# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-26-000275
**Filing Date:** 2026-5
**Character Count:** 1019782
**Document Hash:** 7866c578914f3866f90894a21a7720b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-26-000275.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000836906-26-000275

**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:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 261037122

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Institutional Intermediate-Term Bond Fund (Series ID: S000049658)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000157008 | Institutional Plus Shares | VIITX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD INSTITUTIONAL INTERMEDIATE-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000049658

- **c. LEI of Series:** 549300F61ZC0PFW4VL39

**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:** $31628127126.10

**Total Liabilities:** $1063865550.72

**Net Assets:** $30564261575.38

**Delayed Delivery Securities:** $485600789.57

**Cash Not Reported:** $10852856.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -65014.95992139 | **1-Year:** -1675043.56599438 | **5-Year:** -4004470.81616362 | **10-Year:** -3003079.16671643 | **30-Year:** -445788.96755665

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

- **3-Month:** -9.91734590 | **1-Year:** -915.43498505 | **5-Year:** -212.28046786 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157008 | 0.37%                | 1.07%                | -1.29%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $11350083.48             | $-10504121.13                              |
| Month 2  | $13346098.53             | $227550754.00                              |
| Month 3  | $4160303.99              | $-508503370.57                             |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Intermediate Aggregate Excluding Baa

- **Index Identifier:** I03604US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35   | MSBAM 2025-C35 AS              | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15485000 | PA      | $15937471.70   | 0.05%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A B                 | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4696471 | PA      | $4704891.42    | 0.02%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                  | BARCLAYS PLC                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $22345666.10   | 0.07%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q02664                      | CUSIP: 3132GF5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124438 | PA      | $123992.86     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                       | CENTERPOINT HOUS               | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    8745000 | PA      | $7885043.65    | 0.03%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1447                      | CUSIP: 36179NTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1822191 | PA      | $1669390.07    | 0.01%             | 2043-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0932                      | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     913898 | PA      | $815052.17     | 0.00%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13001881 | PA      | $12085251.10   | 0.04%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL5702                      | CUSIP: 3140HXKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12700000 | PA      | $11877925.19   | 0.04%             | 2030-03-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   17645000 | PA      | $17955776.83   | 0.06%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC1148                      | CUSIP: 3140Y7H27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34927192 | PA      | $34785310.40   | 0.11%             | 2055-10-01      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                           | DRIVE 2025-1 B                 | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26870000 | PA      | $26993000.11   | 0.09%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14248612 | PA      | $13858731.56   | 0.05%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   35000000 | PA      | $33340107.00   | 0.11%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                           | FORDO 2024-A A4                | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13300000 | PA      | $13473386.78   | 0.04%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4     | GMCAR 2024-4 A4                | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9070000 | PA      | $9103783.03    | 0.03%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  162698000 | PA      | $152573863.14  | 0.50%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                         | NOVARTIS CAPITAL               | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   19835000 | PA      | $19815221.45   | 0.06%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786093                      | CUSIP: 3622ABUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   65527038 | PA      | $56251489.37   | 0.18%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS4759                      | CUSIP: 3132A5JC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     764606 | PA      | $710755.46     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                             | GENERAL MOTORS C               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $4324507.36    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4132                      | CUSIP: 3132E0SV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9760280 | PA      | $10100842.21   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B A4                | CUSIP: 44935DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5780000 | PA      | $5817989.05    | 0.02%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO0714                      | CUSIP: 3138LQYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     946586 | PA      | $937376.47     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11480000 | PA      | $11552070.76   | 0.04%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM7579                      | CUSIP: 3140JCM50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59152000 | PA      | $59153626.68   | 0.19%             | 2029-10-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723430                      | CUSIP: 3620A9VX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114769 | PA      | $114160.41     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                 | SDART 2025-4 B                 | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5180000 | PA      | $5158106.21    | 0.02%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2020-12 JC                 | CUSIP: 3136B8G60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8380093 | PA      | $7051077.86    | 0.02%             | 2050-03-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G18547                      | CUSIP: 3128MMTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55107 | PA      | $53359.82      | 0.00%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM7915                      | CUSIP: 3140JCYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7160811 | PA      | $7183369.03    | 0.02%             | 2056-01-01      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10080000 | PA      | $9872678.71    | 0.03%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6550000 | PA      | $6444575.54    | 0.02%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB0635                      | CUSIP: 3132CWV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13314129 | PA      | $12739808.04   | 0.04%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                              | BRIXMOR OPERATIN               | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $11499057.11   | 0.04%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI5034                      | CUSIP: 3138AJSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21401 | PA      | $21732.58      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A3               | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9550000 | PA      | $9648421.35    | 0.03%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | OCT57 2021-1A AR               | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8390000 | PA      | $8375401.40    | 0.03%             | 2034-10-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7648097.06    | 0.03%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 831794                      | CUSIP: 31407JC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76762 | PA      | $80959.51      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G60153                      | CUSIP: 31335AE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11844 | PA      | $11768.80      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DE3686                      | CUSIP: 3618J9CX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3342956 | PA      | $3493891.41    | 0.01%             | 2054-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                 | CHAOT 2025-1A A4               | CUSIP: 16145NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11340000 | PA      | $11385338.45   | 0.04%             | 2030-10-25      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB9934                      | CUSIP: 3140QWBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1132494 | PA      | $1144263.90    | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                          | LOCKHEED MARTIN                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    9670000 | PA      | $9389315.84    | 0.03%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                   | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   20250000 | PA      | $17541510.39   | 0.06%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K123 A2                   | CUSIP: 3137F8ZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29200000 | PA      | $26030602.80   | 0.09%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                   | PUBLIC STORAGE                 | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2733056.37    | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN6696                      | CUSIP: 3138LKNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11400000 | PA      | $10591109.58   | 0.03%             | 2032-10-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                     | ONEOK INC                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4459000 | PA      | $4433351.93    | 0.01%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1921                      | CUSIP: 3140LCD32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14800000 | PA      | $13343896.08   | 0.04%             | 2031-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2023-1                   | TALNT 2023-1A A                | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-CBDO         | CORP              | US        |   18060000 | PA      | $18332799.91   | 0.06%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX1651                      | CUSIP: 36196CZQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33991 | PA      | $33444.58      | 0.00%             | 2046-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                  | COMCAST CORP                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10970000 | PA      | $10273941.42   | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC0102                      | CUSIP: 3140Y6DG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8169339 | PA      | $8284878.47    | 0.03%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     389165 | PA      | $376052.59     | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA1715                      | CUSIP: 3140W13Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12031001 | PA      | $10212335.88   | 0.03%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                          | AMSR 2024-SFR2 A               | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10080000 | PA      | $9838938.82    | 0.03%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS7939                      | CUSIP: 3140XPZD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20381067 | PA      | $18907421.87   | 0.06%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                   | CENCORA INC                    | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5935000 | PA      | $5974834.66    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                  | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $26845322.92   | 0.09%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZN4476                      | CUSIP: 3131YA6M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1367323 | PA      | $1271022.62    | 0.00%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                            | ESSEX PORTFOLIO                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    9633000 | PA      | $9713148.83    | 0.03%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4947                        | CUSIP: 36202FP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35827 | PA      | $36220.13      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BR2416                      | CUSIP: 3617LYVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174842 | PA      | $165009.22     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                        | CHUBB INA HLDGS                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   14895000 | PA      | $14986185.52   | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                        | MSC 2021-L6 A4                 | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2316832.96    | 0.01%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH2899                      | CUSIP: 3138A4GH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234834 | PA      | $233800.27     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 6 4/26                    | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  297000000 | PA      | $302638366.80  | 0.99%             | 2026-04-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30607826.16   | 0.10%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA4585                      | CUSIP: 3140QCCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8335974 | PA      | $8374035.05    | 0.03%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB9492                      | CUSIP: 3140QVRN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51835775 | PA      | $52261118.61   | 0.17%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB0470                      | CUSIP: 3140QKQY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     394410 | PA      | $354986.26     | 0.00%             | 2041-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 746175                      | CUSIP: 3620C16L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24246 | PA      | $23457.77      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BC8177                      | CUSIP: 3617BCCN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2272707 | PA      | $2133078.38    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5242                      | CUSIP: 36184BZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45195 | PA      | $42064.31      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE2189                      | CUSIP: 3140FMNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57971 | PA      | $52217.00      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN               | CUSIP: 58769JAR8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20176471.94   | 0.07%             | 2029-01-11      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15011000 | PA      | $14714908.12   | 0.05%             | 2031-10-22      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC               | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8718000 | PA      | $8656100.55    | 0.03%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8140                      | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42919617 | PA      | $34859939.70   | 0.11%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                | CARMX 2024-1 A4                | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4090000 | PA      | $4136939.29    | 0.01%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                       | SMB 2018-B A2A                 | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |      66132 | PA      | $65780.06      | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CM1131                      | CUSIP: 3617YLHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     994186 | PA      | $917260.64     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8980000 | PA      | $8942912.37    | 0.03%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G18539                      | CUSIP: 3128MMS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20206 | PA      | $19623.78      | 0.00%             | 2030-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp             | NATL RURAL UTIL                | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $9530582.84    | 0.03%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756823                      | CUSIP: 36230RSL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5463 | PA      | $5547.73       | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1               | AHART 2024-1A A3               | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4700000 | PA      | $4724245.89    | 0.02%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                              | ALTRIA GROUP INC               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   14635000 | PA      | $14987534.76   | 0.05%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                           | FORDO 2023-C A4                | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13000000 | PA      | $13224452.80   | 0.04%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RB5105                      | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4193800 | PA      | $3677674.82    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 5.5 4/26                  | CUSIP: 01F052649<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -17000000 | PA      | $-17071054.90  | -0.06%            | 2026-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CN3198                      | CUSIP: 3617F2RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1972874 | PA      | $1816524.43    | 0.01%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10800000 | PA      | $10703612.82   | 0.04%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 731269                      | CUSIP: 3620AJMS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     114107 | PA      | $118739.58     | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   28890000 | PA      | $29469203.31   | 0.10%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786410                      | CUSIP: 3622ACAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3909703 | PA      | $3918016.91    | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                        | BAAT 2025-1A A4                | CUSIP: 05594BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3350000 | PA      | $3364020.42    | 0.01%             | 2031-11-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 470020                      | CUSIP: 31381TDZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2467723 | PA      | $2449644.49    | 0.01%             | 2030-01-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 788130                      | CUSIP: 3622AD4P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14328862 | PA      | $14579295.09   | 0.05%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2026-1                 | SDART 2026-1 B                 | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6320000 | PA      | $6253274.70    | 0.02%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                         | MSWF 2023-2 A5                 | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9640000 | PA      | $10225518.18   | 0.03%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AV6106                      | CUSIP: 36195GYB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236547 | PA      | $232746.17     | 0.00%             | 2046-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA4239                      | CUSIP: 3140QBV96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5725702 | PA      | $5313496.59    | 0.02%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI0686                      | CUSIP: 3138ADXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     384774 | PA      | $390780.83     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS2366                      | CUSIP: 3140XHTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9566001 | PA      | $9630604.53    | 0.03%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24681106.47   | 0.08%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                | GE HEALTHCARE                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   12450000 | PA      | $12696023.14   | 0.04%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                  | THERMO FISHER                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13854623.15   | 0.05%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   19795000 | PA      | $19333510.53   | 0.06%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q38865                      | CUSIP: 3132QVZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58578 | PA      | $57786.54      | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                            | GCAT 2024-INV4 A1              | CUSIP: 367919AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24387904 | PA      | $24647025.75   | 0.08%             | 2054-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   23080000 | PA      | $23521783.57   | 0.08%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AY5629                      | CUSIP: 3138YKHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44024 | PA      | $39937.31      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ5613                      | CUSIP: 3140Q1GX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9760000 | PA      | $9756559.60    | 0.03%             | 2030-12-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q03168                      | CUSIP: 3132GJFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7547 | PA      | $7519.13       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB2664                      | CUSIP: 3140QM6A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2297995 | PA      | $2039037.74    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM2971                      | CUSIP: 3140X6JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36121230 | PA      | $34911262.40   | 0.11%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS5494                      | CUSIP: 3140XMC87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4743581 | PA      | $4179758.72    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSUI                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   12030000 | PA      | $11232620.02   | 0.04%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 4 5/26                    | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -34000000 | PA      | $-32015780.40  | -0.10%            | 2026-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2414                      | CUSIP: 36180DVF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     136865 | PA      | $128429.57     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZM1569                      | CUSIP: 3131XUW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21071496 | PA      | $19719135.57   | 0.06%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q36040                      | CUSIP: 3132QSWA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182493 | PA      | $170268.58     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                             | MSC 2017-HR2 ASB               | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     424537 | PA      | $421398.97     | 0.00%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  185971000 | PA      | $185687684.34  | 0.61%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                    | TAOT 2023-C A4                 | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12880000 | PA      | $13025598.10   | 0.04%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   36944000 | PA      | $35147143.12   | 0.11%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ2685                      | CUSIP: 3140NW6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16350913 | PA      | $16508205.66   | 0.05%             | 2029-12-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   23610000 | PA      | $22917687.07   | 0.07%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                         | QUEST DIAGNOSTIC               | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   16485000 | PA      | $15444956.46   | 0.05%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8726                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6156747 | PA      | $6253769.57    | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AZ7355                      | CUSIP: 3140E0E50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31076 | PA      | $28984.02      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     110470 | PA      | $106124.21     | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3369                      | CUSIP: 31418CW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196146 | PA      | $182025.38     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q36071                      | CUSIP: 3132QSW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86616 | PA      | $80994.70      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD7556                      | CUSIP: 3132DVMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49229728 | PA      | $43928267.65   | 0.14%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                         | HART 2025-B B                  | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5820000 | PA      | $5866110.70    | 0.02%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                    | TAOT 2024-A A4                 | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6965000 | PA      | $7029261.18    | 0.02%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BQ2571                      | CUSIP: 3617LL2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     271598 | PA      | $250243.81     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                | CENT AMERICAN BK               | CUSIP: 15238PAJ5<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |   29484000 | PA      | $29705773.00   | 0.10%             | 2027-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK               | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8686000 | PA      | $8798539.35    | 0.03%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A89112                      | CUSIP: 312936DR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30078 | PA      | $30076.86      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD6369                      | CUSIP: 31418UCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8693 | PA      | $8654.35       | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93910                      | CUSIP: 312942KX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1579 | PA      | $1575.15       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS1594                      | CUSIP: 3138WAXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2148 | PA      | $2179.51       | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C6060                      | CUSIP: 3142BGWV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11533161 | PA      | $11448942.35   | 0.04%             | 2055-10-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                | WFCM 2017-C41 A4               | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3160000 | PA      | $3112110.20    | 0.01%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                        | CRVNA 2024-P4 A3               | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12197404 | PA      | $12233273.20   | 0.04%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-2                    | EART 2026-2A B                 | CUSIP: 30166WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5370000 | PA      | $5377335.96    | 0.02%             | 2031-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                            | KOREA HYDRO & NU               | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |   35000000 | PA      | $34922984.49   | 0.11%             | 2026-04-27      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB4036                      | CUSIP: 3140QPPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22906066 | PA      | $22838857.80   | 0.07%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K547 A2                   | CUSIP: 3137HN6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43287000 | PA      | $43560530.55   | 0.14%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB9139                      | CUSIP: 3140QVEM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47019836 | PA      | $47875860.65   | 0.16%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                           | CHILE                          | CUSIP: 168863EB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    6000000 | PA      | $6068735.11    | 0.02%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN5209                      | CUSIP: 3132XKYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12223000 | PA      | $12346498.75   | 0.04%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL1163                      | CUSIP: 3138EHJH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     706955 | PA      | $695921.54     | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72031316                            | GCAT 2024-INV4 A6              | CUSIP: 367919AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14674401 | PA      | $14681173.13   | 0.05%             | 2054-12-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB8187                      | CUSIP: 3132D6CY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7573716 | PA      | $7232813.77    | 0.02%             | 2037-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                              | KCOT 2025-2A A4                | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4550000 | PA      | $4585611.49    | 0.02%             | 2030-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                 | SYNIT 2025-A1 A                | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16060000 | PA      | $16217964.55   | 0.05%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 788397                      | CUSIP: 3622AEGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22610731 | PA      | $22609353.81   | 0.07%             | 2056-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                  | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   11152000 | PA      | $11074993.30   | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2026-A                         | HART 2026-A B                  | CUSIP: 448981AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7330000 | PA      | $7238910.09    | 0.02%             | 2032-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS5387                      | CUSIP: 3140XL6Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236642 | PA      | $199132.20     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A4               | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7010000 | PA      | $7042393.21    | 0.02%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3 4/26                    | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -11500000 | PA      | $-10106523.15  | -0.03%            | 2026-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                | WFCM 2017-C40 A3               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3164338.56    | 0.01%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7079612.88    | 0.02%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                           | TEVT 2023-1 A4                 | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6070000 | PA      | $6149469.65    | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                        | FORDR 2025-2 B                 | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10370000 | PA      | $10392183.50   | 0.03%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                | MERCK & CO INC                 | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3309000 | PA      | $3285878.99    | 0.01%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | ICE: (CHILE)                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -17909000 | NC      | $299139.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AV2959                      | CUSIP: 3138XEJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9019 | PA      | $8961.93       | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3992883 | PA      | $3915727.19    | 0.01%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                   | PROLOGIS LP                    | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7508662.06    | 0.02%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM8173                      | CUSIP: 3140XCCK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22681083 | PA      | $21647431.34   | 0.07%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $50927539.60   | 0.17%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD1492                      | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24128945 | PA      | $24058148.13   | 0.08%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                         | NORTHROP GRUMMAN               | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   25747000 | PA      | $25299769.88   | 0.08%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                    | CD 2016-CD1 A3                 | CUSIP: 12514MBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2909046 | PA      | $2899478.28    | 0.01%             | 2049-08-10      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651825                      | CUSIP: 36292LD68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59218 | PA      | $61528.86      | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704473                      | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3491 | PA      | $3389.68       | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-105 KA                | CUSIP: 38382TZK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9899428 | PA      | $7828466.72    | 0.03%             | 2051-04-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C91335                      | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1979 | PA      | $1966.97       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                      | WOART 2023-C A4                | CUSIP: 98164FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8940000 | PA      | $9052475.03    | 0.03%             | 2029-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANS                   | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5394000 | PA      | $5441263.23    | 0.02%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22950000 | PA      | $22822616.00   | 0.07%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4148 | PA      | $4129.03       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS8050                      | CUSIP: 3140XP5L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29830702 | PA      | $30331836.44   | 0.10%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC1981                      | CUSIP: 3140Y8FX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000046 | PA      | $6769693.77    | 0.02%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784643                      | CUSIP: 3622AABL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18113 | PA      | $18479.83      | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62368729 | PA      | $50734753.00   | 0.17%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC               | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   18900000 | PA      | $18694512.50   | 0.06%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5700                      | CUSIP: 36179UKM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     611961 | PA      | $574677.79     | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3167426 | PA      | $3024931.63    | 0.01%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QE0386                      | CUSIP: 3133B9NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5831138 | PA      | $5537331.02    | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V81888                      | CUSIP: 3132L7CZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107395 | PA      | $100362.69     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08671                      | CUSIP: 3128MJW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141348 | PA      | $132026.24     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96492 | PA      | $92302.28      | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  147940000 | PA      | $146697534.79  | 0.48%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q03517                      | CUSIP: 3132GJSE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4413 | PA      | $4397.62       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 6.5 4/26                  | CUSIP: 01F062648<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -61250000 | PA      | $-63345901.50  | -0.21%            | 2026-04-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD5047                      | CUSIP: 3140FCTD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1644269 | PA      | $1480560.55    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS2088                      | CUSIP: 3140LCKA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3699450 | PA      | $3219066.08    | 0.01%             | 2033-05-01      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                | S&P GLOBAL INC                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   35960000 | PA      | $34602481.89   | 0.11%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9015                      | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9755295 | PA      | $9470072.61    | 0.03%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  144382000 | PA      | $145560743.31  | 0.48%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                     | HAROT 2024-1 A4                | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21820000 | PA      | $22095401.13   | 0.07%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2             | ESART 2025-2 B                 | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1310000 | PA      | $1312731.22    | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                              | DLLST 2024-1A A4               | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3020000 | PA      | $3039393.84    | 0.01%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                          | SAUDI ARAB OIL                 | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   61100000 | PA      | $59322054.19   | 0.19%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704972                      | CUSIP: 36296YFM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79385 | PA      | $78890.44      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA2495                      | CUSIP: 31418BXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     298594 | PA      | $278211.98     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10795000 | PA      | $10566818.99   | 0.03%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA2691                      | CUSIP: 3140W27D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2591551 | PA      | $2643973.29    | 0.01%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17989 | PA      | $18186.14      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS1029                      | CUSIP: 3140XGEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9743507 | PA      | $8739918.76    | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-227 F                 | CUSIP: 38383FQM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2462093 | PA      | $2111313.29    | 0.01%             | 2051-12-20      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                             | BMARK 2021-B28 ASB             | CUSIP: 08163GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11195000 | PA      | $10459865.77   | 0.03%             | 2054-08-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS8453                      | CUSIP: 3138WJMB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92463 | PA      | $83286.09      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC0265                      | CUSIP: 3140Y6JK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29208453 | PA      | $30017678.77   | 0.10%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9170                      | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17110594 | PA      | $17018652.06   | 0.06%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                 | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8410000 | PA      | $8522950.38    | 0.03%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                      | DUKE ENERGY PROG               | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1487627.00    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6709                      | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12694381 | PA      | $10945057.09   | 0.04%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8B0503                      | CUSIP: 3142AWRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5244801 | PA      | $5279756.04    | 0.02%             | 2055-11-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1              | SFAST 2024-1A A4               | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5890000 | PA      | $5946384.97    | 0.02%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN9725                      | CUSIP: 3138LNYX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1711245 | PA      | $1650249.55    | 0.01%             | 2033-07-01      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-11INV                            | FSMT 2021-11IN A4              | CUSIP: 33851TAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3337187 | PA      | $2776252.50    | 0.01%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                              | SEMT 2024-INV1 A5              | CUSIP: 816939AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2317782 | PA      | $2327470.72    | 0.01%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9668                      | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17161165 | PA      | $17348479.07   | 0.06%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                            | SCCU 2023-1A A4                | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3141000.76    | 0.01%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-2 A3                  | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12850000 | PA      | $12885746.13   | 0.04%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20446492.74   | 0.07%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL0786                      | CUSIP: 36183V2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     414262 | PA      | $376712.36     | 0.00%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BA2101                      | CUSIP: 3140E6KP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181289 | PA      | $169339.32     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 770446                      | CUSIP: 36176MWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5382 | PA      | $5346.03       | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3              | SFAST 2024-3A A4               | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8180000 | PA      | $8221496.32    | 0.03%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                 | BBCMS 2025-C32 A5              | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18060000 | PA      | $18858398.29   | 0.06%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A4               | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4660000 | PA      | $4724154.69    | 0.02%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                        | CITZN 2024-1 A4                | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4910000 | PA      | $4956513.41    | 0.02%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| General Electric Co                                           | GENERAL ELECTRIC               | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    9540000 | PA      | $9516370.29    | 0.03%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4397224.09    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DF3978                      | CUSIP: 3618JMM38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25890906 | PA      | $26302959.33   | 0.09%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5979                      | CUSIP: 36179UUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1241339 | PA      | $1230402.17    | 0.00%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                               | BANK 2022-BNK41 A4             | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5220000 | PA      | $4930617.82    | 0.02%             | 2065-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                        | MSC 2018-L1 AS                 | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15228165 | PA      | $14984173.25   | 0.05%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                       | ARTHUR J GALLAGH               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   20395000 | PA      | $20442228.28   | 0.07%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   12419000 | PA      | $12350741.92   | 0.04%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   42856000 | PA      | $42936027.52   | 0.14%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733600                      | CUSIP: 3620AL7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28141 | PA      | $28634.98      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8276000 | PA      | $8181807.79    | 0.03%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WG9005                      | CUSIP: 31425SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64106769 | PA      | $63746367.10   | 0.21%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DE0510                      | CUSIP: 3618J5R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4853302 | PA      | $4974747.59    | 0.02%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                               | TYSON FOODS INC                | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3219000 | PA      | $3188757.50    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  102544000 | PA      | $96419399.63   | 0.32%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB8854                      | CUSIP: 3140QUZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18037256 | PA      | $18632804.29   | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 4 4/26                    | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34000000 | PA      | $32041015.20   | 0.10%             | 2026-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19230648.32   | 0.06%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                 | PUBLIC SERV COLO               | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    6110000 | PA      | $6218713.31    | 0.02%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                             | BMARK 2020-B21 AAB             | CUSIP: 08163LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4062364 | PA      | $3872437.22    | 0.01%             | 2053-12-17      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A B                | CUSIP: 505912AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7610000 | PA      | $7616527.86    | 0.02%             | 2032-05-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSUI                | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   25000000 | PA      | $25618791.48   | 0.08%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AZ3743                      | CUSIP: 3138YVER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     676195 | PA      | $631138.67     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                           | DOMINION ENERGY                | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14519406.37   | 0.05%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL5562                      | CUSIP: 3138ENFC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7576 | PA      | $7516.86       | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN5227                      | CUSIP: 3138LHYZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1128159 | PA      | $1091991.37    | 0.00%             | 2032-04-01      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                          | GCAT 2022-INV3 2A1             | CUSIP: 36830RAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19544697 | PA      | $18447848.43   | 0.06%             | 2052-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4069                      | CUSIP: 3138ELQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        351 | PA      | $347.92        | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust             | NAVMT 2024-1 A                 | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4590000 | PA      | $4593904.71    | 0.02%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8801                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16246792 | PA      | $16497743.03   | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08201                      | CUSIP: 3128MJGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18999 | PA      | $20101.40      | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 719783                      | CUSIP: 3620A5UG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2056 | PA      | $2091.45       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5807                      | CUSIP: 36179UNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     305039 | PA      | $286454.32     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 3527                        | CUSIP: 36202D4L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29202 | PA      | $28663.79      | 0.00%             | 2034-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                              | NSLT 2025-DA A1A               | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8895369 | PA      | $8780476.42    | 0.03%             | 2054-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2026-1A A                | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    7110000 | PA      | $7048472.90    | 0.02%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL0354                      | CUSIP: 31427MMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6919400 | PA      | $6875312.77    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-2                                      | TMUST 2025-2A A                | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25640000 | PA      | $25676472.90   | 0.08%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA2329                      | CUSIP: 3140W2ST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38179671 | PA      | $39440276.21   | 0.13%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-67 PC                 | CUSIP: 38382RW38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1004838 | PA      | $798053.51     | 0.00%             | 2051-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                  | COMCAST CORP                   | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9741992.03    | 0.03%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                    | NAROT 2024-B A4                | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3130000 | PA      | $3138085.10    | 0.01%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                   | BMO 2024-C10 A5                | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4990000 | PA      | $5124318.82    | 0.02%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19835000 | PA      | $19666623.25   | 0.06%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH0957                      | CUSIP: 3138A2B32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     621845 | PA      | $631526.57     | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 C                 | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21430000 | PA      | $21332472.07   | 0.07%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8428                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6759371 | PA      | $6742060.76    | 0.02%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB2480                      | CUSIP: 31416XXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65669 | PA      | $65422.92      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                 | DTE ENERGY CO                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   16050000 | PA      | $16370295.68   | 0.05%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     279771 | PA      | $268190.69     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                       | CSAIL 2017-C8 A4               | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8560000 | PA      | $8448270.60    | 0.03%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14020000 | PA      | $13684497.87   | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                     | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    8576000 | PA      | $7848818.91    | 0.03%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                | BANK 2017-BNK6 A4              | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4023276 | PA      | $3978841.61    | 0.01%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1089                      | CUSIP: 36179NF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153434 | PA      | $140747.27     | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI1191                      | CUSIP: 3138AEKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6881 | PA      | $6848.25       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2022-INV1 Trust                                           | OBX 2022-INV1 A1               | CUSIP: 67115NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3442333 | PA      | $2989672.83    | 0.01%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   11403000 | PA      | $11075332.15   | 0.04%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS7000                      | CUSIP: 3140XNX66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27661978 | PA      | $25540868.39   | 0.08%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 756893                      | CUSIP: 36230RUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8905 | PA      | $9058.97       | 0.00%             | 2041-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 10yr Ultra Fut Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -90 | NC      | $-104167.