: 3140XNRG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  11580612 | PA      | $11666156.24  | 0.32%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                                                       | BBCMS MORTGAGE TRUST 2021-C12 BBCMS 2021-C12 A5                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    260000 | PA      | $230904.02    | 0.01%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-181 IO                          | CUSIP: 38381EBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2846413 | PA      | $192411.52    | 0.01%             | 2063-07-16      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                                                    | CHARLES SCHWAB CORP/THE 4.343000% 11/14/2031                                      | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    897000 | PA      | $887017.73    | 0.02%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| COLLEGE AVE STUDENT LOANS LLC                                                                                                     | COLLEGE AVE STUDENT LOANS 2019-A LLC CASL 2019-A A2                               | CUSIP: 19421UAB0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    225150 | PA      | $215968.68    | 0.01%             | 2048-12-28      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2011-55 FH                                                  | CUSIP: 31397UGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    108310 | PA      | $107517.47    | 0.00%             | 2041-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 567596                                                       | CUSIP: 36213XRR7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      1807 | PA      | $1841.92      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.433000% 01/23/2047                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    357000 | PA      | $338273.41    | 0.01%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.065000% 01/21/2037                                  | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2370855.01   | 0.07%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                                                         | SAUDI ARABIAN OIL CO 144A 6.375000% 06/02/2055                                    | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | NUSS              | SA        |    633000 | PA      | $628858.94    | 0.02%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB1273                                                         | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    439562 | PA      | $359164.44    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                                                     | BROADCOM INC 5.150000% 11/15/2031                                                 | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1208425.43   | 0.03%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-7 EL                            | CUSIP: 38385BN55<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    296000 | PA      | $209904.94    | 0.01%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHASE MORTGAGE FINANCE CORPORATION                                                                                                | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 9A1                     | CUSIP: 161630AY4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |      2433 | PA      | $2424.69      | 0.00%             | 2037-02-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| ONTARIO GAMING GTA LIMITED PARTNERSHIP                                                                                            | ONTARIO GAMING GTA LP/OTG CO-ISSUER INC 144A 8.000000% 08/01/2030                 | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | NUSS              | CA        |     93000 | PA      | $89132.15     | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 4.600000% 01/23/2046                                        | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    528000 | PA      | $403999.20    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                                                              | KIMCO REALTY OP LLC 5.300000% 02/01/2036                                          | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    532000 | PA      | $537478.44    | 0.01%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                                                                  | GABX LEASING LLC 144A 4.625000% 04/15/2031                                        | CUSIP: 36274FAA7<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532339.70    | 0.01%             | 2031-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                                                        | AMGEN INC 5.650000% 03/02/2053                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    285000 | PA      | $276034.51    | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E NAVSL 2021-EA A                  | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1204813 | PA      | $1078142.93   | 0.03%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CC1235                                                         | CUSIP: 3140Y7LR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    741283 | PA      | $772144.39    | 0.02%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                                                              | MITSUBISHI UFJ FINANCIAL GROUP INC 4.505000% 01/14/2032                           | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | NUSS              | JP        |    905000 | PA      | $891886.69    | 0.02%             | 2032-01-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                                                     | GOLDMAN SACHS GROUP INC/THE 5.065000% 01/21/2037                                  | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1196000 | PA      | $1169295.92   | 0.03%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 144A 6.000000% 02/01/2029                                      | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    642000 | PA      | $647006.26    | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVE  BUSTERS INC                                                                                                                 | DAVE  BUSTERS INC 9/29/2031                                                       | CUSIP: 23833EAY0<br>LEI: N/A                  | Long             | LON              |  | US        |    151116 | PA      | $125642.66    | 0.00%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| GSR MORTGAGE LOAN TRUST                                                                                                           | GSR MORTGAGE LOAN TRUST 2007-1F GSR 2007-1F 2A4                                   | CUSIP: 3622MPAN8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       360 | PA      | $933.17       | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 3.500000% 02/12/2034                                        | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1760000 | PA      | $1498640.00   | 0.04%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BV5395                                                         | CUSIP: 3140MJ7H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    110895 | PA      | $102439.74    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 4.875000% 03/13/2036                                               | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    840000 | PA      | $832344.44    | 0.02%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4210 Z                                                     | CUSIP: 3137B1W73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     78046 | PA      | $65436.62     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SB1792                                                        | CUSIP: 3132CX7D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    385858 | PA      | $380502.71    | 0.01%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND TRUST                                                                                             | BAYVIEW OPPORTUNITY MASTER FUND VI TRUST 2021-INV6 BVINV 2021-6 A5                | CUSIP: 07335UAE4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4538464 | PA      | $4056027.68   | 0.11%             | 2051-10-25      | Floating      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  34325670 | NS      | $34325669.64  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8044                                                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1088364 | PA      | $1006604.79   | 0.03%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                                                     | FLORIDA POWER & LIGHT CO 5.600000% 02/15/2066                                     | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    420000 | PA      | $404605.73    | 0.01%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 4.450000% 09/26/2030                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2250196.02   | 0.06%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8879                                                      | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    691461 | PA      | $701616.11    | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4626                                                         | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2931197 | PA      | $2778125.21   | 0.08%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 618988                                                       | CUSIP: 36290VUM4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      6065 | PA      | $6121.38      | 0.00%             | 2034-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Republica Federativa do Brasil                                                                                                    | FED REPUBLIC OF BRAZIL 4.750000% 01/14/2050                                       | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    740000 | PA      | $533836.00    | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781594                                                       | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     13328 | PA      | $13706.60     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-13 PA                                                  | CUSIP: 3136AVFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    350812 | PA      | $328285.50    | 0.01%             | 2046-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SL1278                                                        | CUSIP: 31427NM48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    770282 | PA      | $778307.10    | 0.02%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCMS MTG TR                                                                                                                       | SCMS 2025-BNC1 MORTGAGE TRUST SCMS 2025-BNC1 A2                                   | CUSIP: 78398LAC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1480000 | PA      | $1473290.12   | 0.04%             | 2057-12-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 5.433000% 01/23/2047                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $985446.35    | 0.03%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                                                    | MORGAN STANLEY MTN 5.656000% 04/18/2030                                           | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    475000 | PA      | $488642.66    | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9016                                                      | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1054108 | PA      | $1048350.40   | 0.03%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                                                         | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2 SFAST 2024-2A A3                 | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    426377 | PA      | $430198.77    | 0.01%             | 2029-11-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| SMITHS GROUP PLC                                                                                                                  | SMITHS GROUP PLC MTN 3.625000% 11/13/2033                                         | CUSIP: G82401NY5<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | NUSS              | GB        |    625000 | PA      | $693994.50    | 0.02%             | 2033-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT6549                                                         | CUSIP: 3138WUH30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     14128 | PA      | $13649.59     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                                                              | META PLATFORMS INC 5.550000% 08/15/2064                                           | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    360000 | PA      | $323552.77    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                                                    | SYNOPSYS INC 5.000000% 04/01/2032                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    605000 | PA      | $610249.62    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES, INC.                                                                                                                | GETTY IMAGES INC 144A 10.500000% 11/15/2030                                       | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    235000 | PA      | $210752.56    | 0.01%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2007-OA1 A1A              | CUSIP: 92926WAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    781258 | PA      | $732428.62    | 0.02%             | 2047-02-25      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                                                                      | NOVARTIS CAPITAL CORP 4.400000% 03/18/2031                                        | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    726000 | PA      | $725843.98    | 0.02%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PENTA CLO DESIGNATED ACTIVITY COMPANY                                                                                             | PENTA CLO 21 DAC PENTA 2025-21A B                                                 | CUSIP: BCC3R77V4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   2750000 | PA      | $3178713.56   | 0.09%             | 2039-02-16      | Floating      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA1523                                                         | CUSIP: 3140W1VR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    467030 | PA      | $401355.58    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                                                                                              | MEDLINE BORROWER LP 144A 3.875000% 04/01/2029                                     | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1107629.26   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                                                         | DLLAA 2023-1 LLC DLLAA 2023-1A A3                                                 | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    182829 | PA      | $184386.84    | 0.01%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST                                                                                                             | SBNA AUTO LEASE TRUST 2025-A SBALT 2025-A A3                                      | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1620000 | PA      | $1625029.45   | 0.05%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/GBP SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $95764.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4269                                                         | CUSIP: 3140XKW71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    560390 | PA      | $461085.66    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5930                                                         | CUSIP: 3140XMSU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    208271 | PA      | $202116.35    | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-215 KA                          | CUSIP: 38383DY69<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8953 | PA      | $7988.98      | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO BX 2026-CSMO A                             | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1270000 | PA      | $1269993.90   | 0.04%             | 2043-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                                                                         | UNION PACIFIC CORP 5.600000% 12/01/2054                                           | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    266000 | PA      | $260694.63    | 0.01%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A SMB 2020-PTA A2A                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    550903 | PA      | $520746.71    | 0.01%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 5.200000% 03/15/2035                                                   | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    435000 | PA      | $442685.05    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4059 FP                                                    | CUSIP: 3137AQZV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    200260 | PA      | $198292.96    | 0.01%             | 2042-06-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 462838                                                       | CUSIP: 36208WEK5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2602 | PA      | $2626.22      | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                                                         | SCF EQUIPMENT LEASING 2025-1 LLC SCFET 2025-1A A2                                 | CUSIP: 78437DAB6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    438714 | PA      | $439689.28    | 0.01%             | 2030-07-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR8518                                                         | CUSIP: 3140L7PC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    121458 | PA      | $99692.57     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG U99084                                                   | CUSIP: 3132H7CW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    201462 | PA      | $199252.52    | 0.01%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 4.203000% 07/23/2029                                          | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    905000 | PA      | $899797.19    | 0.02%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ4555                                                         | CUSIP: 3138MLBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    101703 | PA      | $98161.19     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                                                                                       | ARES MANAGEMENT CORP 5.600000% 10/11/2054                                         | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    527000 | PA      | $464207.96    | 0.01%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                                                                           | ASTRAZENECA FINANCE LLC 4.600000% 03/02/2036                                      | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | GB        |    617000 | PA      | $604656.50    | 0.02%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                                                        | APPLE INC 3.950000% 08/08/2052                                                    | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    663000 | PA      | $514540.72    | 0.01%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.125000% 02/15/2036                                              | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    230000 | PA      | $226406.25    | 0.01%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7554                                                        | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   3338165 | PA      | $2869631.30   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781459                                                       | CUSIP: 36225BTQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2191 | PA      | $2270.08      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                                                          | BX TRUST 2025-ARIA BX 2025-ARIA A                                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1575000 | PA      | $1583292.69   | 0.04%             | 2042-12-13      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 3.900000% 11/20/2028                                               | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    337000 | PA      | $335559.54    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2024-E SMB 2024-E A1A                            | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    957143 | PA      | $963996.87    | 0.03%             | 2056-10-16      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FA4105                                                         | CUSIP: 3140W4R33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    259637 | PA      | $250503.70    | 0.01%             | 2040-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-11 CF                                                  | CUSIP: 3136ARPM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    147786 | PA      | $146109.27    | 0.00%             | 2046-03-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                                                                  | SALESFORCE INC 4.650000% 03/15/2029                                               | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3341906.48   | 0.09%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 80826                                                       | CUSIP: 36225C4L7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     49299 | PA      | $49883.54     | 0.00%             | 2034-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| U.S. DOLLARS                                                                                                                      | FX Forward Contract: USD/AUD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8704.