# EDGAR Filing Document

**Accession Number:** 0000889284
**File Stem:** 0000910472-26-007796
**Filing Date:** 2026-5
**Character Count:** 183219
**Document Hash:** 5b33cbd5755099298c641959afe16f70
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-007796.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000910472-26-007796

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STERLING CAPITAL FUNDS
- **CENTRAL INDEX KEY:** 0000889284

**ORGANIZATION NAME:**
- **EIN:** 043331055
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06719
- **FILM NUMBER:** 261030659

**BUSINESS ADDRESS:**
- **STREET 1:** 434 FAYETTEVILLE ST
- **STREET 2:** SUITE 500
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27601
- **BUSINESS PHONE:** 8002281872

**MAIL ADDRESS:**
- **STREET 1:** 434 FAYETTEVILLE ST
- **STREET 2:** SUITE 500
- **CITY:** RALEIGH
- **STATE:** NC
- **ZIP:** 27601

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BB&T FUNDS /
- **DATE OF NAME CHANGE:** 20010419

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BB&T MUTUAL FUNDS GROUP
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### STERLING CAPITAL TOTAL RETURN BOND FUND (Series ID: S000003549)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000009863 | INSTITUTIONAL CLASS | BIBTX           |
| C000009864 | A CLASS             | BICAX           |
| C000009866 | C CLASS             | BICCX           |
| C000199532 | Class R6            | STRDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Sterling Capital Funds

- **b. Investment Company Act file number:** 811-06719

- **c. CIK number of Registrant:** 0000889284

- **d. LEI of Registrant:** 54930017VPAACVI5ZX74

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

  - **Street Address 1:** 434 Fayetteville St

  - **City:** Raleigh

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 27601

  - **Telephone number:** 800-228-1872

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

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

- **b. EDGAR series identifier (if any):** S000003549

- **c. LEI of Series:** 549300C78F4HQ4ZBDC92

**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:** $1526645902.64

**Total Liabilities:** $19830504.81

**Net Assets:** $1506815397.83

**Cash Not Reported:** $2196737.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2063.72513920 | **1-Year:** 46490.16221221 | **5-Year:** 244547.33033878 | **10-Year:** 275334.46584758 | **30-Year:** 66143.06458269