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $10483304.48   | 0.03%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                    | CD 2017-CD5 AS                 | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3090000 | PA      | $3026825.57    | 0.01%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD8911                      | CUSIP: 31418W3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16770 | PA      | $17025.47      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                               | TYSON FOODS INC                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   38165000 | PA      | $39507925.43   | 0.13%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5193                      | CUSIP: 36179TXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12470905 | PA      | $12277758.89   | 0.04%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                      | PMTLT 2025-INV2 A8             | CUSIP: 73015JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5966037 | PA      | $5970062.95    | 0.02%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08372                      | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1746 | PA      | $1741.78       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                         | EFF 2024-4 A4                  | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7400000 | PA      | $7463567.48    | 0.02%             | 2031-06-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C1157                      | CUSIP: 3142BBJA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3889476 | PA      | $3938266.29    | 0.01%             | 2055-10-01      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2025-F A                 | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22780000 | PA      | $22761928.63   | 0.07%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                         | QUEST DIAGNOSTIC               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $8761153.09    | 0.03%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust 2026-225L                      | LBTY 2026-225L A               | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17930000 | PA      | $17696275.28   | 0.06%             | 2043-02-10      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4119                      | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216072 | PA      | $175902.34     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                      | FORDR 2025-1 B                 | CUSIP: 34532MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17110000 | PA      | $17397222.15   | 0.06%             | 2037-08-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                  | AUTOZONE INC                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35537718.70   | 0.12%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL9442                      | CUSIP: 3138ERP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16764527 | PA      | $15678108.46   | 0.05%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 712374                      | CUSIP: 36297HMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5978 | PA      | $5944.18       | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | EURO-BUND FUTURE  Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -58 | NC      | $215188.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q02416                      | CUSIP: 3132GFVH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     816912 | PA      | $813657.90     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9106                      | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12580854 | PA      | $12754539.77   | 0.04%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4940                      | CUSIP: 3132DSPZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12769766 | PA      | $12398432.72   | 0.04%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   39835000 | PA      | $40399563.88   | 0.13%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB0211                      | CUSIP: 3140QKGV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1034092 | PA      | $954475.24     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM4136                      | CUSIP: 36184QSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3582 | PA      | $3363.36       | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3319                      | CUSIP: 3140QNVM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35682961 | PA      | $33911808.29   | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $8436511.53    | 0.03%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 931759                      | CUSIP: 31412QE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20650 | PA      | $20966.34      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                | BANK 2017-BNK4 A4              | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     280000 | PA      | $276700.54     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5054                        | CUSIP: 36202FTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18815 | PA      | $18204.50      | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   23310000 | PA      | $23816210.86   | 0.08%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 A4                | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13880000 | PA      | $13980496.75   | 0.05%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD6995                      | CUSIP: 31418UXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     353715 | PA      | $365595.16     | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2149                      | CUSIP: 36183XL65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29597 | PA      | $27540.99      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE3798                      | CUSIP: 36180WGF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200879 | PA      | $187264.70     | 0.00%             | 2045-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739147                      | CUSIP: 3620ATEU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11091 | PA      | $11029.47      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                | S&P GLOBAL INC                 | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4397618.03    | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                      | PMTLT 2025-INV1 A7             | CUSIP: 693967AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30395469 | PA      | $30740372.82   | 0.10%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                            | BX 2019-OC11 A                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21211000 | PA      | $20025994.46   | 0.07%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                      | MARSH & MCLENNAN               | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9567961.73    | 0.03%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   24115000 | PA      | $24381764.80   | 0.08%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD8316                      | CUSIP: 31418WG20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72951 | PA      | $74078.16      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                   | PROLOGIS LP                    | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7817000 | PA      | $7726128.50    | 0.03%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   12760000 | PA      | $12832527.75   | 0.04%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3              | SFAST 2025-3A A4               | CUSIP: 78398KAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27280000 | PA      | $27113240.09   | 0.09%             | 2031-09-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3     | GMCAR 2023-3 A4                | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13860000 | PA      | $14026048.34   | 0.05%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 751248                      | CUSIP: 36230KL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2947 | PA      | $2845.27       | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE6447                      | CUSIP: 36181AEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3910 | PA      | $3651.05       | 0.00%             | 2044-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                    | BBCMS 2019-C5 A4               | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13010000 | PA      | $12338119.37   | 0.04%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                | CARMX 2025-4 B                 | CUSIP: 14320HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4600000 | PA      | $4593807.48    | 0.02%             | 2031-07-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739188                      | CUSIP: 3620ATF51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72918 | PA      | $74183.77      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   18005000 | PA      | $17724222.33   | 0.06%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DF2961                      | CUSIP: 3140BTJF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6314187 | PA      | $6389198.53    | 0.02%             | 2055-10-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AR9225                      | CUSIP: 3138W7HB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3638134 | PA      | $3329495.10    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                  | STRYKER CORP                   | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20283655.14   | 0.07%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                           | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |   51338000 | PA      | $51787736.28   | 0.17%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                      | RTX CORP                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16328718.51   | 0.05%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                          | PROG 2024-SFR5 A               | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17376254 | PA      | $16406000.29   | 0.05%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 932322                      | CUSIP: 31412QYT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19469 | PA      | $19388.91      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12988987.37   | 0.04%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL7863                      | CUSIP: 3140J0WZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3959252 | PA      | $3333283.86    | 0.01%             | 2032-09-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08654                      | CUSIP: 3128MJWQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     381256 | PA      | $356335.57     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                     | KCOT 2025-1A A4                | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10380000 | PA      | $10503941.35   | 0.03%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05962                      | CUSIP: 3128M75X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     219141 | PA      | $218464.12     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   22386000 | PA      | $20244291.39   | 0.07%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                         | TRUIST FINANCIAL               | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $6361707.73    | 0.02%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-C65                | WFCM 2025-C65 A5               | CUSIP: 95004WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11580000 | PA      | $11738483.88   | 0.04%             | 2058-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AF3826                      | CUSIP: 36181KHB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     108310 | PA      | $99680.47      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2329000 | PA      | $2351374.25    | 0.01%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS               | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   22028000 | PA      | $22219081.62   | 0.07%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34922000 | PA      | $34308412.94   | 0.11%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                      | WOART 2025-A B                 | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4930000 | PA      | $5019463.72    | 0.02%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                       | BRISTOL-MYERS                  | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   12855000 | PA      | $13169544.87   | 0.04%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                         | ARIFL 2025-B A3                | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4380000 | PA      | $4409857.15    | 0.01%             | 2034-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BR1489                      | CUSIP: 3617LXUN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     401600 | PA      | $372032.01     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                            | BOBA 2023-2A A1R               | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |    6090000 | PA      | $6074641.02    | 0.02%             | 2036-10-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS5879                      | CUSIP: 3140XMQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45432022 | PA      | $42345843.10   | 0.14%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733873                      | CUSIP: 3620AMJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        257 | PA      | $261.39        | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                | CARMX 2023-3 A4                | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16460000 | PA      | $16657215.49   | 0.05%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q57339                      | CUSIP: 3132Y1EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5911102 | PA      | $5657793.93    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI6576                      | CUSIP: 3138ALJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12687 | PA      | $12884.39      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0698                      | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     807708 | PA      | $742462.85     | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC0581                      | CUSIP: 3140Y6UF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14370305 | PA      | $14724652.66   | 0.05%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4236                      | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  130372905 | PA      | $100645653.66  | 0.33%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                 | CHAOT 2024-2A A4               | CUSIP: 16144CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14940000 | PA      | $15235708.91   | 0.05%             | 2029-11-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A B                 | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1360000 | PA      | $1351552.90    | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2025-D A                 | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14090000 | PA      | $14110329.05   | 0.05%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA0637                      | CUSIP: 3140W0V77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18547865 | PA      | $18775596.07   | 0.06%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9624000 | PA      | $9689648.48    | 0.03%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                             | AFRMT 2025-3A A                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   37790000 | PA      | $37626244.59   | 0.12%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Protective Life Global Funding                                | PROTECTIVE LIFE                | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15031817.80   | 0.05%             | 2029-12-09      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7370000 | PA      | $6676195.62    | 0.02%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DG6648                      | CUSIP: 3140UAL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5720008 | PA      | $5759223.23    | 0.02%             | 2056-04-01      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5457                      | CUSIP: 36179UB27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1423180 | PA      | $1336472.78    | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV1 Trust                                          | GCAT 2025-INV1 A1              | CUSIP: 36171DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   76059865 | PA      | $76868001.22   | 0.25%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD0667                      | CUSIP: 3132DMW43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7835126 | PA      | $6660401.99    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1370000 | PA      | $1336936.28    | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                           | SAUDI INT BOND                 | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |  102928000 | PA      | $103787739.14  | 0.34%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU               | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30048480.25   | 0.10%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 B                 | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   54120000 | PA      | $54344754.95   | 0.18%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV11                                     | PMTLT 2025-INV11 A36           | CUSIP: 729916BK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37139690 | PA      | $37299803.17   | 0.12%             | 2056-11-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $8257427.78    | 0.03%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB8155                      | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2857113 | PA      | $2726874.20    | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7366                      | CUSIP: 36179WFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8083275 | PA      | $6664664.51    | 0.02%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8323                      | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12077782 | PA      | $11974406.89   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-2                   | VFET 2025-2A A4                | CUSIP: 92886CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7900000 | PA      | $7838285.99    | 0.03%             | 2033-06-15      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 675756                      | CUSIP: 36295NWR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     483859 | PA      | $449747.07     | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS5999                      | CUSIP: 3140LGUZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30118000 | PA      | $28471144.75   | 0.09%             | 2032-07-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3575                      | CUSIP: 31418C6M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     401160 | PA      | $386947.24     | 0.00%             | 2038-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5782000 | PA      | $6000035.61    | 0.02%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784219                      | CUSIP: 3622A2VL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3807012 | PA      | $3497091.19    | 0.01%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF1                                      | PMTLT 2025-CNF1 A8             | CUSIP: 729906AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12343349 | PA      | $12237731.02   | 0.04%             | 2056-10-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1920                      | CUSIP: 36179QDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155999 | PA      | $150091.49     | 0.00%             | 2044-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   54270000 | PA      | $55116894.43   | 0.18%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                   | BMO 2024-5C3 A3                | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3320000 | PA      | $3400692.93    | 0.01%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                              | DLLAA 2023-1A A4               | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8020000 | PA      | $8169366.89    | 0.03%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ4258                      | CUSIP: 3140NYWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8930000 | PA      | $8943580.74    | 0.03%             | 2030-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL2691                      | CUSIP: 3138EJ7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     962589 | PA      | $957170.38     | 0.00%             | 2042-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                             | GENERAL MOTORS C               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    8410000 | PA      | $8366796.00    | 0.03%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2025-1 B                 | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    8600000 | PA      | $8644604.76    | 0.03%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DB8649                      | CUSIP: 3618HBTE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2874400 | PA      | $2975968.80    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                             | MMAF 2024-A A3                 | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8350000 | PA      | $8429107.07    | 0.03%             | 2031-07-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08667                      | CUSIP: 3128MJW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1330408 | PA      | $1242948.51    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5331                      | CUSIP: 31418E4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7154569 | PA      | $7198185.11    | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                  | AUTOZONE INC                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9919195.92    | 0.03%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3789000 | PA      | $3832417.22    | 0.01%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV12                                     | PMTLT 2025-INV12 A35           | CUSIP: 73015KBM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   39862354 | PA      | $39998336.54   | 0.13%             | 2056-12-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                  | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   11917000 | PA      | $11820942.86   | 0.04%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3635015 | PA      | $3122739.99    | 0.01%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL0755                      | CUSIP: 3138EGZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     398659 | PA      | $412098.07     | 0.00%             | 2041-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS8249                      | CUSIP: 3138WJEX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     957243 | PA      | $910397.68     | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                    | NAROT 2023-A A4                | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12360000 | PA      | $12422650.37   | 0.04%             | 2030-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2148031.31    | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RB5078                      | CUSIP: 3133KYUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1559496 | PA      | $1409245.80    | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                    | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    9994000 | PA      | $10019977.64   | 0.03%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB0492                      | CUSIP: 3132CWRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23299875 | PA      | $21579307.05   | 0.07%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                           | FORDL 2025-B B                 | CUSIP: 34533MAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5410000 | PA      | $5428511.40    | 0.02%             | 2029-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17317864.60   | 0.06%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                            | VALERO ENERGY                  | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   10620000 | PA      | $10845146.44   | 0.04%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5092 PB                    | CUSIP: 3137FYD45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11168068 | PA      | $9101900.51    | 0.03%             | 2050-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B A2                | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14612638 | PA      | $14617499.82   | 0.05%             | 2033-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6657                      | CUSIP: 36179VME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10648334 | PA      | $9917594.09    | 0.03%             | 2050-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1888                      | CUSIP: 36183XCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        429 | PA      | $409.52        | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 658880                      | CUSIP: 36294S6R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21257 | PA      | $22085.34      | 0.00%             | 2037-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18838138.27   | 0.06%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     383460 | PA      | $329779.05     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7300000 | PA      | $7008405.57    | 0.02%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16274632 | PA      | $14721617.19   | 0.05%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                 | TRL 2025-1A A                  | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6687225 | PA      | $6660182.78    | 0.02%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                      | PMTLT 2025-INV9 A3             | CUSIP: 69392UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10526582 | PA      | $10524939.62   | 0.03%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7320000 | PA      | $7345502.99    | 0.02%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                        | MTBAT 2024-1A A4               | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7920000 | PA      | $8048642.98    | 0.03%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2086401.35    | 0.01%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704750                      | CUSIP: 36296X5K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4649 | PA      | $4624.29       | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                       | CENTERPOINT HOUS               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $4792814.47    | 0.02%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD3291                      | CUSIP: 3132DQUQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11650054 | PA      | $11130044.75   | 0.04%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9511000 | PA      | $9618797.34    | 0.03%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  376525000 | PA      | $376083757.88  | 1.23%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-INV3      | MSRM 2024-INV3 A1              | CUSIP: 61776GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13483315 | PA      | $13787740.85   | 0.05%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                    | ZIMMER BIOMET                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   