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G60278                                                   | CUSIP: 31335AJX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    524973 | PA      | $507641.70    | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 5.200000% 09/26/2035                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    359000 | PA      | $336740.19    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SB1526                                                        | CUSIP: 3132CXVT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    765846 | PA      | $755678.35    | 0.02%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 4.125000% 08/31/2030                                              | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   6725000 | PA      | $6776750.96   | 0.19%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5020 ET                                                    | CUSIP: 3137FWX39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    372713 | PA      | $342385.61    | 0.01%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08748                                                   | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     71395 | PA      | $66629.16     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 CM2623                                                      | CUSIP: 3617YM4G4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    528645 | PA      | $475041.95    | 0.01%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA8726                                                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    318771 | PA      | $323549.35    | 0.01%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST                                                                                                                        | GCAT 2025-NQM3 TRUST GCAT 2025-NQM3 A1                                            | CUSIP: 36171MAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3015386 | PA      | $3026638.61   | 0.08%             | 2070-05-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA9301                                                      | CUSIP: 36179YKN3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    528267 | PA      | $491583.43    | 0.01%             | 2053-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                                                                | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.450000% 04/15/2027           | CUSIP: 00774MBG9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | NUSS              | IE        |    614000 | PA      | $625557.80    | 0.02%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OBX TRUST                                                                                                                         | OBX 2024-NQM11 TRUST OBX 2024-NQM11 A3                                            | CUSIP: 67119EAC0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    587886 | PA      | $592190.41    | 0.02%             | 2064-06-25      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB3880                                                         | CUSIP: 3140QPJ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    130137 | PA      | $130010.84    | 0.00%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2017-23 FA                                                  | CUSIP: 3136AV5J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    266715 | PA      | $264202.06    | 0.01%             | 2047-04-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM8977                                                         | CUSIP: 3140XC6P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     61444 | PA      | $53375.65     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                                                     | BARINGS EQUIPMENT FINANCE LLC 2026-A MMAF 2026-A A3                               | CUSIP: 06764QAB1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    422000 | PA      | $419838.43    | 0.01%             | 2033-07-13      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 786236                                                      | CUSIP: 3622ABY97<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    811121 | PA      | $698318.30    | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 4.456000% 02/10/2032                                          | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    939000 | PA      | $929276.51    | 0.03%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                                                       | ABBVIE INC 5.550000% 03/15/2056                                                   | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    315000 | PA      | $308072.31    | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                               | PETROLEOS MEXICANOS MTN 6.750000% 09/21/2047                                      | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |    351000 | PA      | $280068.25    | 0.01%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2026-R1 GSMBS 2026-R1 A1                      | CUSIP: 36274QAA3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1930000 | PA      | $1935466.62   | 0.05%             | 2063-04-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                                                     | ALPHABET INC 4.400000% 02/15/2033                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $1060623.52   | 0.03%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2579                                                         | CUSIP: 31418B2M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    174905 | PA      | $166561.44    | 0.00%             | 2036-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 487225                                                       | CUSIP: 36210BHA6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        72 | PA      | $73.84        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD.                                                                                                                         | FLEX LTD 5.250000% 01/15/2032                                                     | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | NUSS              | US        |    240000 | PA      | $240950.39    | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HDI AEROSPACE                                                                                                                     | HDI AEROSPACE 9/19/2031                                                           | CUSIP: 40415WAB0<br>LEI: N/A                  | Long             | LON              |  | US        |    133988 | PA      | $134071.91    | 0.00%             | 2031-09-19      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-31 GH                           | CUSIP: 38383GS44<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.06         | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4620 LF                                                    | CUSIP: 3137BSAQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    284691 | PA      | $282398.55    | 0.01%             | 2046-10-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS5412                                                         | CUSIP: 3140XMAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    444770 | PA      | $406920.92    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4826 KF                                                    | CUSIP: 3137FH4G5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    213617 | PA      | $209022.24    | 0.01%             | 2048-09-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA0995                                                         | CUSIP: 3140Q8C94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1322696 | PA      | $1225142.81   | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                                                       | ONEOK INC 5.400000% 10/15/2035                                                    | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1152336.78   | 0.03%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM2348                                                         | CUSIP: 3140X5TE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    550872 | PA      | $530478.16    | 0.01%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC.                                                                                                             | HOWMET AEROSPACE INC 4.850000% 10/15/2031                                         | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    469000 | PA      | $474357.64    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BK5150                                                         | CUSIP: 3140HJWL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     18054 | PA      | $17736.17     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1598                                                         | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   5071354 | PA      | $4101979.34   | 0.11%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                                                           | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 5.200000% 06/15/2029           | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1856223.81   | 0.05%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G07849                                                   | CUSIP: 3128MABS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    612546 | PA      | $577559.82    | 0.02%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4582 HA                                                    | CUSIP: 3137BPJ34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1033090 | PA      | $973035.59    | 0.03%             | 2045-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.000000% 02/15/2048                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2659000 | PA      | $1960804.78   | 0.05%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REFERENCE REMIC FHRR R007 ZA                                          | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    267362 | PA      | $278809.15    | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 4.897000% 07/25/2033                                         | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1079451.40   | 0.03%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-9 GA                            | CUSIP: 38383FR62<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2436 | PA      | $2009.32      | 0.00%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                                                                         | INVITATION HOMES OPERATING PARTNERSHIP LP 4.150000% 04/15/2032                    | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93870.54     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN, SACHS & CO.                                                                                                              | FX Forward Contract: EUR/USD SETTLE 2026-04-01                                    | CUSIP: N/A<br>LEI: KD3XUN7C6T14HNAYLU02       | N/A              | DFE              |  | XX        |         1 | NC      | $4988.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS N.V.                                                                                                                          | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 6.375000% 04/15/2066           | CUSIP: 472140AK8<br>LEI: 254900JSFON4WL81TW77 | Long             | DBT              | NUSS              | US        |    178000 | PA      | $174664.62    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD2190                                                        | CUSIP: 3132DPNF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    174963 | PA      | $169547.71    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO MTN 2.393000% 06/02/2028                                         | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122007.00    | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BR3257                                                         | CUSIP: 3140L1TP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    114383 | PA      | $93309.02     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES, INC.                                                                                                           | UBER TECHNOLOGIES INC 4.800000% 09/15/2035                                        | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    594000 | PA      | $576390.39    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST                                                                                                  | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SMB 2021-A A2B                            | CUSIP: 78448YAC5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1603225 | PA      | $1484176.66   | 0.04%             | 2053-01-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA3662                                                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    641089 | PA      | $581276.16    | 0.02%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                                                             | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 GMALT 2025-2 A3                      | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    785000 | PA      | $788725.22    | 0.02%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                                                               | PECO ENERGY CO 5.650000% 09/15/2055                                               | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    730000 | PA      | $718479.45    | 0.02%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                                                                                     | NISOURCE INC 5.800000% 02/01/2042                                                 | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    149000 | PA      | $146463.84    | 0.00%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                                                            | GENERAL MOTORS FINANCIAL CO INC 2.700000% 06/10/2031                              | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    933000 | PA      | $836980.72    | 0.02%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI, LLC                                                                                                          | ENTERGY MISSISSIPPI LLC 5.800000% 04/15/2055                                      | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    452000 | PA      | $445494.25    | 0.01%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES                                                                             | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-S4 2A10              | CUSIP: 9292275C6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |       703 | PA      | $686.12       | 0.00%             | 2033-06-25      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC.                                                                                                                        | APPLE INC 2.650000% 05/11/2050                                                    | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    486000 | PA      | $297370.21    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 634751                                                       | CUSIP: 36291QEY6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      8307 | PA      | $8531.95      | 0.00%             | 2034-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS ADMINISTRATION GTD                                                                                                 | UNITED STATES SMALL BUSINESS ADMINISTRATION SBAP 2025-25F 1                       | CUSIP: 83162C2J1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    439892 | PA      | $451203.10    | 0.01%             | 2050-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                                                      | TRUIST FINANCIAL CORP MTN 4.597000% 01/27/2032                                    | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1155553.10   | 0.03%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS, INC.                                                                                                         | ZAYO GROUP HOLDINGS INC 144A 9.250000% 03/09/2030                                 | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     32160 | PA      | $31971.54     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 4.810000% 10/22/2036                                          | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2272058.92   | 0.06%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                                                                        | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3 JPMMT 2025-NQM3 A3                      | CUSIP: 46659QAE9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3003340 | PA      | $3010149.63   | 0.08%             | 2065-11-25      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RB5153                                                        | CUSIP: 3133KYWN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    667314 | PA      | $578485.40    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4732                                                         | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2219216 | PA      | $2103320.74   | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AGREE LIMITED PARTNERSHIP                                                                                                         | AGREE LP 5.600000% 06/15/2035                                                     | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    519000 | PA      | $532503.49    | 0.01%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                                                                  | AMAZON.COM INC 5.800000% 03/13/2056                                               | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2073332.49   | 0.06%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY, L.L.C.                                                                                            | TENNESSEE GAS PIPELINE CO LLC 8.375000% 06/15/2032                                | CUSIP: 880451AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1338234.50   | 0.04%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB2929                                                         | CUSIP: 3140QNHF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    708280 | PA      | $627908.02    | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2019-96 DE                           | CUSIP: 38381XC95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    277064 | PA      | $236864.95    | 0.01%             | 2049-08-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                                                                | T-MOBILE USA INC 3.750000% 04/15/2027                                             | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2091969.61   | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION                                                                                 | MORGAN STANLEY PRIVATE BANK NA 4.465000% 11/19/2031                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1112463.56   | 0.03%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.125000% 05/15/2048                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8933000 | PA      | $6722431.42   | 0.19%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST                                                                                                          | ANGEL OAK MORTGAGE TRUST 2023-1 AOMT 2023-1 A1                                    | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1528360 | PA      | $1523846.67   | 0.04%             | 2067-09-26      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                                                             | WELLS FARGO & CO 4.960000% 01/23/2037                                             | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    893000 | PA      | $869908.89    | 0.02%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BSPDF ISSUER LTD                                                                                                                  | BSPDF 2026-FL3 ISSUER LLC BSPDF 2026-FL3 AS                                       | CUSIP: 05594VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2415000 | PA      | $2414980.68   | 0.07%             | 2043-09-18      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 8.750000% 09/01/2030                                          | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1125227.47   | 0.03%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                                                          | SOUTHERN CO GAS CAPITAL CORP 4.400000% 05/30/2047                                 | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    500000 | PA      | $407749.94    | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 782025                                                       | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     49040 | PA      | $50462.90     | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Panda Stonewall/Potomac Energy 2/26 TLB                                                                                           | Panda Stonewall/Potomac Energy 2/26 TLB 8/5/2032                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     68900 | PA      | $68900.43     | 0.00%             | 2032-08-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR RJ2631                                                        | CUSIP: 3142GS4R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    241352 | PA      | $255888.12    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 5529 HA                                                    | CUSIP: 3137HKUP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    343729 | PA      | $325894.37    | 0.01%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC, LLC                                                                                          | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 3.600000% 03/01/2052                      | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    253000 | PA      | $181101.22    | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                                                    | MORGAN STANLEY CAPITAL I TRUST 2016-BNK2 MSC 2016-BNK2 XA                         | CUSIP: 61690YBV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2457668 | PA      | $8975.16      | 0.00%             | 2049-11-15      | Floating      | 0.94%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST                                                                                                               | RCKT MORTGAGE TRUST 2025-CES1 RCKT 2025-CES1 A1A                                  | CUSIP: 749427AA8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1315399 | PA      | $1321813.87   | 0.04%             | 2045-01-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN DD0661                                                         | CUSIP: 3140B0WX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    710106 | PA      | $720105.50    | 0.02%             | 2055-08-01      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841874                                               | CUSIP: 31288RCK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    690511 | PA      | $693227.21    | 0.02%             | 2054-10-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                                                                      | NOVARTIS CAPITAL CORP 4.100000% 03/16/2029                                        | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    540000 | PA      | $539353.16    | 0.01%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US, LLC                                                                                                               | RWE FINANCE US LLC 144A 5.125000% 09/18/2035                                      | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | DE        |   1400000 | PA      | $1361086.57   | 0.04%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MAGNITE INC TL B 1L 0% 02/06/2031                                                                                                 | MAGNITE INC TL B 1L 0% 02/06/2031 2/6/2031                                        | CUSIP: 55955NAG3<br>LEI: N/A                  | Long             | LON              |  | US        |     81395 | PA      | $80377.99     | 0.00%             | 2031-02-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                                                           | DUKE ENERGY CORP 3.500000% 06/15/2051                                             | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    212000 | PA      | $142017.07    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA5379                                                         | CUSIP: 3140QC6R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     31496 | PA      | $30845.77     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 569703                                                       | CUSIP: 36200Q3L6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      2091 | PA      | $2145.22      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 4.950000% 06/15/2030                                     | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    447000 | PA      | $448634.96    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4326                                                         | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   3341590 | PA      | $2835642.63   | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                                                       | SCCU AUTO RECEIVABLES TRUST 2024-1 SCCU 2024-1A A3                                | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    461578 | PA      | $463704.53    | 0.01%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| MIDSTATE TRUST                                                                                                                    | MID-STATE TRUST XI MDST 11 A1                                                     | CUSIP: 59549WAA1<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    185343 | PA      | $185302.83    | 0.01%             | 2038-07-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                                                             | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C4 WFCM 2025-5C4 A3                   | CUSIP: 949931AC3<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1270000 | PA      | $1311498.01   | 0.04%             | 2058-05-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA5354                                                         | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4298195 | PA      | $4386605.82   | 0.12%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS4145                                                         | CUSIP: 3140XKTB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    399531 | PA      | $367824.96    | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC STRIPS FHS 326 F2                                                     | CUSIP: 3132HT3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    244639 | PA      | $241930.67    | 0.01%             | 2044-03-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| MCAFEE 12/24 TLB                                                                                                                  | MCAFEE 12/24 TLB 3/1/2029                                                         | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              |  | US        |    111741 | PA      | $99449.60     | 0.00%             | 2029-03-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2022-66 CG                           | CUSIP: 38383RGE1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    869471 | PA      | $827944.39    | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                                                     | VISTRA OPERATIONS CO LLC 144A 4.700000% 01/31/2031                                | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1903845.34   | 0.05%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                                                                           | AON NORTH AMERICA INC 5.750000% 03/01/2054                                        | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    361000 | PA      | $347833.69    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES, L.P.                                                                                                   | HUDSON PACIFIC PROPERTIES LP 3.950000% 11/01/2027                                 | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1262418.52   | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST                                                                                               | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 GSMBS 2024-RPL4 A1                  | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2083438 | PA      | $2033875.38   | 0.06%             | 2061-09-25      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                                                       | VERIZON COMMUNICATIONS INC 6.000000% 11/30/2065                                   | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    782000 | PA      | $757556.12    | 0.02%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES EUROPEAN CLO B.V.                                                                                                            | ARES EUROPEAN CLO XXIII DAC ARESE 23A B                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |    950000 | PA      | $1083072.24   | 0.03%             | 2040-01-15      | Floating      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Secretariat Advisors TL 02/28/2032                                                                                                | Secretariat Advisors TL 02/28/2032 2/28/2032                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |      8900 | PA      | $8721.80      | 0.00%             | 2032-02-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA2523                                                         | CUSIP: 31418BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    245135 | PA      | $233335.55    | 0.01%             | 2036-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD8244                                                        | CUSIP: 3132DWER0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1381987 | PA      | $1309815.13   | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 787228                                                      | CUSIP: 3622AC4M9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    356253 | PA      | $369808.35    | 0.01%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                                                               | SEI DAILY INCOME TRUST GOVERNMENT FUND (#36)                                      | CUSIP: 783965593<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  65479983 | NS      | $65479982.99  | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2005-29 ZA                                                  | CUSIP: 31394DEV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     84353 | PA      | $86568.78     | 0.00%             | 2035-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781566                                                       | CUSIP: 36225BW38<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      4561 | PA      | $4692.16      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                                                   | INTERCONTINENTAL EXCHANGE INC 5.250000% 06/15/2031                                | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    705000 | PA      | $727524.75    | 0.02%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LCM LTD.                                                                                                                          | LCM 41 LTD LCM 41A A1R                                                            | CUSIP: 501971AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2996289.00   | 0.08%             | 2036-04-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3836                                                         | CUSIP: 3140XKHN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    356052 | PA      | $345435.09    | 0.01%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AQ4078                                                         | CUSIP: 3138MKQ82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     45759 | PA      | $44226.92     | 0.00%             | 2043-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 BP1928                                                      | CUSIP: 3617L8D95<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    128355 | PA      | $117805.28    | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                                                              | JPMORGAN CHASE & CO 5.502000% 01/24/2036                                          | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $465710.09    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST                                                                                            | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 SDART 2025-3 A3                     | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1034000 | PA      | $1035516.36   | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                                                            | SLM STUDENT LOAN TRUST 2008-2 SLMA 2008-2 B                                       | CUSIP: 784442AD7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    685000 | PA      | $728586.76    | 0.02%             | 2083-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                                                            | CVS HEALTH CORP 7.000000% 03/10/2055                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    615000 | PA      | $633811.62    | 0.02%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET INVESTMENT LOAN TRUST                                                                                            | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A2                      | CUSIP: 86358ELL8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    259629 | PA      | $250626.84    | 0.01%             | 2034-09-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC NON GOLD POOL FH 841563                                               | CUSIP: 31288QWY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1193135 | PA      | $1205432.71   | 0.03%             | 2053-05-01      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG Z40235                                                   | CUSIP: 3132FCHL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    399048 | PA      | $365411.32    | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BM7740                                                         | CUSIP: 3140JCS62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    700139 | PA      | $679205.17    | 0.02%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                                                                                          | REPUBLIC OF SOUTH AFRICA 5.875000% 04/20/2032                                     | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    400000 | PA      | $398408.66    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS, L.P.                                                                                                             | REGENCY CENTERS LP 4.500000% 03/15/2033                                           | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    362000 | PA      | $352999.61    | 0.01%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BE2981                                                         | CUSIP: 3140FNJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    355263 | PA      | $345465.84    | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Group S.A.                                                                                                                 | ARDAGH GROUP SA 144A 12.000000% 12/01/2030                                        | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | NUSS              | US        |    175000 | PA      | $147061.25    | 0.00%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA3088                                                         | CUSIP: 31418CNE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    366024 | PA      | $350551.71    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | MEXICO GOVERNMENT INTERNATIONAL BOND MTN 4.750000% 03/08/2044                     | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2126000 | PA      | $1703670.10   | 0.05%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG G08721                                                   | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    304273 | PA      | $274785.28    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK, INC.                                                                                                                   | BLACKROCK INC 3.750000% 07/18/2035                                                | CUSIP: N/A<br>LEI: 529900VBK42Y5HHRMD23       | Long             | DBT              | NUSS              | US        |   1055000 | PA      | $1200613.22   | 0.03%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS6451                                                         | CUSIP: 3140XNEZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    420668 | PA      | $425318.27    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWABS ASSET-BACKED CERTIFICATES TRUST                                                                                             | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 CWL 2007-12 2A4                | CUSIP: 126697AF8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   4309753 | PA      | $4081727.20   | 0.11%             | 2047-08-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA7042                                                      | CUSIP: 36179VZF0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1612162 | PA      | $1301906.11   | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2025-10B 1                                 | CUSIP: 831641GA7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1853092 | PA      | $1841848.99   | 0.05%             | 2035-09-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC2044                                                        | CUSIP: 3133ALHV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     63127 | PA      | $54838.71     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA1177                                                         | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     12172 | PA      | $11498.33     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                                                               | CITIZENS BANK NA/PROVIDENCE RI 4.192000% 01/29/2029                               | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1262028.59   | 0.03%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-32 FA                                                  | CUSIP: 3136ANPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    309614 | PA      | $302884.93    | 0.01%             | 2045-05-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QD6079                                                        | CUSIP: 3133B3XG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    297091 | PA      | $255040.44    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS7180                                                         | CUSIP: 3140XN6S8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    746113 | PA      | $646673.47    | 0.02%             | 2042-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK                                                                                                                              | BANK 2022-BNK40 BANK 2022-BNK40 A4                                                | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    605000 | PA      | $561462.08    | 0.02%             | 2064-03-15      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0736                                                         | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    119618 | PA      | $102733.67    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                                                          | AMERICAN EXPRESS CO 4.918000% 07/20/2033                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    475000 | PA      | $475867.81    | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN MA4586                                                         | CUSIP: 31418ECY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    665892 | PA      | $577301.72    | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                                                          | SOUTHERN CO GAS CAPITAL CORP 5.150000% 09/15/2032                                 | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506971.42    | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD6420                                                        | CUSIP: 3132DUDZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1400798 | PA      | $1461649.81   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 565034                                                       | CUSIP: 36213UV31<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5071 | PA      | $5209.74      | 0.00%             | 2031-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BS3452                                                         | CUSIP: 3140LDZS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1978501 | PA      | $1267963.01   | 0.04%             | 2051-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                                                        | DUKE ENERGY CAROLINAS LLC 2.850000% 03/15/2032                                    | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    574000 | PA      | $522522.23    | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD5039                                                        | CUSIP: 3132DSS45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    193444 | PA      | $177881.37    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS, L.P.                                                                                                                  | FERRELLGAS LP / FERRELLGAS FINANCE CORP 144A 9.250000% 01/15/2031                 | CUSIP: 315292AU6<br>LEI: 549300EW667UKOZLEW85 | Long             | DBT              | CORP              | US        |    480000 | PA      | $500131.20    | 0.01%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                                                             | DELTA AIR LINES INC 4.950000% 07/10/2028                                          | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1381064.13   | 0.04%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PT Perusahaan Listrik Negara (Persero)                                                                                            | PERUSAHAAN PERSEROAN PERSERO PT PERUSAHAAN LISTRIK 5.450000% 02/03/2036           | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | NUSS              | ID        |    553000 | PA      | $528675.32    | 0.01%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN 890604                                                         | CUSIP: 31410LNV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    527984 | PA      | $524801.30    | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENI S.P.A.                                                                                                                        | ENI SPA 144A 5.950000% 05/15/2054                                                 | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $198991.09    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.625000% 12/31/2030                                              | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |   3422000 | PA      | $3375482.19   | 0.09%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7114                                                         | CUSIP: 3140XA3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1178494 | PA      | $1089717.08   | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CD COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES                                                                                  | CD 2017-CD3 MORTGAGE TRUST CD 2017-CD3 A4                                         | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    480000 | PA      | $469609.39    | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC MULTICLASS CERTIFICATES SERIES 2021-P0 FHMR 2021-P009 A2              | CUSIP: 3137H13V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    500000 | PA      | $450884.70    | 0.01%             | 2031-01-25      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6418                                                         | CUSIP: 3140XADY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     66631 | PA      | $55097.65     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC GOLD POOL FG C68825                                                   | CUSIP: 31287UYW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |      9152 | PA      | $9273.60      | 0.00%             | 2032-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                                                                | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2025-4 A3                | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    541000 | PA      | $537777.21    | 0.01%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                                                          | BENCHMARK 2022-B35 MORTGAGE TRUST BMARK 2022-B35 AS                               | CUSIP: 08163RBT2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    530000 | PA      | $494371.97    | 0.01%             | 2055-05-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2025-89 GT                           | CUSIP: 38385GMP1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    654267 | PA      | $586951.04    | 0.02%             | 2055-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F NAVSL 2019-FA A2                 | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    430269 | PA      | $416110.66    | 0.01%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-147 KI                          | CUSIP: 38381DJ68<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2504194 | PA      | $200436.20    | 0.01%             | 2061-06-16      | Floating      | 1.