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

- **3-Month:** 19.75435949 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000009863 | 0.35%                | 1.50%                | -1.94%               |
| Class ID C000009864 | -1.66%               | -0.62%               | -3.88%               |
| Class ID C000009866 | -0.74%               | 0.42%                | -3.00%               |
| Class ID C000199532 | 0.35%                | 1.51%                | -2.04%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1034360.35             | $1042441.15                                |
| Month 2  | $341722.29               | $16163035.98                               |
| Month 3  | $-1403063.08             | $-32403056.37                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T Inc                                                                             | AT&T Inc                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2509976.80   | 0.17%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | AT&T, Inc.                                                                    | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4884000 | PA      | $3788412.33   | 0.25%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)  | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |   1988000 | PA      | $2089162.34   | 0.14%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                               | Aircastle Ltd / Aircastle Ireland DAC 5 09/15/30                              | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2957939.21   | 0.20%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                          | Aker BP ASA                                                                   | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2033000 | PA      | $1953489.80   | 0.13%             | 2030-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA ECONOMIC SETTLEMENT AUTH                                                     | Alabama Economic Settlement Authority                                         | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2675000 | PA      | $2651866.60   | 0.18%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                  | Ally Financial Inc 5.543 01/17/31                                             | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3526000 | PA      | $3549615.74   | 0.24%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com Inc 2.875 05/12/41                                                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $1942886.86   | 0.13%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                     | Amazon.com, Inc. 5.8 03/13/56                                                 | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    953000 | PA      | $952234.15    | 0.06%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | American National Group Inc 6 07/15/35                                        | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2191000 | PA      | $2135975.49   | 0.14%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                             | American Express Co                                                           | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2706000 | PA      | $2754583.98   | 0.18%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| American Tower Trust I                                                               | American Tower Trust #1                                                       | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | ABS-O            | CORP              | US        |   3279000 | PA      | $3243443.18   | 0.22%             | 2028-03-15      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                           | Amgen, Inc.                                                                   | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3968718.28   | 0.26%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                 | Amphenol Corp. 4 5/8 02/15/36                                                 | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   4214000 | PA      | $4075055.95   | 0.27%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                           | Anglo American Capital PLC 6 04/05/54                                         | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2385117.03   | 0.16%             | 2054-04-05      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| APA Corp.                                                                            | APA Corp.                                                                     | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1731000 | PA      | $1555767.75   | 0.10%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                         | Apollo Global Management, Inc.                                                | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |    117650 | NS      | $2991839.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Debt Solutions BDC                                                            | Apollo Debt Solutions BDC 6.9 04/13/29                                        | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2644000 | PA      | $2705318.56   | 0.18%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ares Management Corporation                                                          | Ares Management Corp.                                                         | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1199648.90   | 0.08%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                   | Ares Capital Corp. 5.25 04/12/31                                              | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2352000 | PA      | $2273653.42   | 0.15%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co III LLC                                                              | Ares Finance Co III LLC 4.125 06/30/51                                        | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1649356.50   | 0.11%             | 2051-06-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                   | Athene Holding Ltd.                                                           | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   4239000 | PA      | $4222047.26   | 0.28%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                   | Athene Holding Ltd 6.625 10/15/54                                             | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $2024590.60   | 0.13%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | Avis Budget Rental Car Funding AESOP LLC                                      | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4543000 | PA      | $4710769.81   | 0.31%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | Avis Budget Rental Car Funding AESOP LLC                                      | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   3127000 | PA      | $3195694.25   | 0.21%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR16                                                                     | BANK5 2025-5YR19                                                              | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6618000 | PA      | $6759149.37   | 0.45%             | 2030-12-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                           | BAT Capital Corp                                                              | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3551754.96   | 0.24%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                      | BAE Systems PLC                                                               | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2439093.40   | 0.16%             | 2029-03-26      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25                                                       | BBCMS Mortgage Trust                                                          | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2940000 | PA      | $3036686.90   | 0.20%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-5C25                                                       | BBCMS Mortgage Trust 2024-5C25                                                | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2002000 | PA      | $2075975.90   | 0.14%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C36                                                       | BBCMS Mortgage Trust 2025-5C36                                                | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5728000 | PA      | $5900954.67   | 0.39%             | 2058-08-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C37                                                       | BBCMS Mortgage Trust 2025-5C38                                                | CUSIP: 05556RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7303000 | PA      | $7417183.87   | 0.49%             | 2058-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 MORTGAGE TRUST                                                          | BMO 2023-5C1 Mortgage Trust                                                   | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2002000 | PA      | $2090630.74   | 0.14%             | 2056-08-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX Commercial Mortgage Trust                                                  | CUSIP: 05609QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2552681 | PA      | $2551085.34   | 0.17%             | 2038-11-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Bacardi Ltd / Bacardi Martini BV                                                     | Bacardi Ltd / Bacardi-Martini BV                                              | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | US        |   2766000 | PA      | $2738574.31   | 0.18%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                              | Baker Hughes Holdings LLC Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAP4<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2939516.77   | 0.20%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | Bank of America Corp                                                          | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5696000 | PA      | $5729646.39   | 0.38%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | Bank of America Corp.                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2171072.20   | 0.14%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | Bank of America Corp 5.744 02/12/36                                           | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3083000 | PA      | $3136245.60   | 0.21%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                      | BANK5                                                                         | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3607000 | PA      | $3816337.66   | 0.25%             | 2056-09-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                      | BANK5 2023-5YR4                                                               | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5789000 | PA      | $6094933.60   | 0.40%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                      | BANK5 2023-5YR4                                                               | CUSIP: 06211FBF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3245000 | PA      | $3428553.10   | 0.23%             | 2028-12-15      | Variable      | 7.60%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR17                                                                     | BANK5 2025-5YR17                                                              | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8664000 | PA      | $8835950.94   | 0.59%             | 2058-11-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                    | Bank of New York Mellon Corp./The 5 5/8 PERP                                  | CUSIP: 064058AS9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2410081.66   | 0.16%             | N/A             | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR5                                                                      | BANK5 2024-5YR5                                                               | CUSIP: 065931BG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5741000 | PA      | $5920042.84   | 0.39%             | 2029-02-15      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR6                                                                      | BANK5 Trust                                                                   | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5192000 | PA      | $5400776.03   | 0.36%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR6                                                                      | BANK5 Trust 2024-5YR6                                                         | CUSIP: 066043AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9377000 | PA      | $9820839.67   | 0.65%             | 2057-05-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR13                                                                     | BANK5 2025-5YR18                                                              | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8974000 | PA      | $9121696.78   | 0.61%             | 2058-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20                                                                     | BANK5 2026-5YR21                                                              | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3096000 | PA      | $3190818.41   | 0.21%             | 2059-04-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                      | BANK5 2024-5YR9                                                               | CUSIP: 06644VBM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2530000 | PA      | $2613839.14   | 0.17%             | 2057-08-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | Barclays PLC                                                                  | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1959000 | PA      | $1965311.23   | 0.13%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                                           | Baxter International Inc 2.539 02/01/32                                       | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2524000 | PA      | $2127395.27   | 0.14%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BEIGNET INV LLC                                                                      | Beignet Investor LLC 6.581 05/30/49                                           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4708955.17   | 0.31%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                    | Benchmark 2018-B2 Mortgage Trust                                              | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $938514.82    | 0.06%             | 2051-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                    | Benchmark 2018-B1 Mortgage Trust                                              | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711000 | PA      | $689196.90    | 0.05%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-V2 MORTGAGE TRUST                                                     | Benchmark Mortgage Trust                                                      | CUSIP: 08163TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3127000 | PA      | $3217246.47   | 0.21%             | 2055-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V5 MORTGAGE TRUST                                                     | Benchmark Mortgage Trust                                                      | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8434000 | PA      | $8670058.38   | 0.58%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V7 MORTGAGE TRUST                                                     | Benchmark 2024-V7 Mortgage Trust                                              | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8156000 | PA      | $8499118.03   | 0.56%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V7 MORTGAGE TRUST                                                     | Benchmark 2024-V7 Mortgage Trust                                              | CUSIP: 08163YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6548000 | PA      | $6815468.78   | 0.45%             | 2056-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V14 MORTGAGE TRUST                                                    | Benchmark 2025-V19 Mortgage Trust                                             | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3691000 | PA      | $3764659.44   | 0.25%             | 2058-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V18 MORTGAGE TRUST                                                    | Benchmark 2025-V18 Mortgage Trust                                             | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13134000 | PA      | $13374211.67  | 0.89%             | 2030-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V16 MORTGAGE TRUST                                                    | Benchmark 2025-V16 Mortgage Trust                                             | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2854000 | PA      | $2929595.33   | 0.19%             | 2057-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V9 MORTGAGE TRUST                                                     | Benchmark 2024-V9 Mortgage Trust                                              | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2680000 | PA      | $2758517.30   | 0.18%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRUST                                                     | Benchmark Mortgage Trust                                                      | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1396000 | PA      | $1440675.21   | 0.10%             | 2029-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MORTGAGE TRUST                                                     | Benchmark Mortgage Trust                                                      | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5293000 | PA      | $5473456.37   | 0.36%             | 2029-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc.                                                                       | BlackRock, Inc.                                                               | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   3297000 | PA      | $2937248.14   | 0.19%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                      | Blackstone Secured Lending Fund 5 1/8 01/31/31                                | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   4109000 | PA      | $3935115.26   | 0.26%             | 2031-01-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BMO 2025-5C12 MORTGAGE TRUST                                                         | BMO 2025-5C12 Mortgage Trust                                                  | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6847000 | PA      | $6951535.20   | 0.46%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO 2025-C13 MORTGAGE TRUST                                                          | BMO 2025-5C13 Mortgage Trust                                                  | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4382000 | PA      | $4458158.72   | 0.30%             | 2058-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | Boeing Co/The                                                                 | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2593070.24   | 0.17%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                           | The Boeing Co 6.298 05/01/29                                                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2176309.20   | 0.14%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                         | Broadcom, Inc.                                                                | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3783000 | PA      | $3669219.31   | 0.24%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                     | Burlington Northern Santa Fe LLC  4.95 09/15/41                               | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2452000 | PA      | $2332525.32   | 0.15%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                   | BX Trust                                                                      | CUSIP: 12434EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2863975 | PA      | $2862184.99   | 0.19%             | 2036-11-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| BX CML MTG TR 2021-CIP                                                               | BX Commercial Mortgage Trust                                                  | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2516739 | PA      | $2514379.92   | 0.17%             | 2038-12-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Cd 2016-Cd2 Mortga                                                                   | CD 2016-CD2 Mortgage Trust                                                    | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4314000 | PA      | $4237681.46   | 0.28%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CD 2017 Cd3 Mortgage Trust                                                           | CD 2017-CD3 Mortgage Trust                                                    | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2651813 | PA      | $2594408.94   | 0.17%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Cfcre 2016 C7 Mortgage Trust                                                         | CFCRE Commercial Mortgage Trust                                               | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3447000 | PA      | $3426287.32   | 0.23%             | 2054-12-10      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2019-1 Ltd                                                              | CIFC Funding 2017-III Ltd                                                     | CUSIP: 12548JAN2<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | US        |  10250000 | PA      | $10258815.00  | 0.68%             | 2037-04-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corporation                                                               | CMS Energy Corp.                                                              | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2172091.42   | 0.14%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Comm 2017-Panw Mortgage Trust                                                        | COMM Mortgage Trust                                                           | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7241000 | PA      | $7150473.74   | 0.47%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                            | CRH America Finance, Inc. 5 02/09/36                                          | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2746000 | PA      | $2695798.92   | 0.18%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                      | CSL Finance PLC                                                               | CUSIP: 12661PAC3<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   2563000 | PA      | $2479898.52   | 0.16%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                      | CVS Health Corp 6.05 06/01/54                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $2363213.73   | 0.16%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                            | CHL Mortgage Pass-Through Trust                                               | CUSIP: 12669FPC1<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |     34635 | PA      | $34416.23     | 0.00%             | 2034-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                        | State of California                                                           | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   1145000 | PA      | $1362607.94   | 0.09%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | Capital One Financial Corp.                                                   | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1992000 | PA      | $2099293.34   | 0.14%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                                                            | CARLYLE US CLO 2017-3 Ltd                                                     | CUSIP: 14314FAY4<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |  11500335 | PA      | $11514020.40  | 0.76%             | 2037-10-21      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2019-3                                                | Carvana Auto Receivables Trust                                                | CUSIP: 14687TAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    548457 | PA      | $548013.84    | 0.04%             | 2027-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                      | Caterpillar Inc 5.2 05/15/35                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2441204.70   | 0.16%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                              | CenterPoint Energy Houston Electric LLC                                       | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2375529.50   | 0.16%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1351903.04   | 0.09%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC 6.1 06/01/29                             | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1733000 | PA      | $1795130.15   | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | Charter Communications Operating LLC                                          | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2526000 | PA      | $2622376.70   | 0.17%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                  | Cheniere Energy, Inc. 5.2 07/30/36                                            | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    762000 | PA      | $754215.95    | 0.05%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                   | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17307GHE1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |      8947 | PA      | $8941.12      | 0.00%             | 2034-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | Citigroup Inc                                                                 | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3442723.57   | 0.23%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P7                                          | Citigroup Commercial Mortgage Trust                                           | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1337000 | PA      | $1322257.17   | 0.09%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                         | Citizens Financial Group, Inc.                                                | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1668327.14   | 0.11%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities Corp.                                 | CSFB Mortgage-Backed Pass-Through Certificates                                | CUSIP: 22541SAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11545 | PA      | $11557.21     | 0.00%             | 2034-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                    | DR Horton Inc 4.85 10/15/30                                                   | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1496108.89   | 0.10%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                     | DTE Electric Co 5 1/4 05/15/35                                                | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3164440.66   | 0.21%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                     | DT Midstream Inc 5.8 12/15/34                                                 | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2216000 | PA      | $2275162.32   | 0.15%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | Dell International LLC / EMC Corp 4 3/4 10/06/32                              | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1834556.38   | 0.12%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                                                 | Delta Air Lines Inc 5 1/4 07/10/30                                            | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3244000 | PA      | $3265346.27   | 0.22%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                               | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1520764.99   | 0.10%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dryden 53 Clo Ltd                                                                    | Dryden 53 CLO Ltd                                                             | CUSIP: 26243EAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9600000 | PA      | $9601248.00   | 0.64%             | 2031-01-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Duke University                                                                      | Duke University                                                               | CUSIP: 26442TAE7<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $1654593.08   | 0.11%             | 2046-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                             | Duke Energy Progress LLC                                                      | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   4179000 | PA      | $3044508.19   | 0.20%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                                 | ERAC USA Finance LLC 5.2 10/30/34                                             | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1350531.15   | 0.09%             | 2034-10-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | Energy Transfer LP                                                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2213853.20   | 0.15%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                   | Energy Transfer LP 5.35 01/15/36                                              | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1244297.81   | 0.08%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                     | Enstar Group Ltd.                                                             | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   1736000 | PA      | $1531776.68   | 0.10%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                | Entergy Louisiana LLC                                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   3283000 | PA      | $3188616.61   | 0.21%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                               | Extra Space Storage LP 4.95 01/15/33                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2572000 | PA      | $2538178.56   | 0.17%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fresb Mortgage Trust                                                                 | FRESB Mortgage Trust                                                          | CUSIP: 30297CAJ1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   3798990 | PA      | $3749041.26   | 0.25%             | 2028-06-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | Meta Platforms Inc.                                                           | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1433812.84   | 0.10%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | Meta Platforms, Inc. 4.6 11/15/32                                             | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2216000 | PA      | $2194259.29   | 0.15%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3131WJMG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26546 | PA      | $26827.61     | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3131WNL69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24695 | PA      | $24320.99     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | Freddie Mac Pool                                                              | CUSIP: 3131WQGB7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    169308 | PA      | $171111.63    | 0.01%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3131X8PB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16282 | PA      | $16054.89     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3131XMSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    222905 | PA      | $209685.47    | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3131XQ5Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1127164 | PA      | $1059356.46   | 0.07%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3131XQLU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    104448 | PA      | $100588.45    | 0.01%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | Freddie Mac Pool                                                              | CUSIP: 3131XXYA3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |   1752646 | PA      | $1635215.81   | 0.11%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3131XY6L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499837 | PA      | $465726.78    | 0.03%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 31329JEW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80538 | PA      | $81395.12     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 31329JFF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22941 | PA      | $23185.04     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 31329KV84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1170813 | PA      | $1130057.07   | 0.07%             | 2036-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 31329KVE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    644056 | PA      | $632889.24    | 0.04%             | 2036-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 31329KVS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496553 | PA      | $480060.11    | 0.03%             | 2036-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 31329KWW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    987368 | PA      | $968367.32    | 0.06%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Freddie Mac Pool                                                              | CUSIP: 31329M6D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112037 | PA      | $107926.44    | 0.01%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132A1HQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5899 | PA      | $5959.03      | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132A4CG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294605 | PA      | $283001.15    | 0.02%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132A4VX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20758 | PA      | $20957.51     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132A4WS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66878 | PA      | $70415.91     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | Freddie Mac Pool                                                              | CUSIP: 3132A5CJ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     58798 | PA      | $56659.36     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | Freddie Mac Pool                                                              | CUSIP: 3132A5FC4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   1181840 | PA      | $1106694.98   | 0.07%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | Freddie Mac Pool                                                              | CUSIP: 3132A5FN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    328500 | PA      | $315224.67    | 0.02%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | Freddie Mac Pool                                                              | CUSIP: 3132A5FT7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    806297 | PA      | $757102.15    | 0.05%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132A9Q42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101294 | PA      | $100090.83    | 0.01%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132ACS68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    396963 | PA      | $380184.23    | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132DN3T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7739145 | PA      | $7671406.82   | 0.51%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132DNVG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7708961 | PA      | $7463861.00   | 0.50%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132DP6F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9780625 | PA      | $9125367.73   | 0.61%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132DPUP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2472348 | PA      | $2460009.69   | 0.16%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132DQCK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13220760 | PA      | $13419441.28  | 0.89%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132DQNY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9866337 | PA      | $9378316.16   | 0.62%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132DUV95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3743441 | PA      | $3819618.20   | 0.25%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132DWAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    185065 | PA      | $163365.90    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132DWCV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1017397 | PA      | $901865.06    | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132E0AS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8193167 | PA      | $7855836.63   | 0.52%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132E0GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9081488 | PA      | $8995196.70   | 0.60%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3132E0VM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1415131 | PA      | $1410229.40   | 0.09%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 31339UY95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2048635 | PA      | $1826182.28   | 0.12%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3133BV5M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7455468 | PA      | $7545399.70   | 0.50%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                            | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133EMUA8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5325000 | PA      | $4342508.90   | 0.29%             | 2036-03-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3133KJC75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1758349 | PA      | $1628198.66   | 0.11%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3133KJJP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7472653 | PA      | $6357159.91   | 0.42%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4245329 | PA      | $3909792.30   | 