20455000 | PA      | $20863958.16   | 0.07%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3455                      | CUSIP: 36179RZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67110 | PA      | $64312.64      | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                      | BABSN 2025-7A A1               | CUSIP: 06765FAC2<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-MBS          | CORP              | KY        |    8270000 | PA      | $8245287.59    | 0.03%             | 2038-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1011                      | CUSIP: 3140LBDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2992433 | PA      | $2627332.52    | 0.01%             | 2031-02-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05982                      | CUSIP: 3128M76T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8057 | PA      | $8032.27       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8B0581                      | CUSIP: 3142AWUE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11226086 | PA      | $11196149.86   | 0.04%             | 2056-03-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                     | TRANSCANADA PL                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   21236000 | PA      | $20829192.53   | 0.07%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                         | KENTUCKY UTIL                  | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7875266.37    | 0.03%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BZ8533                      | CUSIP: 3617U4PS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     671994 | PA      | $576451.36     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738783                      | CUSIP: 3620ASXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83424 | PA      | $82899.56      | 0.00%             | 2041-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3228                      | CUSIP: 31418CSS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15594 | PA      | $13773.62      | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-3             | ESART 2025-3 B                 | CUSIP: 30185FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1990000 | PA      | $1984616.25    | 0.01%             | 2032-03-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA5205                      | CUSIP: 3133KLYA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  128804466 | PA      | $109696014.16  | 0.36%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16856951 | PA      | $13723068.19   | 0.04%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                | LOWE'S COS INC                 | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   20725000 | PA      | $20375554.13   | 0.07%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ4140                      | CUSIP: 3140NYS69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15910000 | PA      | $16031880.15   | 0.05%             | 2030-07-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4784                      | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10691766 | PA      | $10357471.20   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4929 B                     | CUSIP: 3137FPJU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14383199 | PA      | $12472392.05   | 0.04%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2025-104 AB                | CUSIP: 38385GG37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   71718160 | PA      | $68937015.79   | 0.23%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10064267.26   | 0.03%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7330000 | PA      | $7445361.65    | 0.02%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618002                      | CUSIP: 36290URX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40207 | PA      | $40896.53      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776431                      | CUSIP: 36176ULL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26350 | PA      | $25317.35      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                         | BLACKROCK FUND                 | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9124934.07    | 0.03%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                  | HUNTINGTON BANCS               | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3407398.00    | 0.01%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-9654.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6460                      | CUSIP: 36183QE92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41107 | PA      | $39263.93      | 0.00%             | 2045-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AA8700                      | CUSIP: 31416SU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26478 | PA      | $26883.39      | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                  | FORDO 2025-A B                 | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16350000 | PA      | $16525108.50   | 0.05%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06601                      | CUSIP: 3128M8U28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1124609 | PA      | $1121578.67    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL4808                      | CUSIP: 3138EMKW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170042 | PA      | $172649.40     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2025-A2 A                | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   43825000 | PA      | $44090767.95   | 0.14%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0026                      | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19280888 | PA      | $19459706.35   | 0.06%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3305                      | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1510309 | PA      | $1403938.58    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                    | ZIMMER BIOMET                  | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   42020000 | PA      | $42689208.49   | 0.14%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB8837                      | CUSIP: 3140QUZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   97220717 | PA      | $98603312.37   | 0.32%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2074                      | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119215 | PA      | $114595.43     | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                        | DIAMONDBACK ENER               | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    8410000 | PA      | $8480408.94    | 0.03%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                             | DRSLF 2021-90A A1R             | CUSIP: 262484AN8<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |    7230000 | PA      | $7222734.57    | 0.02%             | 2038-11-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A B                | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2660000 | PA      | $2646580.57    | 0.01%             | 2032-11-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AT8360                      | CUSIP: 3138WWJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8962 | PA      | $8785.64       | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE1472                      | CUSIP: 3140FLT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71410 | PA      | $64322.39      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB1476                      | CUSIP: 3132CXT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13749913 | PA      | $13663259.80   | 0.04%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7            | JPMDB 2017-C7 A5               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     360000 | PA      | $354119.29     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4882                        | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     113219 | PA      | $109638.96     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47548000 | PA      | $48249669.29   | 0.16%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BR4052                      | CUSIP: 3140L2QE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4431214 | PA      | $3624022.67    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4493                      | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19747189 | PA      | $16718910.01   | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                    | BMO 2024-C9 A5                 | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35360000 | PA      | $36964802.99   | 0.12%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33810000 | PA      | $34261515.44   | 0.11%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL5853                      | CUSIP: 3138ENQF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194428 | PA      | $197298.86     | 0.00%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH3819                      | CUSIP: 3138A5G55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2028 | PA      | $2018.81       | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169309000 | PA      | $159950709.15  | 0.52%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB1469                      | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3307350 | PA      | $3043483.01    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI9978                      | CUSIP: 36198XCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65719 | PA      | $61265.08      | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     241039 | PA      | $218037.37     | 0.00%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                | BBCMS 2024-5C25 AS             | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1410000 | PA      | $1462100.91    | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                       | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3074041.64    | 0.01%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS1047                      | CUSIP: 3138WAEV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     533840 | PA      | $529504.31     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 4.5 4/26                  | CUSIP: 21H042646<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -2000000 | PA      | $-1928931.60   | -0.01%            | 2026-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                 | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    6955000 | PA      | $6761386.48    | 0.02%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB6933                      | CUSIP: 3140QSV32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22139460 | PA      | $23256610.69   | 0.08%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                | SALESFORCE INC                 | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   28153000 | PA      | $28114800.16   | 0.09%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11485287.17   | 0.04%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                      | INT 2025-PLAZA A               | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6550000 | PA      | $6528041.78    | 0.02%             | 2037-11-05      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL4324                      | CUSIP: 3140HVYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6470455 | PA      | $6113638.79    | 0.02%             | 2029-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4158                      | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32275595 | PA      | $26275226.58   | 0.09%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE2848                      | CUSIP: 3140FNEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     282664 | PA      | $254609.30     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                    | BBCMS 2019-C3 A4               | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11890000 | PA      | $11523226.79   | 0.04%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5597000 | PA      | $5647400.10    | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   20350000 | PA      | $20007192.15   | 0.07%             | 2031-11-03      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                  | DEUTSCHE BANK NY               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   14668000 | PA      | $14613553.61   | 0.05%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                               | BANK 2022-BNK40 A4             | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10914990 | PA      | $10129509.12   | 0.03%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4197                      | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265531 | PA      | $254249.38     | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV2                                      | PMTLT 2026-INV2 A2             | CUSIP: 69383NAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25745029 | PA      | $25681670.61   | 0.08%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE4202                      | CUSIP: 3140FPU49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7622051 | PA      | $7129583.66    | 0.02%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AW3144                      | CUSIP: 3138XSP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89557 | PA      | $90844.30      | 0.00%             | 2044-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS6389                      | CUSIP: 3138WGC36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71784 | PA      | $64987.28      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-1 A4                  | CUSIP: 29390HAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7910000 | PA      | $8035660.63    | 0.03%             | 2031-09-22      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU7896                      | CUSIP: 3140M9X28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19137902 | PA      | $16508068.79   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                            | ALLYA 2023-1 A4                | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5780000 | PA      | $5848999.91    | 0.02%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8552000 | PA      | $8627678.16    | 0.03%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1286                      | CUSIP: 36179NNB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4701 | PA      | $4526.88       | 0.00%             | 2043-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8426000 | PA      | $8585021.48    | 0.03%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 932279                      | CUSIP: 31412QXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     655270 | PA      | $665254.69     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5020 BA                    | CUSIP: 3137FWWD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4579875 | PA      | $3602245.39    | 0.01%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD7136                      | CUSIP: 31418U4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27264 | PA      | $27684.61      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                 | NAROT 2025-A B                 | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4040000 | PA      | $4073378.48    | 0.01%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75338 | PA      | $68242.74      | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV8478                      | CUSIP: 3140MNM45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10524709 | PA      | $9388855.22    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZM6688                      | CUSIP: 3131Y1ND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332730 | PA      | $310232.20     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                | PMTLT 2025-INV3 A3             | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32346637 | PA      | $32341590.82   | 0.11%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                          | PROG 2024-SFR4 A               | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16060043 | PA      | $15233845.51   | 0.05%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778753                      | CUSIP: 36176W5N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11469 | PA      | $10912.01      | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                         | EFF 2025-3 A3                  | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17200000 | PA      | $17267456.68   | 0.06%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 703625                      | CUSIP: 36296WVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6093 | PA      | $6198.73       | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS6260                      | CUSIP: 3140LG5W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8100000 | PA      | $7810369.11    | 0.03%             | 2032-09-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AW5174                      | CUSIP: 36195TXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     470024 | PA      | $425024.86     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                               | BANK 2024-BNK48 A5             | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   28610000 | PA      | $28673122.24   | 0.09%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | EURO-SCHATZ FUT   Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -104 | NC      | $129907.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OBX 2022-INV5 Trust                                           | OBX 2022-INV5 A1               | CUSIP: 67448JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13665976 | PA      | $12669165.87   | 0.04%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   80980000 | PA      | $83283802.34   | 0.27%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10942000 | PA      | $11071036.06   | 0.04%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-1               | GMREV 2023-1 A                 | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24970000 | PA      | $25403701.43   | 0.08%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5056                        | CUSIP: 36202FTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66473 | PA      | $67202.67      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   26542000 | PA      | $26890168.29   | 0.09%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 2YR NOTE (CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       4866 | NC      | $-5200782.11   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 750341                      | CUSIP: 3620C6S63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59600 | PA      | $60610.26      | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                 | DTE ENERGY CO                  | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   15183000 | PA      | $15441308.92   | 0.05%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US ULTRA BOND CBT Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        180 | NC      | $-448469.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 6 4/26                    | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -330750000 | PA      | $-337029090.30 | -1.10%            | 2026-04-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                               | BANK 2018-BN15 A4              | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1590000 | PA      | $1585229.36    | 0.01%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RC1864                      | CUSIP: 3133L8B95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14055743 | PA      | $12677351.52   | 0.04%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8727                      | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8221222 | PA      | $8410887.48    | 0.03%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                  | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11883887.88   | 0.04%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783613                      | CUSIP: 3622A2AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36825 | PA      | $36633.75      | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN5218                      | CUSIP: 3132XKYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30894000 | PA      | $31092444.52   | 0.10%             | 2030-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD1279                      | CUSIP: 3132DNM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6115186 | PA      | $5990869.72    | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                             | HYATT HOTELS                   | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4775623.18    | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30200000 | PA      | $26646315.25   | 0.09%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2755                      | CUSIP: 36179RBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125282 | PA      | $120314.86     | 0.00%             | 2045-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-4 B                  | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   12320000 | PA      | $12489179.47   | 0.04%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                            | ESSEX PORTFOLIO                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2318000 | PA      | $2345301.30    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                         | EFF 2025-3 A4                  | CUSIP: 29375UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24330000 | PA      | $24560302.91   | 0.08%             | 2032-03-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| BANK 2021-BNK35                                               | BANK 2021-BN35 ASB             | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8950000 | PA      | $8418767.38    | 0.03%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   41508000 | PA      | $38714060.50   | 0.13%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2172                      | CUSIP: 36183XMV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37490 | PA      | $34932.82      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13710000 | PA      | $13290795.89   | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4208                      | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22553796 | PA      | $18360810.52   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4680                        | CUSIP: 36202FFV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40007 | PA      | $41154.59      | 0.00%             | 2040-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV2                        | FORDR 2023-2 A                 | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19210000 | PA      | $19638632.73   | 0.06%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                | SFAST 2025-1A B                | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2024109.00    | 0.01%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5156 GM                    | CUSIP: 3137H2VV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13605687 | PA      | $11683728.61   | 0.04%             | 2051-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717796                      | CUSIP: 3620A3NM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1521 | PA      | $1512.34       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                       | SCLP 2025-4 B                  | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7870000 | PA      | $7846819.70    | 0.03%             | 2035-08-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL2998                      | CUSIP: 31427QKL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28275256 | PA      | $28899578.99   | 0.09%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                            | UBS AG STAMFORD                | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   16040000 | PA      | $16015629.02   | 0.05%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 785958                      | CUSIP: 3622ABQK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   57175863 | PA      | $49082448.32   | 0.16%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp             | NATL RURAL UTIL                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    9996000 | PA      | $9811167.54    | 0.03%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   20930000 | PA      | $21368439.26   | 0.07%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                         | CAMDEN PROP TRST               | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9928691.15    | 0.03%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD7527                      | CUSIP: 3132DVLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32761450 | PA      | $26967656.48   | 0.09%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                     | AVALONBAY COMMUN               | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2933246.30    | 0.01%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL2620                      | CUSIP: 31427P4E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3870862 | PA      | $3277255.62    | 0.01%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                  | CANADIAN NATL RR               | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    6900000 | PA      | $6596055.84    | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                  | WLAKE 2025-3A B                | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12870000 | PA      | $12847326.92   | 0.04%             | 2031-07-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08568                      | CUSIP: 3128MJT26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136386 | PA      | $135536.50     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-P1                 | WLAKE 2026-P1 A4               | CUSIP: 96043AAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8320000 | PA      | $8257682.37    | 0.03%             | 2031-03-17      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10412253.76   | 0.03%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1767156 | PA      | $1621465.45    | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                | SFAST 2025-1A A4               | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7710000 | PA      | $7777258.96    | 0.03%             | 2030-12-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q23995                      | CUSIP: 3132M4C86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11520 | PA      | $11449.16      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5684                      | CUSIP: 31418FJ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10744420 | PA      | $10955043.08   | 0.04%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                             | LADAR 2024-2A A4               | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5360000 | PA      | $5417092.04    | 0.02%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5 4/26                    | CUSIP: 21H050649<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -4250000 | PA      | $-4205458.73   | -0.01%            | 2026-04-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   14000000 | PA      | $12513032.78   | 0.04%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784221                      | CUSIP: 3622A2VN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     473301 | PA      | $470427.09     | 0.00%             | 2046-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA0702                      | CUSIP: 3140W0X83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26387437 | PA      | $21468282.71   | 0.07%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2026-A                                | NALT 2026-A A4                 | CUSIP: 65481HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10730000 | PA      | $10642350.92   | 0.03%             | 2030-02-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3833                      | CUSIP: 31418DHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57765299 | PA      | $49285936.34   | 0.16%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8947                      | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     643771 | PA      | $640714.05     | 0.00%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA2608                      | CUSIP: 31418B3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75818 | PA      | $68292.56      | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                    | CD 2017-CD4 A4                 | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     480000 | PA      | $475248.91     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BF9981                      | CUSIP: 3617GHCS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1878012 | PA      | $1748922.37    | 0.01%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5016                        | CUSIP: 36202FSD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50332 | PA      | $48706.47      | 0.00%             | 2041-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS6076                      | CUSIP: 3140LGXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     672136 | PA      | $669299.03     | 0.00%             | 2029-08-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC1615                      | CUSIP: 3140Y7YM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44299097 | PA      | $44555424.63   | 0.15%             | 2055-12-01      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD9143                      | CUSIP: 31418XER5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        693 | PA      | $689.71        | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15010460.41   | 0.05%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15245231.06   | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 890727                      | CUSIP: 31410LSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2639074 | PA      | $2627869.49    | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZL5184                      | CUSIP: 3131XLXM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     605017 | PA      | $554214.51     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7927 | PA      | $7901.50       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CL2804                      | CUSIP: 3617YADH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4294561 | PA      | $3962269.83    | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                    | MIZUHO FINANCIAL               | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5400000 | PA      | $5152064.75    | 0.02%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BJ0648                      | CUSIP: 3140H1WJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10796 | PA      | $10035.77      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733226                      | CUSIP: 3620ALSP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23745 | PA      | $23693.88      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL9766                      | CUSIP: 3140J2Z82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32328900 | PA      | $28541123.55   | 0.09%             | 2030-12-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00788                      | CUSIP: 3132GD2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194789 | PA      | $198089.94     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1            | PFAST 2024-1A A4               | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7110000 | PA      | $7130077.22    | 0.02%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8880                      | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13659986 | PA      | $13970856.22   | 0.05%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   42486000 | PA      | $36807327.45   | 0.12%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                       | GA GLOBAL FNDING               | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24540212.58   | 0.08%             | 2031-12-09      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737036                      | CUSIP: 3620AQY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        845 | PA      | $859.85        | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   84990000 | PA      | $85402015.63   | 0.28%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA5450                      | CUSIP: 31329PBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1374195 | PA      | $1276122.68    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3116                      | CUSIP: 3140QNPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8764467 | PA      | $7809681.44    | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C15                                 | BBCMS 2022-C15 ASB             | CUSIP: 05552FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9864000 | PA      | $9524340.06    | 0.03%             | 2055-04-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG J31851                      | CUSIP: 31307NBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56251 | PA      | $54385.86      | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS5906                      | CUSIP: 3138WFR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     171545 | PA      | $160066.41     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2026-A                           | NAVRL 2026-A A                 | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9060000 | PA      | $8957895.61    | 0.03%             | 2056-01-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                              | BAT CAPITAL CORP               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5053489.94    | 0.02%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD7859                      | CUSIP: 31418VWV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31567 | PA      | $32053.33      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B B                  | CUSIP: 65481RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7655000 | PA      | $7640969.15    | 0.02%             | 2029-07-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 428113                      | CUSIP: 36207CSA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16096 | PA      | $16013.67      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13341193.56   | 0.04%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                     | SLG 2021-OVA A                 | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9025000 | PA      | $8026451.44    | 0.03%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C03668                      | CUSIP: 31292LCD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38059 | PA      | $38693.31      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                       | GA GLOBAL FNDING               | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15169314.03   | 0.05%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40467443.98   | 0.13%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                    | VALET 2024-1 A3                | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   51350000 | PA      | $51693521.23   | 0.17%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FP0031                      | CUSIP: 3140XTA92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4204961 | PA      | $3566690.68    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                | BMWOT 2024-A A4                | CUSIP: 096919AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9040000 | PA      | $9160392.01    | 0.03%             | 2031-04-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ3944                      | CUSIP: 3140NYL25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4800000 | PA      | $4827771.84    | 0.02%             | 2030-05-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736519                      | CUSIP: 3620AQG49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19490 | PA      | $19374.42      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA B                | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5980000 | PA      | $6002307.79    | 0.02%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Bank of New Zealand                                           | BANK NEW ZEALAND               | CUSIP: 06407EAH8<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   20000000 | PA      | $20370600.35   | 0.07%             | 2029-01-30      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698396                      | CUSIP: 36296Q3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3137 | PA      | $3121.11       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                            | HAROT 2024-2 A4                | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22160000 | PA      | $22476265.30   | 0.07%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 941151                      | CUSIP: 31413CBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        921 | PA      | $976.19        | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2018-78 NZ                 | CUSIP: 38380XFR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12783080 | PA      | $11744320.75   | 0.04%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2023-7A A                | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    7170000 | PA      | $7300981.56    | 0.02%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                          | PROG 2024-SFR2 A               | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6811477 | PA      | $6531510.26    | 0.02%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                  | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    8429000 | PA      | $8386355.42    | 0.03%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0949                      | CUSIP: 3618N6BT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1538034 | PA      | $1554250.53    | 0.01%             | 2056-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO1132                      | CUSIP: 3138LRHJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     333159 | PA      | $329915.80     | 0.00%             | 2032-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                    | NAROT 2024-A A4                | CUSIP: 65479UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19160000 | PA      | $19433744.67   | 0.06%             | 2031-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                 | KSA SUKUK LTD                  | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    4621000 | PA      | $4568960.61    | 0.01%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                | LOWE'S COS INC                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     690000 | PA      | $653296.83     | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL0331                      | CUSIP: 31427MLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12909936 | PA      | $13112693.94   | 0.04%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB8114                      | CUSIP: 3132D6AP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2001435 | PA      | $1800783.65    | 0.01%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786219                      | CUSIP: 3622ABYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33481892 | PA      | $28742429.59   | 0.09%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RC1880                      | CUSIP: 3133L8CR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5528536 | PA      | $4986374.41    | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7034393 | PA      | $6717934.09    | 0.02%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                      | WOART 2023-B A4                | CUSIP: 98164QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4390000 | PA      | $4409227.76    | 0.01%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                  | ALPHABET INC                   | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4510000 | PA      | $4477833.12    | 0.01%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                | CARMX 2024-4 A3                | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21950000 | PA      | $22065184.82   | 0.07%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93422000 | PA      | $86415350.00   | 0.28%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                 | DTE ENERGY CO                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   12592000 | PA      | $13192306.99   | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM7906                      | CUSIP: 3140JCYC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16554422 | PA      | $16752499.37   | 0.05%             | 2055-12-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL4719                      | CUSIP: 36184BG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112876 | PA      | $105177.47     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                   | PUBLIC STORAGE                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    9170000 | PA      | $8236695.97    | 0.03%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    8585000 | PA      | $8282974.02    | 0.03%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3305                      | CUSIP: 36182XU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     162366 | PA      | $151467.22     | 0.00%             | 2044-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB9978                      | CUSIP: 3140QWCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22807621 | PA      | $23058917.35   | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                       | ARTHUR J GALLAGH               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    9691000 | PA      | $9720103.13    | 0.03%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH0057                      | CUSIP: 3138A1B34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3898 | PA      | $3880.00       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 28 Ltd                      | GLM 2026-28A A                 | CUSIP: 38140CAC8<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-MBS          | CORP              | KY        |   12030000 | PA      | $12030000.00   | 0.04%             | 2039-10-20      | Floating      | 4.84%                 | Yes           |                  3 | On Loan: No      |
| Meta Platforms Inc                                            | META PLATFORMS                 | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $7353363.84    | 0.02%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22130 | PA      | $21217.01      | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QB5606                      | CUSIP: 3133ACGP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12153673 | PA      | $10411415.05   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD7538                      | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21915427 | PA      | $18094518.54   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                | WFCM 2018-C47 A4               | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    6370000 | PA      | $6357777.24    | 0.02%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                    | CD 2017-CD6 AM                 | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1416442.22    | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD6987                      | CUSIP: 31418UXR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     573067 | PA      | $570765.72     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                         | TRUIST FINANCIAL               | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1718454.85    | 0.01%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM6834                      | CUSIP: 3140XASY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16454265 | PA      | $13456949.66   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 754438                      | CUSIP: 36230N4X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28584 | PA      | $28446.05      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-B41 Mortgage Trust                             | BMARK 2025-B41 AS              | CUSIP: 081935BA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6120000 | PA      | $6215371.63    | 0.02%             | 2068-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06062                      | CUSIP: 3128M8B78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     155477 | PA      | $155004.95     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                      | NIPPON LIFE INS                | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    3655000 | PA      | $3658065.42    | 0.01%             | 2033-04-02      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM7858                      | CUSIP: 3140JCWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22023678 | PA      | $22239190.94   | 0.07%             | 2055-11-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5866                      | CUSIP: 36179UQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      87345 | PA      | $82023.97      | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8044                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   71181991 | PA      | $65668739.18   | 0.21%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35   | MSBAM 2025-C35 A5              | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7260000 | PA      | $7549946.25    | 0.02%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV1 Trust                                          | GCAT 2022-INV1 A1              | CUSIP: 36168YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15463829 | PA      | $13439644.66   | 0.04%             | 2051-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AZ3756                      | CUSIP: 3138YVE62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     638896 | PA      | $596528.52     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                          | PROG 2024-SFR1 A               | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7459863 | PA      | $7184976.40    | 0.02%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BZ4016                      | CUSIP: 3617QYN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21016748 | PA      | $18074602.96   | 0.06%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BO8525                      | CUSIP: 3140K4PK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5744180 | PA      | $5298333.56    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                             | ENTERPRISE PRODU               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   30860000 | PA      | $30806740.14   | 0.10%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                    | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10453975.97   | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CN1777                      | CUSIP: 3617YY6N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1710629 | PA      | $1578269.54    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB5584                      | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8568238 | PA      | $8762916.58    | 0.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                         | HGMT 2025-HGLR A               | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14600000 | PA      | $14920744.48   | 0.05%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   60575000 | PA      | $61373229.24   | 0.20%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3     | GMCAR 2025-3 B                 | CUSIP: 379957AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1290000 | PA      | $1291074.96    | 0.00%             | 2031-09-16      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9488                      | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10408668 | PA      | $10528783.82   | 0.03%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                | MTBAT 2025-1A A4               | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7030000 | PA      | $7128028.43    | 0.02%             | 2032-07-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                       | MERCEDES-BNZ FIN               | CUSIP: 58769JAG2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   29010000 | PA      | $29222620.61   | 0.10%             | 2028-03-30      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ2207                      | CUSIP: 3142GSNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   90346311 | PA      | $93470504.62   | 0.31%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   14105000 | PA      | $12724892.45   | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                       | CBOE GLOBAL MKTS               | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   11833000 | PA      | $10830287.51   | 0.04%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87434                      | CUSIP: 312934HK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34939 | PA      | $35518.69      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO 2024-39 Ltd                                     | OCPA 2024-39A AR               | CUSIP: 67570HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    6050000 | PA      | $6026458.85    | 0.02%             | 2038-04-16      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                      | PMTLT 2025-INV7 A1             | CUSIP: 73015FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9805174 | PA      | $9909353.59    | 0.03%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11373 | PA      | $11498.17      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B B                 | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10630000 | PA      | $10704892.60   | 0.04%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783202                      | CUSIP: 36241LRX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9300 | PA      | $9244.10       | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786474                      | CUSIP: 3622ACCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6061756 | PA      | $6063280.72    | 0.02%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                      | CIFC 2023-2A AR                | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6900000 | PA      | $6879063.33    | 0.02%             | 2037-01-21      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Inc                                         | TEXAS INSTRUMENT               | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    6365000 | PA      | $6050292.19    | 0.02%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748784                      | CUSIP: 3620C42R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34595 | PA      | $34385.35      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 618133                      | CUSIP: 36290UV29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8141 | PA      | $8094.18       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7000000 | PA      | $6186121.97    | 0.02%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5072 YE                    | CUSIP: 3137F9B67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4858854 | PA      | $3739018.55    | 0.01%             | 2051-01-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8161                      | CUSIP: 3132DWB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24417441 | PA      | $20695859.17   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                               | BANK 2019-BN16 A4              | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9590000 | PA      | $9427420.73    | 0.03%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                             | LADAR 2024-2A B                | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3310000 | PA      | $3361305.00    | 0.01%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786901                      | CUSIP: 3622ACRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17054770 | PA      | $17395481.21   | 0.06%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121540 | PA      | $115958.53     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                           | MTLRF 2025-1A A3               | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10210000 | PA      | $10280988.09   | 0.03%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN3127                      | CUSIP: 3132XHPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6200000 | PA      | $5279113.38    | 0.02%             | 2032-10-01      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE3826                      | CUSIP: 3140FPHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7820 | PA      | $7040.97       | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB8628                      | CUSIP: 3140QUSS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24696910 | PA      | $25512345.03   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH1508                      | CUSIP: 3138A2VA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     418052 | PA      | $416257.12     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB8016                      | CUSIP: 3140QT4A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16952335 | PA      | $17749470.67   | 0.06%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD5625                      | CUSIP: 36180HHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64703 | PA      | $60592.90      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                            | SCCU 2024-1A A4                | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3350000 | PA      | $3390981.22    | 0.01%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q57229                      | CUSIP: 3132Y1A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4798008 | PA      | $4592399.12    | 0.02%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1               | COPAR 2024-1 A4                | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2521121.25    | 0.01%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4036                      | CUSIP: 3140J8PW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     897534 | PA      | $808453.03     | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AM1691                      | CUSIP: 3138L12Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2601907 | PA      | $2360010.22    | 0.01%             | 2043-01-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4701                      | CUSIP: 3132DSGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72580899 | PA      | $74926952.90   | 0.25%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                       | MARATHON PETRO                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41039056.34   | 0.13%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   18360000 | PA      | $18162473.80   | 0.06%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1              | SFAST 2026-1A A4               | CUSIP: 81885FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12630000 | PA      | $12468985.18   | 0.04%             | 2032-01-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                         | SBALT 2025-A A4                | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5970000 | PA      | $6011255.69    | 0.02%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2706 | PA      | $2753.17       | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737111                      | CUSIP: 