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 616026                                                       | CUSIP: 36290SLF6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      7078 | PA      | $7242.92      | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN BP4037                                                         | CUSIP: 3140KBPX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     95081 | PA      | $88152.03     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5468                                                      | CUSIP: 36179UCD2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     79855 | PA      | $80582.98     | 0.00%             | 2048-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS, LLC                                                                                                                 | CSC HOLDINGS LLC 144A 6.500000% 02/01/2029                                        | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     36000 | PA      | $22946.94     | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CA7048                                                         | CUSIP: 3140QEZN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1311947 | PA      | $1172334.37   | 0.03%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS AND ELECTRIC COMPANY                                                                                                | BALTIMORE GAS AND ELECTRIC CO 2.250000% 06/15/2031                                | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    462000 | PA      | $413244.31    | 0.01%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA, LLC                                                                                                          | DUKE ENERGY FLORIDA LLC 4.850000% 12/01/2035                                      | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    473000 | PA      | $464246.36    | 0.01%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                                                      | FISERV INC 5.625000% 08/21/2033                                                   | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1160778.00   | 0.03%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD7530                                                        | CUSIP: 3132DVLK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    673390 | PA      | $577514.31    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                                                                            | SOUTHERN POWER CO 4.900000% 10/01/2035                                            | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1257226.14   | 0.03%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                                                                  | HEALTHCARE REALTY HOLDINGS LP 3.625000% 01/15/2028                                | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112651.19    | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST                                                                                              | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D NAVSL 2019-D A2A                 | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    492308 | PA      | $479256.68    | 0.01%             | 2059-12-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 607623                                                       | CUSIP: 36202SAY4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |       309 | PA      | $314.23       | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE INVESTMENT TRUST                                                                                           | AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-4 AHM 2005-4 5A                      | CUSIP: 02660TGW7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    590708 | PA      | $227039.63    | 0.01%             | 2045-11-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM6015                                                         | CUSIP: 3140X9VH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     68822 | PA      | $66310.03     | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AT9637                                                         | CUSIP: 3138WXV79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    104031 | PA      | $100408.24    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA5078                                                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    554506 | PA      | $529340.58    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Secretariat Advisors TL 02/28/2032                                                                                                | Secretariat Advisors TL 02/28/2032 2/28/2032                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |     73314 | PA      | $71848.00     | 0.00%             | 2032-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS1014                                                         | CUSIP: 3140XGDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    221622 | PA      | $182086.52    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AS4347                                                         | CUSIP: 3138WDZM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |     96235 | PA      | $92689.53     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4719 LA                                                    | CUSIP: 3137FAXZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    309327 | PA      | $288317.44    | 0.01%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                                                      | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FO 3.000000% 05/15/2032           | CUSIP: 46590XAP1<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | NUSS              | US        |    684000 | PA      | $607828.19    | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-65 CZ                                                  | CUSIP: 3136AP3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    289511 | PA      | $255946.60    | 0.01%             | 2045-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2016-78 FA                                                  | CUSIP: 3136AUEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    142851 | PA      | $141388.01    | 0.00%             | 2044-03-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR SD1844                                                        | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   2720397 | PA      | $2406176.65   | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV GEN RCPTS                                                                                                            | OHIO ST UNIV OHIO STATE UNIVERSITY/THE                                            | CUSIP: 677632PA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    247000 | PA      | $202505.96    | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                                                                  | GABX LEASING LLC 144A 5.300000% 04/15/2036                                        | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    720000 | PA      | $706754.65    | 0.02%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC POOL FR QC7127                                                        | CUSIP: 3133AR4L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |     71822 | PA      | $58970.43     | 0.00%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA6413                                                      | CUSIP: 36179VDS6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    107633 | PA      | $108655.06    | 0.00%             | 2050-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 03/15/2029                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  18055000 | PA      | $17895608.29  | 0.50%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                                                                | HONDA AUTO RECEIVABLES 2026-1 OWNER TRUST HAROT 2026-1 A4                         | CUSIP: 43815CAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1065000 | PA      | $1049879.34   | 0.03%             | 2032-05-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| SKYMILES TL 10/20/2028                                                                                                            | SKYMILES TL 10/20/2028 10/20/2028                                                 | CUSIP: 24736CBT0<br>LEI: N/A                  | Long             | LON              |  | US        |    210594 | PA      | $211252.86    | 0.01%             | 2028-10-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                                                                                                    | OPAL BIDCO SAS 144A 6.500000% 03/31/2032                                          | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | NUSS              | FR        |     50000 | PA      | $50048.20     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Planview 12/24 TL                                                                                                                 | Planview 12/24 TL 17-Dec-27                                                       | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              |  | US        |    351660 | PA      | $259570.92    | 0.01%             | 2027-12-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST                                                                                                                       | FIGRE TRUST 2025-HE6 FIGRE 2025-HE6 A                                             | CUSIP: 31684NAA5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   3121696 | PA      | $3092124.25   | 0.09%             | 2055-09-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                                                               | CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1M2                     | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    939732 | PA      | $940324.37    | 0.03%             | 2041-10-25      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 644912                                                       | CUSIP: 36292CN59<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |      5789 | PA      | $5872.77      | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS0424                                                         | CUSIP: 3140XFPJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    423021 | PA      | $363643.13    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pemerintah Republik Indonesia                                                                                                     | REPUBLIC OF INDONESIA 4.900000% 04/16/2036                                        | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    726000 | PA      | $694351.07    | 0.02%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EURO-BUXL 30Y BND JUN26                                                                                                           | EURO-BUXL 30Y BND JUN26 FINANCIAL COMMODITY FUTURE.