0.26%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3133KPDK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8149939 | PA      | $7728206.38   | 0.51%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3133KPY93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7923123 | PA      | $7887730.50   | 0.52%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3133KYTE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3508936 | PA      | $3264506.49   | 0.22%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 3133KYUP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4906049 | PA      | $4328942.61   | 0.29%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae REMICS                                                             | CUSIP: 3136AE2J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    891000 | PA      | $775439.79    | 0.05%             | 2043-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae-Aces                                                               | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1093233 | PA      | $1059082.26   | 0.07%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac REMICS                                                            | CUSIP: 3137A3QD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    711857 | PA      | $680923.14    | 0.05%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac REMICS                                                            | CUSIP: 3137ATUJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   6956976 | PA      | $6654108.92   | 0.44%             | 2042-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac REMICS                                                            | CUSIP: 3137AWH81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    286983 | PA      | $285359.70    | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac REMICS                                                            | CUSIP: 3137AXUF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    324000 | PA      | $307732.38    | 0.02%             | 2032-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac REMICS                                                            | CUSIP: 3137B9S55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    207864 | PA      | $200992.07    | 0.01%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac REMICS                                                            | CUSIP: 3137BGAW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    953725 | PA      | $900954.15    | 0.06%             | 2044-07-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Multifamily Structured Pass Through                               | CUSIP: 3137BXHC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3386000 | PA      | $3180068.90   | 0.21%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | Freddie Mac Multifamily Structured Pass Through                               | CUSIP: 3137FG6T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   8536000 | PA      | $8150495.46   | 0.54%             | 2033-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac REMICS                                                            | CUSIP: 3137FU6S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  12711427 | PA      | $9712176.12   | 0.64%             | 2050-07-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | Freddie Mac REMICS                                                            | CUSIP: 3137H9UJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   6619386 | PA      | $6683636.01   | 0.44%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | Freddie Mac REMICS                                                            | CUSIP: 3137HDQT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3514094 | PA      | $2915430.52   | 0.19%             | 2042-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | Freddie Mac REMICS                                                            | CUSIP: 3137HJW86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3865264 | PA      | $3899545.55   | 0.26%             | 2052-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3138A2GJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152894 | PA      | $151312.96    | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3138AED59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170458 | PA      | $167612.74    | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3138AWRQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117155 | PA      | $115943.04    | 0.01%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3138E0RS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132866 | PA      | $131491.72    | 0.01%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3138ELAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    578948 | PA      | $541403.32    | 0.04%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3138WHMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    463844 | PA      | $457324.29    | 0.03%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3138WZVF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    758149 | PA      | $715395.78    | 0.05%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae REMICS                                                             | CUSIP: 31397UBQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    385717 | PA      | $383259.57    | 0.03%             | 2041-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac REMICS                                                            | CUSIP: 31398WSD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    118586 | PA      | $120115.17    | 0.01%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    808326 | PA      | $774322.88    | 0.05%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140GTVK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087399 | PA      | $1041431.74   | 0.07%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140J8KN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2696516 | PA      | $2578806.24   | 0.17%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140JBZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8386030 | PA      | $8294127.14   | 0.55%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140KKS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7030845 | PA      | $5959528.50   | 0.40%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140Q9PD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    981157 | PA      | $986428.79    | 0.07%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140QEAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5697709 | PA      | $4661025.96   | 0.31%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140QFFX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2833139 | PA      | $2497455.15   | 0.17%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140QFRE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4068142 | PA      | $3468815.67   | 0.23%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140QMMU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3536553 | PA      | $3117487.03   | 0.21%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140QQ2L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5325328 | PA      | $5293467.79   | 0.35%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140QS4J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12658278 | PA      | $13192832.19  | 0.88%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140QSAE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6711776 | PA      | $6537387.42   | 0.43%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11888683 | PA      | $12195523.59  | 0.81%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140W0S97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12329084 | PA      | $10604115.08  | 0.70%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140W0TY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9650264 | PA      | $9886159.78   | 0.66%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140W1T94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6809834 | PA      | $6731097.67   | 0.45%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140X5XA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1785545 | PA      | $1723289.26   | 0.11%             | 2038-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140X6FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9722470 | PA      | $8727407.45   | 0.58%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140X8FP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3853278 | PA      | $3794743.79   | 0.25%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140XKGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5579482 | PA      | $5432028.35   | 0.36%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140XKLF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5851227 | PA      | $5964728.69   | 0.40%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140XLCH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7595420 | PA      | $7684305.73   | 0.51%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140XLPP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  13017622 | PA      | $13050749.83  | 0.87%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140XMF76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8712904 | PA      | $8844432.74   | 0.59%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140XNK60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7655717 | PA      | $7844754.52   | 0.52%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140XP4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  22837183 | PA      | $20314900.64  | 1.35%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 3140XR3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6050986 | PA      | $6097218.29   | 0.40%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31416BM70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153362 | PA      | $156411.27    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31416XW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92184 | PA      | $91230.74     | 0.01%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31417B6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337130 | PA      | $317696.02    | 0.02%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | Fannie Mae Pool                                                               | CUSIP: 31417GMS2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    263524 | PA      | $247895.18    | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31417L5F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47886 | PA      | $47160.47     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | Fannie Mae Pool                                                               | CUSIP: 31418A2X5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    636945 | PA      | $629112.72    | 0.04%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31418B5P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    519034 | PA      | $497765.00    | 0.03%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31418BD45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    375838 | PA      | $372014.84    | 0.02%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31418BKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138902 | PA      | $137035.29    | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31418BMG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    512605 | PA      | $505716.54    | 0.03%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31418BN51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    347484 | PA      | $342306.15    | 0.02%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31418BPB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583528 | PA      | $561938.03    | 0.04%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31418CDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    632448 | PA      | $606760.33    | 0.04%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Fannie Mae Pool                                                               | CUSIP: 31418DU42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9765711 | PA      | $8329041.53   | 0.55%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31418SPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72866 | PA      | $73642.49     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | Fannie Mae Pool                                                               | CUSIP: 31418WVL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     81018 | PA      | $81880.38     | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Money Market Obligations Trust                                                       | Federated Hermes Treasury Oligations Fund                                     | CUSIP: 31423R500<br>LEI: 25490005VWJDWX717014 | Long             | STIV             | RF                | US        |  17786882 | PA      | $17786881.55  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | Freddie Mac Pool                                                              | CUSIP: 31427MSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3146307 | PA      | $3208257.39   | 