3620AQ3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     282360 | PA      | $280799.90     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                       | TEMASEK FINL I                 | CUSIP: 87973RAU4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    5000000 | PA      | $4355034.87    | 0.01%             | 2030-10-06      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                            | JPMMT 2021-INV6 A2             | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20899179 | PA      | $18136349.04   | 0.06%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5131567.60    | 0.02%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS5250                      | CUSIP: 3140LFZQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6420000 | PA      | $5838458.42    | 0.02%             | 2032-04-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B B                 | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7696543 | PA      | $7707633.69    | 0.03%             | 2033-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2025-B A                 | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30690000 | PA      | $30962785.00   | 0.10%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B               | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $13755458.59   | 0.05%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF1                                      | PMTLT 2025-CNF1 A35            | CUSIP: 729906BM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16000510 | PA      | $16024906.06   | 0.05%             | 2056-10-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSUI                | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   40437000 | PA      | $41289393.73   | 0.14%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9372310.40    | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BQ5154                      | CUSIP: 3617LPWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1516358 | PA      | $1397134.48    | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS7265                      | CUSIP: 3140XPCB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23735402 | PA      | $22527606.98   | 0.07%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC1705                      | CUSIP: 3140Y73P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22055950 | PA      | $22342041.73   | 0.07%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26862275 | PA      | $26387479.26   | 0.09%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                            | VZMT 2025-2 A                  | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   61910000 | PA      | $63154743.89   | 0.21%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SE9006                      | CUSIP: 3133SKAF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2829081 | PA      | $2609495.98    | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS3417                      | CUSIP: 3138WCYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        997 | PA      | $1012.39       | 0.00%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ2686                      | CUSIP: 3140NW6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56567791 | PA      | $57092615.45   | 0.19%             | 2029-12-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                               | HERTZ 2025-6A A                | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |   10420000 | PA      | $10412484.05   | 0.03%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                | WFCM 2017-C38 A5               | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1285000 | PA      | $1267626.03    | 0.00%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25180000 | PA      | $25274868.17   | 0.08%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                        | MSC 2019-L3 A4                 | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18810000 | PA      | $17828575.08   | 0.06%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                             | CISCO SYSTEMS                  | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   12410000 | PA      | $12703048.52   | 0.04%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2020-96 A                  | CUSIP: 3136BDKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10019536 | PA      | $7947987.26    | 0.03%             | 2051-01-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764519                      | CUSIP: 36176FDY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37650 | PA      | $37339.07      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                            | BMO 2024-5C8 A3                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15910000 | PA      | $16369926.28   | 0.05%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2019-M22 A2                | CUSIP: 3136B6XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7200733 | PA      | $6845133.86    | 0.02%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                           | DRIVE 2025-1 C                 | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39230000 | PA      | $39533483.28   | 0.13%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                           | VULCAN MATERIALS               | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    7226000 | PA      | $7335097.33    | 0.02%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                  | CCG 2025-1 A2                  | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6081002 | PA      | $6101017.20    | 0.02%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   18300000 | PA      | $18421319.88   | 0.06%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                               | BANK 2019-BN23 A3              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15870000 | PA      | $14958508.14   | 0.05%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ2657                      | CUSIP: 3142GS5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39674793 | PA      | $40310307.51   | 0.13%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL3036                      | CUSIP: 31427QLS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5529237 | PA      | $5806512.58    | 0.02%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8489                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59004708 | PA      | $57334862.51   | 0.19%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-B A                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33085000 | PA      | $33283943.41   | 0.11%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5116                        | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     379937 | PA      | $384106.69     | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9726                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1884626 | PA      | $1921626.03    | 0.01%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                              | ERP OPERATING LP               | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $950563.48     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22156000 | PA      | $22044011.21   | 0.07%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS4585                      | CUSIP: 3140LFCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6865000 | PA      | $6039462.47    | 0.02%             | 2032-02-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C1139                      | CUSIP: 3142BBHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8823519 | PA      | $8939930.71    | 0.03%             | 2055-09-01      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                      | MTBRV 2026-1A A                | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16184478 | PA      | $16001394.05   | 0.05%             | 2046-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                    | CUSIP: 62954WAE5<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4335000 | PA      | $3817018.42    | 0.01%             | 2031-04-03      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                  | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    6470000 | PA      | $6521801.79    | 0.02%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q02606                      | CUSIP: 3132GF3P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113886 | PA      | $115817.41     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   19610000 | PA      | $20064313.93   | 0.07%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                  | DNB BANK ASA                   | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   10000000 | PA      | $9953654.70    | 0.03%             | 2027-05-25      | Variable      | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Airbnb Inc                                                    | AIRBNB INC                     | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    6340000 | PA      | $6334564.39    | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16874 | PA      | $16821.82      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BH5275                      | CUSIP: 3140GT2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5920791 | PA      | $5650961.47    | 0.02%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A B                 | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3850000 | PA      | $3881715.15    | 0.01%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS8937                      | CUSIP: 3140XQ4X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17213351 | PA      | $17057413.51   | 0.06%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   38400000 | PA      | $34831951.27   | 0.11%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD7992                      | CUSIP: 31418V3A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1620 | PA      | $1612.89       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM9540                      | CUSIP: 3140XDS64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2929352 | PA      | $2390247.77    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                           | NAVEL 2025-A A                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12298582 | PA      | $12320125.68   | 0.04%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                 | KROGER CO                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   43442000 | PA      | $42913110.07   | 0.14%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                          | LOCKHEED MARTIN                | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   15050000 | PA      | $15065326.92   | 0.05%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B               | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   43050000 | PA      | $43211403.36   | 0.14%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS4768                      | CUSIP: 3132A5JM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9922823 | PA      | $9214659.52    | 0.03%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA A4               | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8150000 | PA      | $8150599.03    | 0.03%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                   | PNC BANK NA                    | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4955020.15    | 0.02%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4842                      | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48036483 | PA      | $48588268.82   | 0.16%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                             | BMARK 2022-B36 A5              | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22810000 | PA      | $22072951.88   | 0.07%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08864                      | CUSIP: 3128MJ6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157421 | PA      | $158674.88     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                            | TCN 2024-SFR4 A                | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7936515 | PA      | $7775492.84    | 0.03%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10114974.66   | 0.03%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                         | UBSCM 2017-C7 A4               | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1710000 | PA      | $1687441.17    | 0.01%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-D A                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17230000 | PA      | $17419809.13   | 0.06%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd                                   | NATL AUSTRALIABK               | CUSIP: 632525BS9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $10226619.56   | 0.03%             | 2034-06-11      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| RR 44 Ltd                                                     | RRAM 2026-44A A1A              | CUSIP: 78109WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10120000 | PA      | $10102174.63   | 0.03%             | 2041-04-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 796386                      | CUSIP: 36177RCY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6358 | PA      | $6096.96       | 0.00%             | 2043-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   15870000 | PA      | $16046909.12   | 0.05%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3222                      | CUSIP: 3140LDSL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11676057 | PA      | $10413027.86   | 0.03%             | 2031-10-01      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-2A A                | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15350000 | PA      | $15639996.81   | 0.05%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 6.5 4/26                  | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61250000 | PA      | $63345901.50   | 0.21%             | 2026-04-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                           | FORDO 2024-D B                 | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3830000 | PA      | $3869593.77    | 0.01%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                            | VZMT 2024-5 A                  | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11440000 | PA      | $11665251.31   | 0.04%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A A3               | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17150000 | PA      | $17155940.76   | 0.06%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AT5124                      | CUSIP: 3138WSVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247622 | PA      | $232492.77     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                 | SDART 2024-1 B                 | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1535149 | PA      | $1539590.04    | 0.01%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0208                      | CUSIP: 3618N5GS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6201258 | PA      | $6406657.43    | 0.02%             | 2055-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                  | HUNTINGTON NATL                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5001542.53    | 0.02%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1095000 | PA      | $1084917.35    | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QU7237                      | CUSIP: 3133JLBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     594045 | PA      | $552949.50     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                  | CAS 2025-R05 2A1               | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10720722 | PA      | $10711050.62   | 0.04%             | 2045-07-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust 2024-1                      | GRNST 2024-1A A3               | CUSIP: 39573AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10276175 | PA      | $10324718.80   | 0.03%             | 2029-01-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A B                 | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1213218 | PA      | $1230916.21    | 0.00%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                         | HART 2024-C A4                 | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7030000 | PA      | $7060450.45    | 0.02%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                            | ALLYA 2024-1 A4                | CUSIP: 02008FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13020000 | PA      | $13164344.93   | 0.04%             | 2029-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                         | HART 2025-C B                  | CUSIP: 44935JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5860000 | PA      | $5817103.63    | 0.02%             | 2032-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2026-1                   | VFET 2026-1A A4                | CUSIP: 92886FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3480000 | PA      | $3448379.68    | 0.01%             | 2033-01-17      | Fixed         | 4.04%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2               | GMREV 2023-2 A                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28020000 | PA      | $28985818.58   | 0.09%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5443                      | CUSIP: 31418FBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23340837 | PA      | $23046238.29   | 0.08%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764429                      | CUSIP: 36176FA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10018 | PA      | $10174.27      | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QU7298                      | CUSIP: 3133JLDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2218029 | PA      | $2045871.74    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5770                      | CUSIP: 31418FMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9777130 | PA      | $9706347.71    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                       | OMFIT 2025-1A A                | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   52670000 | PA      | $52777120.25   | 0.17%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3561                      | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1602899 | PA      | $1571925.92    | 0.01%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD7503                      | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14566793 | PA      | $13522650.74   | 0.04%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                    | CAPITAL ONE FINL               | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   18670000 | PA      | $18384745.62   | 0.06%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU7831                      | CUSIP: 3140M9VZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27248867 | PA      | $23504466.42   | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6033                      | CUSIP: 36179UV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     522575 | PA      | $517970.37     | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A86041                      | CUSIP: 312932WA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1976 | PA      | $1970.09       | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                 | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $10157956.05   | 0.03%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   15220000 | PA      | $15270472.67   | 0.05%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07568                      | CUSIP: 3128M9W57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51749 | PA      | $51578.06      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD2741                      | CUSIP: 3132DQBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15083363 | PA      | $15586094.67   | 0.05%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3311                      | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     562410 | PA      | $539049.94     | 0.00%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A A4                | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7280000 | PA      | $7347702.54    | 0.02%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                | GALC 2025-1 A3                 | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6820000 | PA      | $6847814.69    | 0.02%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | GBP/USD FWD 20260617           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $23466.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1691000 | PA      | $1688958.39    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                            | SCCU 2025-1A A4                | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2420000 | PA      | $2430251.60    | 0.01%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12265000 | PA      | $11392115.91   | 0.04%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3              | SFAST 2025-3A B                | CUSIP: 78398KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9450000 | PA      | $9407235.92    | 0.03%             | 2031-11-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                  | CAS 2024-R06 1A1               | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800597 | PA      | $800348.63     | 0.00%             | 2044-09-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1        | AHART 2025-1A B                | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1480000 | PA      | $1467947.77    | 0.00%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A A3                | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7590000 | PA      | $7571482.68    | 0.02%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                    | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   41925000 | PA      | $41037771.42   | 0.13%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS5454                      | CUSIP: 3140XMBY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40269422 | PA      | $37445846.64   | 0.12%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                       | SCLP 2026-1 B                  | CUSIP: 83408AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5770000 | PA      | $5733384.16    | 0.02%             | 2035-12-26      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7000000 | PA      | $6413722.47    | 0.02%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                         | QUEST DIAGNOSTIC               | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   11430000 | PA      | $11512113.98   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2021-M1 A2                 | CUSIP: 3136BDUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8400000 | PA      | $7445292.12    | 0.02%             | 2030-11-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13040000 | PA      | $13271055.71   | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3800000 | PA      | $3825263.86    | 0.01%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5013 EA                    | CUSIP: 3137FW2K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4069325 | PA      | $3094987.18    | 0.01%             | 2050-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $13017854.99   | 0.04%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33860000 | PA      | $32784627.91   | 0.11%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   11500000 | PA      | $11328944.55   | 0.04%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                    | NAVSL 2023-BA A1B              | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1519761 | PA      | $1527479.76    | 0.00%             | 2072-03-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                           | OCP 2023-30A AR                | CUSIP: 67578RAL5<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |   10050000 | PA      | $10038739.98   | 0.03%             | 2039-01-24      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD7539                      | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16594394 | PA      | $13649338.61   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust          | CADILLAC FAIRVIE               | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   24580000 | PA      | $24327958.56   | 0.08%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                     | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5675000 | PA      | $5594261.95    | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7933359.15    | 0.03%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AV1810                      | CUSIP: 36195CAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1633672 | PA      | $1477267.82    | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5387                      | CUSIP: 36179T6Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     160299 | PA      | $146593.92     | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4077                      | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21536849 | PA      | $17546385.70   | 0.06%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 956943                      | CUSIP: 31413VS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50619 | PA      | $54546.42      | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q00184                      | CUSIP: 3132GDFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     393873 | PA      | $400546.58     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD0671                      | CUSIP: 3132DMW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21667196 | PA      | $17788001.15   | 0.06%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                  | HUNTINGTON BANCS               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   20400000 | PA      | $21151497.92   | 0.07%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96634                      | CUSIP: 312945LP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51474 | PA      | $51324.13      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 724138                      | CUSIP: 3620AAPX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176599 | PA      | $175555.91     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                          | UNITED MEXICAN                 | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3050000 | PA      | $2931146.50    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13684144.84   | 0.04%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA6773                      | CUSIP: 3133KNQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68964471 | PA      | $56380324.25   | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS               | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10178088.41   | 0.03%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3098                      | CUSIP: 3140LDNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13750000 | PA      | $12039285.50   | 0.04%             | 2031-08-01      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1               | GMREV 2024-1 A                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11540000 | PA      | $11754294.34   | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29113 | PA      | $28027.82      | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                    | PFIZER INC                     | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5155000 | PA      | $5113676.02    | 0.02%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G18554                      | CUSIP: 3128MMTL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2994 | PA      | $2892.86       | 0.00%             | 2030-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    8220000 | PA      | $8223239.59    | 0.03%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD7552                      | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18081495 | PA      | $15495119.89   | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783342                      | CUSIP: 36241LWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2574500 | PA      | $2602754.39    | 0.01%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2017-112 ZC                | CUSIP: 3136B0PY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3793078 | PA      | $3103487.39    | 0.01%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1678                      | CUSIP: 36179N2K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413417 | PA      | $397826.09     | 0.00%             | 2044-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                  | COMCAST CORP                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11042449.83   | 0.04%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                               | EASTERN ENERGY                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $18149572.80   | 0.06%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30027335.76   | 0.10%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 10YR NOTE (CBT)Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        417 | NC      | $-281058.