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -9 | NC      | $-1143380.57  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                                                                           | NISSAN AUTO LEASE TRUST 2026-A NALT 2026-A A3                                     | CUSIP: 65481HAD5<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1150000 | PA      | $1142581.58   | 0.03%             | 2029-03-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                                      | UBS GROUP AG MTN 5.528000% 05/06/2047                                             | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | NUSS              | CH        |    825000 | PA      | $787760.06    | 0.02%             | 2047-05-06      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| NAKED JUICE LLC                                                                                                                   | NAKED JUICE LLC 1/24/2029                                                         | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              |  | US        |     97082 | PA      | $51210.67     | 0.00%             | 2029-01-24      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                                                                | ORACLE CORP 3.600000% 04/01/2040                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $94247.12     | 0.00%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a rl                                                                                                  | GREENSAIF PIPELINES BIDCO SARL 144A 6.102700% 08/23/2042                          | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | NUSS              | SA        |    965000 | PA      | $959221.64    | 0.03%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN CB8001                                                         | CUSIP: 3140QT3K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1137084 | PA      | $1169294.67   | 0.03%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                                                               | COMCAST CORP 2.987000% 11/01/2063                                                 | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    288000 | PA      | $152494.31    | 0.00%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT, L.P.                                                                                                       | AMERICAN HOMES 4 RENT LP 4.300000% 04/15/2052                                     | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    198000 | PA      | $150640.27    | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST                                                                                                      | HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A                                | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    173594 | PA      | $171133.73    | 0.00%             | 2039-02-25      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORPORATION                                                                                                          | PRIMO BRANDS CORPORATION 3/31/2028                                                | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              |  | US        |     30274 | PA      | $30284.73     | 0.00%             | 2028-03-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 MA4324                                                      | CUSIP: 36179SYV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     52006 | PA      | $52804.09     | 0.00%             | 2047-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BSPRT ISSUER, LTD.                                                                                                                | BSPRT 2026-FL13 ISSUER LLC BSPRT 2026-FL13 A                                      | CUSIP: 05620GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1145000 | PA      | $1145000.00   | 0.03%             | 2043-10-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FM7910                                                         | CUSIP: 3140XBYG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    267893 | PA      | $231360.89    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Estados Unidos Mexicanos                                                                                                          | UNITED MEXICAN STATES 5.625000% 09/22/2035                                        | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    218000 | PA      | $210915.00    | 0.01%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SMALL BUSINESS INVESTMENT COMPANIES                                                                                               | SBA SMALL BUSINESS INVESTMENT COS SBIC 2022-10A 1                                 | CUSIP: 831641FT7<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |    606236 | PA      | $571717.41    | 0.02%             | 2032-03-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                                                          | US TREASURY N/B 3.500000% 02/28/2031                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |  70650000 | PA      | $69281156.25  | 1.92%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                                                | ALTRIA GROUP INC 5.250000% 08/06/2035                                             | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    925000 | PA      | $921664.02    | 0.03%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST                                                                                        | SFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 2015-5A SFAVE 2015-5AVE A2B            | CUSIP: 78413MAE8<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |     75000 | PA      | $64874.16     | 0.00%             | 2043-01-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                                                        | GINNIE MAE II POOL G2 710087                                                      | CUSIP: 36297E2U8<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     25793 | PA      | $25675.71     | 0.00%             | 2061-09-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| VZ Secured Financing B.V.                                                                                                         | VZ SECURED FINANCING BV 144A 5.000000% 01/15/2032                                 | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | NUSS              | NL        |     70000 | PA      | $60003.72     | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLEVIEW                                                                                                                         | EAGLEVIEW 8/14/2028                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              |  | US        |    213056 | PA      | $193482.49    | 0.01%             | 2028-08-14      | Floating      | 10.20%                | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                                                               | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C5 CGCMT 2018-C5 AS                      | CUSIP: 17291DAF0<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   2229188 | PA      | $2198459.76   | 0.06%             | 2051-06-10      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2021-107 DB                          | CUSIP: 38382UDH1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |         0 | PA      | $0.06         | 0.00%             | 2051-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2023-2 CI                                                   | CUSIP: 3136BPUY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2502090 | PA      | $314279.05    | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-17 PD                           | CUSIP: 38382CL82<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    364255 | PA      | $310622.67    | 0.01%             | 2050-01-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE REMICS FNR 2015-84 PA                                                  | CUSIP: 3136AQQT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    325889 | PA      | $307315.41    | 0.01%             | 2033-08-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                                                      | BX TRUST 2025-VOLT BX 2025-VOLT A                                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          |  | US        |   1139000 | PA      | $1135440.63   | 0.03%             | 2044-12-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                                                                | ENERGY TRANSFER LP 5.300000% 04/15/2047                                           | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    262000 | PA      | $231183.57    | 0.01%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN AB5692                                                         | CUSIP: 31417CKE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    116743 | PA      | $113255.78    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                                                       | FREDDIE MAC REMICS FHR 4903 NF                                                    | CUSIP: 3137FN5F3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    187909 | PA      | $184954.49    | 0.01%             | 2049-08-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3396                                                         | CUSIP: 3140XJX24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    987072 | PA      | $990444.67    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PELICAN PRODUCTS 11/21 TL                                                                                                         | PELICAN PRODUCTS 11/21 TL 11/16/2028                                              | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              |  | US        |    228862 | PA      | $202080.49    | 0.01%             | 2028-11-16      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| SAGE AR FUNDING PLC                                                                                                               | SAGE AR FUNDING SGSHR 2026-1A C                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          |  | GB        |   1775000 | PA      | $2340590.49   | 0.06%             | 2038-05-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS3368                                                         | CUSIP: 3140XJW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    459666 | PA      | $394142.90    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU (FINANCING) UK PLC                                                                                                      | DWR CYMRU FINANCING UK PLC MTN 6.250000% 09/08/2037                               | CUSIP: N/A<br>LEI: 213800GDOFO2ED5PNC85       | Long             | DBT              | NUSS              | GB        |    260000 | PA      | $337938.27    | 0.01%             | 2037-09-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                                                          | GINNIE MAE I POOL GN 781582                                                       | CUSIP: 36225BXK9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |        96 | PA      | $97.68        | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                                             | FANNIE MAE POOL FN FS2067                                                         | CUSIP: 3140XHJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    846667 | PA      | $832631.18    | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

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

**Signature:** Glenn Kurdziel

**Name of Signer:** Glenn Kurdziel

**Title:** Controller and Chief Financial Officer