0.21%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Super 30Y Fixed                                                                | Freddie Mac Pool                                                              | CUSIP: 31427PAN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7438481 | PA      | $7515629.83   | 0.50%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | Fifth Third Bancorp                                                           | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3083760.74   | 0.20%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                  | Fifth Third Bancorp 5.141 01/29/37                                            | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2800603.22   | 0.19%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Firstenergy Transmission  Llc                                                        | FirstEnergy Transmission LLC 4 3/4 01/15/33                                   | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   3783000 | PA      | $3725962.42   | 0.25%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                              | Duke Energy Florida LLC                                                       | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $2762056.47   | 0.18%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                         | Fortitude Group Holdings LLC 6 1/4 04/01/30                                   | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   3651000 | PA      | $3718040.32   | 0.25%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | Foundry JV Holdco LLC                                                         | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3562000 | PA      | $3718679.88   | 0.25%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                | Freeport-McMoRan Inc 5.45 03/15/43                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   5416000 | PA      | $5124001.94   | 0.34%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                              | GA Global Funding Trust                                                       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2476768.29   | 0.16%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | Ginnie Mae I Pool                                                             | CUSIP: 3620AQZA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39380 | PA      | $40202.47     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | Ginnie Mae II Pool                                                            | CUSIP: 3622AB2M3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4987608 | PA      | $4694073.46   | 0.31%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                                | GS Mortgage Securities Trust 2016-GS4                                         | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2209000 | PA      | $2198148.73   | 0.15%             | 2049-11-15      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                      | GE HealthCare Technologies, Inc.                                              | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2947000 | PA      | $3075316.33   | 0.20%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                 | Glencore Funding LLC 5.673 04/01/35                                           | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3044000 | PA      | $3109734.33   | 0.21%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                          | Global Atlantic Fin Co.                                                       | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2418256.55   | 0.16%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                                   | Goldman Sachs Private Credit Corp 5.875 01/31/31                              | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   2149000 | PA      | $2084957.74   | 0.14%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                    | Golub Capital Private Credit Fund 5.6 04/15/31                                | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   3074000 | PA      | $2933423.80   | 0.19%             | 2031-04-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | Government National Mortgage Association                                      | CUSIP: 38375QX87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     84270 | PA      | $86099.06     | 0.01%             | 2038-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | Government National Mortgage Association                                      | CUSIP: 38378YP37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   2142813 | PA      | $1927947.91   | 0.13%             | 2040-03-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | Government National Mortgage Association                                      | CUSIP: 38384DCA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   9618804 | PA      | $9857817.29   | 0.65%             | 2050-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | Government National Mortgage Association                                      | CUSIP: 38384EG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   7600322 | PA      | $7684420.43   | 0.51%             | 2034-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA, Inc.                                                                     | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $2336688.22   | 0.16%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                          | Hertz Vehicle Financing III LLC                                               | CUSIP: 42806MCL1<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |  17494000 | PA      | $17832932.25  | 1.18%             | 2031-01-27      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                       | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1886952.36   | 0.13%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                             | Honeywell Aerospace, Inc. 5.852 03/16/66                                      | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3819000 | PA      | $3788169.94   | 0.25%             | 2066-03-16      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                 | Howmet Aerospace, Inc. 4.55 11/15/32                                          | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1396674.19   | 0.09%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | Huntington Bancshares Inc/OH                                                  | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1933000 | PA      | $2005330.79   | 0.13%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                   | Huntington Bancshares Inc/OH 5.709 02/02/35                                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    711000 | PA      | $725515.09    | 0.05%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                              | Hyundai Capital America 5.4 06/23/32                                          | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    916000 | PA      | $932325.50    | 0.06%             | 2032-06-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Indiana Michigan Power Company                                                       | Indiana Michigan Power Co.                                                    | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $2883596.39   | 0.19%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | Intel Corp 3.734 12/08/47                                                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    901000 | PA      | $629593.20    | 0.04%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | Intel Corp 4.9 08/05/52                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $1993234.02   | 0.13%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                            | Invitation Homes Operating Partnership LP                                     | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   3276000 | PA      | $3075198.99   | 0.20%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                            | IQVIA, Inc.                                                                   | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $2088026.02   | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Corp.                                 | JP Morgan Chase Commercial Mortgage Securities Trust                          | CUSIP: 46635TAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    911583 | PA      | $898629.21    | 0.06%             | 2046-02-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Jpmcc 2016-Jp4                                                                       | JP Morgan Chase Commercial Mortgage Securities Trust                          | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1517000 | PA      | $1505081.54   | 0.10%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co 4.912 07/25/33                                            | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3659000 | PA      | $3661524.71   | 0.24%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5370000 | PA      | $5445129.20   | 0.36%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPMorgan Chase & Co 5.576 07/23/36                                            | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2348000 | PA      | $2377834.39   | 0.16%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2015-Jp1                                  | JPMCC Commercial Mortgage Securities Trust                                    | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3742000 | PA      | $3720157.95   | 0.25%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JBS NV / JBS USA Food Co Holdings Inc. / JBS USA Foods Group Holdings Inc.           | JBS NV/JBS USA Foods Group Holdings, Inc JBS USA Food Co. Holdings            | CUSIP: 472140AF9<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | US        |   2651000 | PA      | $2652219.46   | 0.18%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                        | Jefferies Financial Group Inc 5.5 02/15/36                                    | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3056000 | PA      | $2933130.77   | 0.19%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KeySpan Gas East Corporation                                                         | KeySpan Gas East Corp 5.994 03/06/33                                          | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   2754000 | PA      | $2875411.55   | 0.19%             | 2033-03-06      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | Kraft Heinz Foods Co.                                                         | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4163000 | PA      | $3660789.96   | 0.24%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | Kroger Co/The                                                                 | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3823000 | PA      | $3774688.40   | 0.25%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM 33 Ltd / LCM 33 LLC                                                              | LCM 33 Ltd                                                                    | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | US        |  14967000 | PA      | $14972088.78  | 0.99%             | 2034-07-20      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                   | Ladder Capital Finance Holdings LLLP Ladder Capital Finance Corp              | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   2601000 | PA      | $2688721.33   | 0.18%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Lehigh University                                                                    | Lehigh University                                                             | CUSIP: 525015AA1<br>LEI: 549300FZSN0WQ20I3T65 | Long             | DBT              | CORP              | US        |   3898000 | PA      | $2812614.61   | 0.19%             | 2046-11-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                                 | LXP Industrial Trust                                                          | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   2172000 | PA      | $1980322.35   | 0.13%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | Eli Lilly & Co. 4.9 02/12/32                                                  | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2294895.42   | 0.15%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                      | Eli Lilly & Co 5.55 10/15/55                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2132000 | PA      | $2104577.21   | 0.14%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp.                                                               | Lincoln National Corp. 5.35 11/15/35                                          | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1794430.28   | 0.12%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                | Lowe's Cos Inc 1.7 10/15/30                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2713000 | PA      | $2390509.05   | 0.16%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| M&T BANK RV TRUST 2026-1                                                             | M&T Bank RV Trust 2026-1                                                      | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7860622 | PA      | $7771700.14   | 0.52%             | 2046-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                              | MPLX LP                                                                       | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2256445.62   | 0.15%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MVW 2024-2 LLC                                                                       | MVW 2024-2 LLC                                                                | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2781859 | PA      | $2767165.08   | 0.18%             | 2042-03-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                 | Macquarie Group Ltd                                                           | CUSIP: 55607PAG0<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $3825436.17   | 0.25%             | 2032-06-23      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Marvell Technology Inc                                                               | Marvell Technology, Inc.                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2743000 | PA      | $2517339.95   | 0.17%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                                         | Mattel Inc                                                                    | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    729000 | PA      | $705022.99    | 0.05%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                                                         | Mattel, Inc. 5 11/17/30                                                       | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    650000 | PA      | $645995.36    | 0.04%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                  | Meritage Homes Corp                                                           | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1621333.51   | 0.11%             | 2029-04-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                  | Meritage Homes Corp 5.65 03/15/35                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2305483.45   | 0.15%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                         | Metropolitan Transportation Authority                                         | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    345000 | PA      | $321883.07    | 0.02%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated                                                    | Microchip Technology Inc 5.05 02/15/30                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3718000 | PA      | $3750179.03   | 0.25%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                  | Mitsubishi UFJ Financial Group Inc 2.494 10/13/32                             | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2316013.68   | 0.15%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                             | Morgan Stanley Capital I Trust                                                | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2562000 | PA      | $2523025.32   | 0.17%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank Of America Merrill Lynch Trust 2016-C32                          | Morgan Stanley Bank of America Merrill Lynch Trust                            | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1658000 | PA      | $1648413.94   | 0.11%             | 2049-12-15      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-HR2                                              | Morgan Stanley Capital I                                                      | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8910000 | PA      | $8767741.16   | 0.58%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | Morgan Stanley                                                                | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4840000 | PA      | $4273439.86   | 0.28%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | Morgan Stanley                                                                | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5018000 | PA      | $5033668.91   | 0.33%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | Morgan Stanley 5.314 01/18/41                                                 | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1188000 | PA      | $1146803.13   | 0.08%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Cap I Tst 2018-H3                                                     | Morgan Stanley Capital I Trust                                                | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9850000 | PA      | $9777062.72   | 0.65%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2025-5C2                          | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                   | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7798000 | PA      | $7901343.77   | 0.52%             | 2030-11-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                               | Motorola Solutions Inc 4.85 08/15/30                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2649000 | PA      | $2667430.13   | 0.18%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                     | NRG Energy Inc 5.407 10/15/35                                                 | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2047190.02   | 0.14%             | 2035-10-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 41 Ltd.                                           | Neuberger Berman Loan Advisers CLO 41 Ltd.                                    | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | US        |  13027000 | PA      | $13004984.37  | 0.86%             | 2034-04-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Company                                                                 | Nevada Power Co 6 1/4 05/15/55                                                | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    648000 | PA      | $647746.66    | 0.04%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust 2005-1                                            | New Century Home Equity Loan Trust                                            | CUSIP: 64352VDK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    216341 | PA      | $216226.06    | 0.01%             | 2033-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y                                                                         | City of New York NY                                                           | CUSIP: 64966Q7R5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5420026.00   | 0.36%             | 2033-10-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH                                              | New York City Transitional Finance Authority  Future Tax Secured Revenue      | CUSIP: 64971XMN5<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |   7130000 | PA      | $6418031.00   | 0.43%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK N Y CITY TRANSITIONAL FIN AUTH                                              | New York City Transitional Finance Authority Future Tax Secured Revenue       | CUSIP: 64972JA40<br>LEI: 5493003476LG35QAKM08 | Long             | DBT              | MUN               | US        |  12135000 | PA      | $12015557.62  | 0.80%             | 2035-02-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NextEra Energy Capital Holdings Inc                                           | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3806000 | PA      | $3353764.19   | 0.22%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc.                                                             | O'Reilly Automotive, Inc. 5.1 03/12/36                                        | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2102118.73   | 0.14%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Onemain Direct Auto Receivables Tst                                                  | OneMain Direct Auto Receivables Trust                                         | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12125529 | PA      | $12211142.70  | 0.81%             | 2029-11-14      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                              | OneMain Financial Issuance Trust                                              | CUSIP: 68269MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10805000 | PA      | $10559007.97  | 0.70%             | 2036-06-16      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp 6 1/8 08/03/65                                                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2646000 | PA      | $2201114.02   | 0.15%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp 5 7/8 09/26/45                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3508000 | PA      | $3026494.83   | 0.20%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | Oracle Corp. 5.35 05/04/33                                                    | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1748368.05   | 0.12%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                          | Ovintiv, Inc.                                                                 | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2037000 | PA      | $2149286.92   | 0.14%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                               | Blue Owl Capital Corp. 5.95 03/15/29                                          | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1307091.81   | 0.09%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                     | Philip Morris International, Inc.                                             | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2271000 | PA      | $2317194.75   | 0.15%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I L P                           | Phillips Edison Grocery Center Operating Partnership I LP                     | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2379764.25   | 0.16%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Company                                                    | Pioneer Natural Resources Co.                                                 | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   2559000 | PA      | $2301556.00   | 0.15%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                    | Plains All American Pipeline LP/PAA Finance Corp. 5.6 01/15/36                | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2126869.90   | 0.14%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL 2025-SFR1 TRUS                                                  | Progress Residential Trust                                                    | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9307644 | PA      | $8859253.84   | 0.59%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                               | Prologis Targeted US Logistics Fund LP                                        | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2221221.79   | 0.15%             | 2034-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                   | Public Service Co of Colorado 5.35 05/15/34                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2233682.39   | 0.15%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                     | Puget Sound Energy, Inc.                                                      | CUSIP: 745332CH7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   2652000 | PA      | $2120266.63   | 0.14%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                               | QTS Issuer ABS II LLC                                                         | CUSIP: 74690FAY2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4431000 | PA      | $4351870.76   | 0.29%             | 2056-01-05      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Regions Financial Corporation                                                        | Regions Financial Corp. 5.502 09/06/35                                        | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2051790.78   | 0.14%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                   | RGA Global Funding 5 08/25/32                                                 | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2217788.71   | 0.15%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                         | Royal Caribbean Cruises Ltd. 5.25 02/27/38                                    | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2524790.25   | 0.17%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc.                                                                    | SBL Holdings Inc                                                              | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2514782.96   | 0.17%             | 2034-10-30      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| S&P Global Inc                                                                       | S&P Global, Inc. 4.8 12/04/35                                                 | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    537000 | PA      | $526201.85    | 0.03%             | 2035-12-04      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDU LN TR 2024-E                                                         | SMB Private Education Loan Trust 2024-E                                       | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10721550 | PA      | $10798325.29  | 0.72%             | 2056-10-16      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2026-A                                              | SMB Private Education Loan Trust 2026-A                                       | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7259000 | PA      | $7165875.01   | 0.48%             | 2039-05-16      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| SMR MORTGAGE TRUST 2022-IND                                                          | SMR Mortgage Trust                                                            | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2582762 | PA      | $2576618.49   | 0.17%             | 2039-02-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SANDSTONE PEAK II LTD/LLC                                                            | Sandstone Peak II Ltd.                                                        | CUSIP: 80013TAQ6<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | US        |   1490000 | PA      | $1493769.70   | 0.10%             | 2038-07-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                                               | Sempra                                                                        | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   3011000 | PA      | $2541667.45   | 0.17%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                  | Southwestern Public Service Co 3.15 05/01/50                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   2891000 | PA      | $1864941.17   | 0.12%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                           | Sprint Capital Corp 8.75 03/15/32                                             | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2549000 | PA      | $3030939.63   | 0.20%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                      | Stack Infrastructure Issuer LLC                                               | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |   6991000 | PA      | $6888148.41   | 0.46%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STORE Capital Corp.                                                                  | Store Capital LLC                                                             | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |   3248000 | PA      | $2921719.76   | 0.19%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | Sumitomo Mitsui Financial Group, Inc.                                         | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3242000 | PA      | $2915461.80   | 0.19%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                 | Sumitomo Mitsui Financial Group Inc 5.334 03/03/41                            | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1182023.13   | 0.08%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | Synopsys, Inc. 5 04/01/32                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $2165629.65   | 0.14%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3133374.43   | 0.21%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tanger Properties Limited Partnership                                                | Tanger Properties LP                                                          | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2061146.43   | 0.14%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                            | Toronto-Dominion Bank/The                                                     | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $2204133.82   | 0.15%             | 2031-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Trust 2025-1                                               | Toyota Auto Loan Extended Note Trust 2025-1                                   | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |  13303000 | PA      | $13408170.86  | 0.89%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Transatlantic Holdings Inc.                                                          | Transatlantic Holdings, Inc.                                                  | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $2164436.44   | 0.14%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                               | United Airlines Inc 4 5/8 04/15/29                                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2717713.20   | 0.18%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                        | US Bancorp                                                                    | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1689953.86   | 0.11%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | U.S. Treasury Bond 2.50%, 02/15/2045                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77188900 | PA      | $54131731.12  | 3.59%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | United States Treasury Bond                                                   | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71179100 | PA      | $34805468.08  | 2.31%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | United States Treasury Note/Bond                                              | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38329200 | PA      | $34328589.75  | 2.28%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | U.S. Treasury Note                                                            | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1480500 | PA      | $1432383.75   | 0.10%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | United States Treasury Note                                                   | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1592600 | PA      | $1570950.59   | 0.10%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | United States Treasury Note/Bond                                              | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9602100 | PA      | $9566467.18   | 0.63%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | United States Treasury Inflation Indexed Bonds                                | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34169000 | PA      | $34441023.38  | 2.29%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | United States Treasury Note/Bond 4.125 02/15/36                               | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7094200 | PA      | $6983353.13   | 0.46%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | United States Treasury Note/Bond 3.375 02/29/28                               | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16422900 | PA      | $16293313.14  | 1.08%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                               | VDCM Commercial Mortgage Trust 2025-AZ                                        | CUSIP: 91825CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2234000 | PA      | $2245398.99   | 0.15%             | 2044-07-13      | Variable      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                                          | Vantage Data Centers LLC                                                      | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7364000 | PA      | $7204557.62   | 0.48%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                                          | Vantage Data Centers Issuer, LLC.                                             | CUSIP: 92212KAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7453000 | PA      | $7339908.92   | 0.49%             | 2055-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                          | Verizon Communications Inc 5 7/8 11/30/55                                     | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    997000 | PA      | $969755.14    | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                   | Vertiv Holdings Co. 4.85 03/15/36                                             | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   3893000 | PA      | $3785426.44   | 0.25%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                  | Virginia Electric and Power Co 4.95 03/15/36                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    893000 | PA      | $870490.13    | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                       | Wells Fargo Commercial Mortgage Trust                                         | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-O            | CORP              | US        |    723000 | PA      | $719533.36    | 0.05%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | Wells Fargo & Co                                                              | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3462567.67   | 0.23%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | Wells Fargo & Co.                                                             | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2051808.30   | 0.14%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | Wells Fargo & Co.                                                             | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3136000 | PA      | $3119962.75   | 0.21%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                       | Wells Fargo Commercial Mortgage Trust                                         | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8591000 | PA      | $8469364.33   | 0.56%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                       | Wells Fargo Commercial Mortgage Trust 2017-C40                                | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    710000 | PA      | $691319.62    | 0.05%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                                                  | Wells Fargo Commercial Mortgage Trust 2025-5C5                                | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4651000 | PA      | $4797009.77   | 0.32%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C6                                       | Wells Fargo Commercial Mortgage Trust 2025-5C6                                | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6180000 | PA      | $6277949.91   | 0.42%             | 2058-10-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                                                  | Wells Fargo Commercial Mortgage Trust 2025-5C7                                | CUSIP: 95004XAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5197000 | PA      | $5279928.01   | 0.35%             | 2058-12-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                | Westpac Banking Corp.                                                         | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4320000 | PA      | $4309557.39   | 0.29%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                        | The Williams Cos, Inc. 5.15 03/15/36                                          | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2093364.15   | 0.14%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                                                                | Woodside Finance Ltd 6 05/19/35                                               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3616100.22   | 0.24%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                          | Zoetis, Inc. 5 08/17/35                                                       | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3595493.88   | 0.24%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                               | CBOT 5 Year US Treasury Note 2026-06-30                                       | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |       495 | NS      | $53548945.56  | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | CBOT 2 Year US Treasury Note Future 2026-06-30                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |       375 | NS      | $77791992.00  | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | CBOT US Treasure Bond Futures 2026-06-18                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | Long             | DCO              | CORP              | US        |       102 | NS      | $11615250.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Sterling Capital Funds

**Signature:** Todd Miller

**Name of Signer:** Todd Miller

**Title:** Treasurer