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6541                      | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   32576745 | PA      | $29152505.90   | 0.10%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171719 | PA      | $147706.81     | 0.00%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24529                      | CUSIP: 3132M4VW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25639 | PA      | $25452.03      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5649                      | CUSIP: 31418FH34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12106911 | PA      | $12704827.54   | 0.04%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL3006                      | CUSIP: 36183YKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73637 | PA      | $67319.38      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A A4                | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8250000 | PA      | $8318835.53    | 0.03%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                             | HEALTHPEAK OP                  | CUSIP: 42250GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6894000 | PA      | $6916331.53    | 0.02%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA7405                      | CUSIP: 3133KPGN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5659537 | PA      | $5505574.81    | 0.02%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ2401                      | CUSIP: 3142GSU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11840385 | PA      | $11772343.28   | 0.04%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANS                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7279781.73    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                  | COMCAST CORP                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8874198.78    | 0.03%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A91623                      | CUSIP: 312939YU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55620 | PA      | $55454.22      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS5718                      | CUSIP: 3140XMK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42565544 | PA      | $38128056.04   | 0.12%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS4925                      | CUSIP: 3140XLPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6375157 | PA      | $5896273.62    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8878                      | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18493786 | PA      | $18405970.51   | 0.06%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN5187                      | CUSIP: 3132XKXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18801000 | PA      | $18864161.96   | 0.06%             | 2029-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM5245                      | CUSIP: 3140X8ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26011522 | PA      | $24262332.63   | 0.08%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 950720                      | CUSIP: 31413NVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58867 | PA      | $63058.88      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737453                      | CUSIP: 3620ARH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      70310 | PA      | $69902.12      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A B                | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4370000 | PA      | $4389387.07    | 0.01%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2026-CNF1                                      | PMTLT 2026-CNF1 A26            | CUSIP: 729920BE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19505395 | PA      | $19469543.70   | 0.06%             | 2057-01-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                        | COMMONWEALTH EDI               | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   11320000 | PA      | $11419704.43   | 0.04%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ3891                      | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12851863 | PA      | $13268169.82   | 0.04%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ0662                      | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6982461 | PA      | $7240421.45    | 0.02%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778793                      | CUSIP: 36176W7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187083 | PA      | $176433.11     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2026-1                             | LADAR 2026-1A A4               | CUSIP: 505708AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14500000 | PA      | $14353577.55   | 0.05%             | 2031-12-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ1658                      | CUSIP: 3142GRZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17155607 | PA      | $17546468.74   | 0.06%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ4994                      | CUSIP: 3140Q0RQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7752000 | PA      | $7708960.90    | 0.03%             | 2030-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                   | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3526247.72    | 0.01%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD1140                      | CUSIP: 3132DNHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16207890 | PA      | $16071602.56   | 0.05%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                | PILOT 2025-1A A4               | CUSIP: 73329KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5970000 | PA      | $6023753.88    | 0.02%             | 2030-11-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                     | PG&E RECOV FND                 | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1906365 | PA      | $1929554.41    | 0.01%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786963                      | CUSIP: 3622ACTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     730568 | PA      | $754625.80     | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-3A B                | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6460000 | PA      | $6483684.94    | 0.02%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AA0647                      | CUSIP: 31416HWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207051 | PA      | $213801.50     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                              | ERP OPERATING LP               | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1308689.26    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G18480                      | CUSIP: 3128MMRA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11935 | PA      | $11695.89      | 0.00%             | 2028-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08808                      | CUSIP: 3128MJ3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1297059 | PA      | $1207182.81    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZM6238                      | CUSIP: 3131Y04X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     348955 | PA      | $324051.31     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                         | EFF 2024-3 A4                  | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4050000 | PA      | $4108980.96    | 0.01%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                          | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   31322000 | PA      | $32650585.68   | 0.11%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                           | FORDO 2025-B B                 | CUSIP: 34532BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10630000 | PA      | $10549908.27   | 0.03%             | 2031-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3067                      | CUSIP: 31418CMR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55199 | PA      | $51379.95      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                            | JPMMT 2021-INV4 A2             | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23407789 | PA      | $20313326.14   | 0.07%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA6294                      | CUSIP: 36178D7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65027 | PA      | $59822.84      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                          | PROGRESSIVE CORP               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    8620000 | PA      | $8243970.03    | 0.03%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                 | BBCMS 2025-C35 AS              | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3660000 | PA      | $3771782.62    | 0.01%             | 2058-07-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                   | PPL ELECTRIC UTI               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    9950000 | PA      | $9934737.62    | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                   | CENCORA INC                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    9690000 | PA      | $9727328.76    | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                   | PUBLIC STORAGE                 | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3304186.98    | 0.01%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL3653                      | CUSIP: 3140HVBX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5689166 | PA      | $5389727.26    | 0.02%             | 2029-09-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                               | BANK 2018-BN10 ASB             | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     345056 | PA      | $343004.48     | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ3271                      | CUSIP: 36182XT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     161479 | PA      | $154359.10     | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                         | GSK CONSUMER                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    8185000 | PA      | $7709315.21    | 0.03%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU5904                      | CUSIP: 3138X5R25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     236231 | PA      | $231501.34     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2025-1                   | TALNT 2025-1A A                | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-CBDO         | CORP              | US        |   66430000 | PA      | $66955182.29   | 0.22%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-6INV                             | FSMT 2021-6INV A4              | CUSIP: 33851GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5314871 | PA      | $4418193.46    | 0.01%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                      | WOART 2025-A A4                | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13280000 | PA      | $13446837.97   | 0.04%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD2260                      | CUSIP: 3133AYQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     315804 | PA      | $280315.23     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-INV1      | MSRM 2026-INV1 A9              | CUSIP: 61780JAM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16675155 | PA      | $16672353.90   | 0.05%             | 2061-02-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                          | PROG 2025-SFR6 B               | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6860000 | PA      | $6478728.75    | 0.02%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BMO 2026-C14 Mortgage Trust                                   | BMO 2026-C14 A5                | CUSIP: 096942AV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15320000 | PA      | $15508221.52   | 0.05%             | 2059-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 678652                      | CUSIP: 36295R5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130911 | PA      | $129996.32     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                             | GENERAL MILLS IN               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   22640000 | PA      | $22781394.46   | 0.07%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QU7350                      | CUSIP: 3133JLEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2216703 | PA      | $2044649.19    | 0.01%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738652                      | CUSIP: 3620ASTH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15712 | PA      | $15583.26      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741273                      | CUSIP: 3620AVQ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4429 | PA      | $4402.01       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS5640                      | CUSIP: 3138WFHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     348462 | PA      | $325544.68     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2026-1                  | GMALT 2026-1 B                 | CUSIP: 36273VAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2430000 | PA      | $2415351.23    | 0.01%             | 2030-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $31033461.09   | 0.10%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA0081                      | CUSIP: 31417YCT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3671 | PA      | $3897.11       | 0.00%             | 2039-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8129                      | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17776386 | PA      | $15078110.53   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS3099                      | CUSIP: 3140XJNR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30767267 | PA      | $27580414.79   | 0.09%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                   | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4671282.22    | 0.02%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $6071221.79    | 0.02%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AT2364                      | CUSIP: 36194ATV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2782209 | PA      | $2515845.61    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU               | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   21270000 | PA      | $21324385.48   | 0.07%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                              | MANUF & TRADERS                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   37726000 | PA      | $37921300.47   | 0.12%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-67 LG                 | CUSIP: 38382R2Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3775501 | PA      | $3018927.46    | 0.01%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC2106                      | CUSIP: 3140Y8KU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19566602 | PA      | $19299582.53   | 0.06%             | 2056-02-01      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3875                      | CUSIP: 36179SJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42293 | PA      | $40505.85      | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23234105 | PA      | $20741073.82   | 0.07%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                    | TAOT 2024-B A4                 | CUSIP: 89237NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14340000 | PA      | $14599581.25   | 0.05%             | 2029-07-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                | MTBAT 2025-1A A3               | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12150000 | PA      | $12240817.61   | 0.04%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   24660000 | PA      | $24692784.44   | 0.08%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QU7243                      | CUSIP: 3133JLBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     441190 | PA      | $410668.34     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   25230000 | PA      | $25192318.63   | 0.08%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                 | BBCMS 2024-C24 A5              | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9138000 | PA      | $9358798.75    | 0.03%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-28L                        | NYC 2025-28L A                 | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5080000 | PA      | $5058527.86    | 0.02%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5977                      | CUSIP: 36179UUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     153040 | PA      | $143716.16     | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB1238                      | CUSIP: 3140QLLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32178558 | PA      | $24951910.44   | 0.08%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 762210                      | CUSIP: 36176CR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10696 | PA      | $10293.71      | 0.00%             | 2041-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AV1816                      | CUSIP: 36195CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3869248 | PA      | $3498813.56    | 0.01%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                         | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |    5000000 | PA      | $4515134.60    | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                            | META PLATFORMS                 | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   28084000 | PA      | $27792421.54   | 0.09%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q33402                      | CUSIP: 3132QPX82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44829 | PA      | $40897.10      | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AZ4775                      | CUSIP: 3138YWJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     343489 | PA      | $320542.10     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787764                      | CUSIP: 3622ADQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29631264 | PA      | $30925140.24   | 0.10%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                             | CISCO SYSTEMS                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   19960000 | PA      | $20237027.31   | 0.07%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                               | BANK 2021-BN35 A5              | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4150000 | PA      | $3665300.34    | 0.01%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB1367                      | CUSIP: 3140QLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25711691 | PA      | $21003934.35   | 0.07%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                               | HERTZ 2025-5A A                | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |    8900000 | PA      | $8873226.13    | 0.03%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| General Electric Co                                           | GENERAL ELECTRIC               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   21213000 | PA      | $21204200.83   | 0.07%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9242                      | CUSIP: 36179YHT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3412572 | PA      | $3491300.34    | 0.01%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD7557                      | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55961541 | PA      | $54561573.85   | 0.18%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM0874                      | CUSIP: 36184K6K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43126 | PA      | $40221.96      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                          | UNITED MEXICAN                 | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    2862000 | PA      | $2892296.48    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                            | JPMMT 2021-INV6 A2A            | CUSIP: 46654FAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8080128 | PA      | $6716921.77    | 0.02%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08416                      | CUSIP: 3128MJPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13047 | PA      | $13010.98      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-2               | COPAR 2023-2 A4                | CUSIP: 14044EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20300000 | PA      | $20636742.49   | 0.07%             | 2028-11-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A B                | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2330000 | PA      | $2321605.71    | 0.01%             | 2034-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4653                      | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     659031 | PA      | $629383.03     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12330000 | PA      | $10864903.64   | 0.04%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8346                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22206125 | PA      | $20948636.87   | 0.07%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE5639                      | CUSIP: 31419GHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24909 | PA      | $24764.34      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                        | BAAT 2024-1A A4                | CUSIP: 09709AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5600000 | PA      | $5669559.28    | 0.02%             | 2030-06-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10128832.07   | 0.03%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5319                      | CUSIP: 36179T4C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     527356 | PA      | $482266.91     | 0.00%             | 2048-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS8382                      | CUSIP: 3140XQJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6372605 | PA      | $6131569.79    | 0.02%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                             | BAAT 2023-2A A4                | CUSIP: 06054YAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7725000 | PA      | $7831888.51    | 0.03%             | 2029-11-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8725                      | CUSIP: 36179XVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1783294 | PA      | $1775940.82    | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL7468                      | CUSIP: 3138EQJN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     188186 | PA      | $191118.87     | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4143                      | CUSIP: 3132E0S86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11276710 | PA      | $9586162.96    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3040000 | PA      | $2996958.16    | 0.01%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1601                      | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197709 | PA      | $190314.21     | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3.5 5/26                  | CUSIP: 01F032658<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -32750000 | PA      | $-29972646.08  | -0.10%            | 2026-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2023-5A A                | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    8450000 | PA      | $8553744.03    | 0.03%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736666                      | CUSIP: 3620AQMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25566 | PA      | $25420.74      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC1077                      | CUSIP: 3140Y7FT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20681492 | PA      | $20579557.35   | 0.07%             | 2055-09-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                      | PMTLT 2024-INV1 A9             | CUSIP: 73015BAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4502215 | PA      | $4505215.70    | 0.01%             | 2059-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15243661.27   | 0.05%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                            | CMDC 2026-1A A21               | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16930000 | PA      | $16789215.20   | 0.05%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                    | PROG 2025-SFR1 A               | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18893871 | PA      | $17983669.71   | 0.06%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS6393                      | CUSIP: 3138WGC77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     159189 | PA      | $148333.59     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                            | ANALOG DEVICES                 | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   14030000 | PA      | $12374832.29   | 0.04%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSUI                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   21350000 | PA      | $19213786.13   | 0.06%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5194 H                     | CUSIP: 3137H5S81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16758431 | PA      | $15332283.73   | 0.05%             | 2047-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                             | UNION ELECTRIC                 | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7623165.68    | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                            | BMO 2025-C11 A5                | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24760000 | PA      | $25779124.08   | 0.08%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2026-R01                  | CAS 2026-R01 2A1               | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13654426 | PA      | $13569085.87   | 0.04%             | 2046-01-25      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                  | ARIFL 2024-B A3                | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5620000 | PA      | $5698628.30    | 0.02%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23300000 | PA      | $22159143.49   | 0.07%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171685 | PA      | $166204.53     | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-2A B                | CUSIP: 00833KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12900000 | PA      | $12901548.00   | 0.04%             | 2035-04-16      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8275                      | CUSIP: 36178GFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42463 | PA      | $39928.04      | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67267 | PA      | $60932.32      | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4431 Z                     | CUSIP: 3137BFXR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2707574 | PA      | $2459483.67    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                         | NFMOT 2025-1A A                | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30800000 | PA      | $30910217.80   | 0.10%             | 2030-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QA1442                      | CUSIP: 31334XS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4248759 | PA      | $3944209.39    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ3903                      | CUSIP: 3142GUKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8142092 | PA      | $8522406.99    | 0.03%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                      | WOART 2023-D A4                | CUSIP: 98164DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9905000 | PA      | $10123528.07   | 0.03%             | 2029-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                 | SUTTER HEALTH                  | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    3785000 | PA      | $3839753.92    | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                          | LOCKHEED MARTIN                | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   15853000 | PA      | $15983675.32   | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM9819                      | CUSIP: 3140XD4D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46121174 | PA      | $41183293.55   | 0.13%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU9260                      | CUSIP: 3138X9JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54750 | PA      | $53592.60      | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                             | KINDER MORGAN                  | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   23500000 | PA      | $23865004.50   | 0.08%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5110000 | PA      | $4633422.79    | 0.02%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS6296                      | CUSIP: 3140LG7J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6735948 | PA      | $6506382.67    | 0.02%             | 2032-08-01      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4399                      | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2575220 | PA      | $2182717.76    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24095000 | PA      | $21788726.40   | 0.07%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                          | CHENIERE CORP CH               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   58855000 | PA      | $59177894.53   | 0.19%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BQ6118                      | CUSIP: 3140KRYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1945278 | PA      | $1651220.18    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10845000 | PA      | $11305621.74   | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                          | PROG 2022-SFR5 A               | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5039527 | PA      | $5016977.32    | 0.02%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                   | CGCMT 2018-B2 A4               | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5620000 | PA      | $5562017.34    | 0.02%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS8769                      | CUSIP: 3140XQW78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12544102 | PA      | $11578304.94   | 0.04%             | 2053-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM6496                      | CUSIP: 3140JBGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37073529 | PA      | $32775142.06   | 0.11%             | 2030-12-01      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733602                      | CUSIP: 3620AMAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10225 | PA      | $10401.30      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                  | WLAKE 2025-2A B                | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7470000 | PA      | $7500919.08    | 0.02%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS2263                      | CUSIP: 3140XHQR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37311082 | PA      | $37516419.33   | 0.12%             | 2050-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2201299 | PA      | $2098828.80    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                    | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    3990000 | PA      | $3999170.17    | 0.01%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS7684                      | CUSIP: 3140LJRE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2154649 | PA      | $2127937.53    | 0.01%             | 2033-02-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01798                      | CUSIP: 3132GE7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     192548 | PA      | $191907.86     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-INV1                                 | RCKT 2024-INV1 A1              | CUSIP: 74938QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21894156 | PA      | $22361114.94   | 0.07%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AF5097                      | CUSIP: 36181LUW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     125897 | PA      | $120711.59     | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-2    | GALC 2024-2 A4                 | CUSIP: 39154GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9430000 | PA      | $9600090.80    | 0.03%             | 2031-05-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                                | PMTLT 2026-INV4 A1             | CUSIP: 69383UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $20333594.00   | 0.07%             | 2057-03-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   27436000 | PA      | $28150751.74   | 0.09%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                            | BANCO SANTANDER                | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15200000 | PA      | $15392020.40   | 0.05%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2              | SFAST 2025-2A B                | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3760000 | PA      | $3777090.33    | 0.01%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717173                      | CUSIP: 3620A2XA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8876 | PA      | $8833.47       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q34970                      | CUSIP: 3132QRQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9852 | PA      | $9728.38       | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                     | AVALONBAY COMMUN               | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4698046.62    | 0.02%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RE6030                      | CUSIP: 3133N3VX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1666083 | PA      | $1536766.14    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                    | CNH 2024-A A4                  | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7750000 | PA      | $7849269.75    | 0.03%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                | BBCMS 2024-5C25 A3             | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7746650.25    | 0.03%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                              | ERP OPERATING LP               | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     525000 | PA      | $502483.64     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Israel                                               | STATE OF ISRAEL                | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     435000 | PA      | $398904.73     | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786742                      | CUSIP: 3622ACLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     478720 | PA      | $448261.92     | 0.00%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6995000 | PA      | $7133897.92    | 0.02%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCI 2.5 5/26                  | CUSIP: 01F022451<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -4500000 | PA      | $-4244238.45   | -0.01%            | 2026-05-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A B                  | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4240000 | PA      | $4272338.90    | 0.01%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE4266                      | CUSIP: 3140FPW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135653 | PA      | $122147.06     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                            | BANCO SANTANDER                | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9229000 | PA      | $9448700.68    | 0.03%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                            | PUBLIC SERVICE                 | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10168983.76   | 0.03%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS3795                      | CUSIP: 3140XKGD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10060446 | PA      | $9351892.80    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q32916                      | CUSIP: 3132QPG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93267 | PA      | $84877.09      | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786661                      | CUSIP: 3622ACJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28588991 | PA      | $29160127.67   | 0.10%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q03088                      | CUSIP: 3132GJCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2564880 | PA      | $2553548.16    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                  | NISOURCE INC                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1320356.16    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783050                      | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15502 | PA      | $15671.61      | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q36893                      | CUSIP: 3132QTUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     255795 | PA      | $238920.77     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                         | HART 2023-C A4                 | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11320000 | PA      | $11534534.38   | 0.04%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2026-A                          | MMAF 2026-A A4                 | CUSIP: 06764QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4030000 | PA      | $3999108.04    | 0.01%             | 2045-11-13      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2026-1 LLC                         | EFF 2026-1 A4                  | CUSIP: 29376JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11340000 | PA      | $11257756.65   | 0.04%             | 2032-09-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS               | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7260000 | PA      | $7476008.02    | 0.02%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE3782                      | CUSIP: 3140FPFY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31669 | PA      | $31961.65      | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                  | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   15685000 | PA      | $15934075.40   | 0.05%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                 | SDART 2025-3 B                 | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9280000 | PA      | $9303058.94    | 0.03%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                | LOWE'S COS INC                 | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   11545000 | PA      | $11243009.03   | 0.04%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AC8568                      | CUSIP: 31417VQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1622 | PA      | $1615.07       | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA7135                      | CUSIP: 3133KN4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29834867 | PA      | $25404132.43   | 0.08%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K153 A3                   | CUSIP: 3137BXHC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22212000 | PA      | $20861101.70   | 0.07%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM7382                      | CUSIP: 3140XBFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1454120 | PA      | $1295256.20    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6820000 | PA      | $6671895.32    | 0.02%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 443383                      | CUSIP: 36207VRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177896 | PA      | $176922.66     | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   19420000 | PA      | $19483920.80   | 0.06%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL3650                      | CUSIP: 3140HVBU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4361977 | PA      | $4083222.17    | 0.01%             | 2031-09-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739635                      | CUSIP: 3620ATV46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61819 | PA      | $58363.38      | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2026-1               | AMCAR 2026-1 B                 | CUSIP: 03066CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12880000 | PA      | $12804813.00   | 0.04%             | 2032-11-18      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720159                      | CUSIP: 3620A6B48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        767 | PA      | $763.01        | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                    | MIZUHO FINANCIAL               | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   15000000 | PA      | $15569877.45   | 0.05%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-C66                | WFCM 2026-C66 A5               | CUSIP: 95005CAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29980000 | PA      | $31006743.05   | 0.10%             | 2059-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                       | CSAIL 2016-C7 A4               | CUSIP: 12637UAV1<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    1115477 | PA      | $1112325.62    | 0.00%             | 2049-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                    | BMO 2024-C8 AS                 | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3070000 | PA      | $3168935.05    | 0.01%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1A A3               | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3750000 | PA      | $3741153.38    | 0.01%             | 2029-12-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BB3761                      | CUSIP: 3617AUFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3038422 | PA      | $2851750.00    | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 934429                      | CUSIP: 31412TSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6226 | PA      | $6740.68       | 0.00%             | 2038-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                            | META PLATFORMS                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   51224000 | PA      | $50240929.67   | 0.16%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   26734000 | PA      | $27113367.59   | 0.09%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                 | BBCMS 2024-C26 A5              | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12610000 | PA      | $13245718.02   | 0.04%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ2385                      | CUSIP: 3142GSUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20722138 | PA      | $21808244.96   | 0.07%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2021-86 EA                 | CUSIP: 3136BKB76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  112910978 | PA      | $96568830.47   | 0.32%             | 2049-09-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                      | EAGLE LUXCO                    | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |   61490000 | PA      | $61723046.38   | 0.20%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                          | LOCKHEED MARTIN                | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5895000 | PA      | $5326782.49    | 0.02%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                            | KCOT 2023-2A A4                | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6520000 | PA      | $6589757.48    | 0.02%             | 2028-06-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $5511207.82    | 0.02%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AK6860                      | CUSIP: 36183QTR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133276 | PA      | $121121.64     | 0.00%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3754                      | CUSIP: 36179DE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9662 | PA      | $9082.73       | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM8685                      | CUSIP: 3140XCUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1766946 | PA      | $1570040.55    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AU7269                      | CUSIP: 36194VCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     584241 | PA      | $528307.22     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                    | LADAR 2025-1A A4               | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7730000 | PA      | $7782117.21    | 0.03%             | 2030-04-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7295000 | PA      | $7330300.93    | 0.02%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS6026                      | CUSIP: 3140XMVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3286648 | PA      | $3131728.77    | 0.01%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                | BNP PARIBAS                    | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10325119.48   | 0.03%             | 2033-01-13      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5755447.31    | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 B                  | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1900000 | PA      | $1918771.24    | 0.01%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2025-2 B                 | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   11091000 | PA      | $11024129.03   | 0.04%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732087                      | CUSIP: 3620AKJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127536 | PA      | $126802.89     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2437                      | CUSIP: 36180DV61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4187 | PA      | $3927.44       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                   | CITIBANK NA                    | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   28675000 | PA      | $29710818.00   | 0.10%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                 | CHAOT 2025-1A B                | CUSIP: 16145NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3390000 | PA      | $3395294.84    | 0.01%             | 2030-11-25      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| BMO 2026-C14 Mortgage Trust                                   | BMO 2026-C14 AS                | CUSIP: 096942AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2232639.68    | 0.01%             | 2059-02-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                         | QUEST DIAGNOSTIC               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   15245000 | PA      | $15153817.03   | 0.05%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   27875000 | PA      | $28280160.97   | 0.09%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235363 | PA      | $226452.99     | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 758419                      | CUSIP: 36230TK84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3643 | PA      | $3619.14       | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG D98758                      | CUSIP: 3128E5WT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18641 | PA      | $18512.29      | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                       | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   21180000 | PA      | $21440319.03   | 0.07%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                        | TAKEOFF MERGER                 | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    6130000 | PA      | $6088825.41    | 0.02%             | 2029-03-24      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     115219 | PA      | $106159.70     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA5478                      | CUSIP: 3133KMCP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50069400 | PA      | $42844891.48   | 0.14%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0933                      | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94067 | PA      | $86374.85      | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3058                      | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21734801 | PA      | $20744274.10   | 0.07%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784210                      | CUSIP: 3622A2VB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57235 | PA      | $56315.88      | 0.00%             | 2046-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AT8111                      | CUSIP: 36194HAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     676537 | PA      | $611767.11     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AZ8655                      | CUSIP: 3140E1TM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247117 | PA      | $230686.43     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8802551.94    | 0.03%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ3063                      | CUSIP: 3142GTMM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56303277 | PA      | $57187554.22   | 0.19%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                      | RTX CORP                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   11326000 | PA      | $9978114.19    | 0.03%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5159 UA                    | CUSIP: 3137H3US9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5709667 | PA      | $5109044.11    | 0.02%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q09219                      | CUSIP: 3132GUSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1372214 | PA      | $1365997.50    | 0.00%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2026-A                      | WOART 2026-A B                 | CUSIP: 98190AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7680000 | PA      | $7593905.66    | 0.02%             | 2032-03-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786912                      | CUSIP: 3622ACR93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24867201 | PA      | $25387298.12   | 0.08%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                    | EATON CORP                     | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $8167325.39    | 0.03%             | 2029-03-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DD0522                      | CUSIP: 3618HSSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     608908 | PA      | $630614.93     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   23870000 | PA      | $23895716.59   | 0.08%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B A2                | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     791373 | PA      | $795873.04     | 0.00%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     420863 | PA      | $402586.77     | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5176                        | CUSIP: 36202FXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5218 | PA      | $5274.88       | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   22072000 | PA      | $22265764.61   | 0.07%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4563                      | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1889700 | PA      | $1597843.54    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BS1355                      | CUSIP: 3617MBQG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137103 | PA      | $129992.90     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08676                      | CUSIP: 3128MJXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     499360 | PA      | $466182.32     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-A                           | FORDO 2026-A B                 | CUSIP: 34532WAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7630000 | PA      | $7593061.64    | 0.02%             | 2032-04-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB0760                      | CUSIP: 3132CWZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2777700 | PA      | $2632783.82    | 0.01%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                 | AUTOMATIC DATA                 | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   20125000 | PA      | $19724942.56   | 0.06%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                | CARMX 2024-4 C                 | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1941000 | PA      | $1961111.28    | 0.01%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS0530                      | CUSIP: 3140XFSU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9798106 | PA      | $9005676.60    | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                       | MPLX LP                        | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14908712.50   | 0.05%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C1141                      | CUSIP: 3142BBHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9199101 | PA      | $9308309.84    | 0.03%             | 2055-09-01      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                    | DBJPM 2020-C9 A5               | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15269389 | PA      | $13648844.16   | 0.04%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RB5149                      | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46314 | PA      | $41460.19      | 0.00%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367097                      | CUSIP: 36204DX20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3191 | PA      | $3169.46       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                 | VFET 2025-1A A3                | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12610000 | PA      | $12662699.71   | 0.04%             | 2029-05-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA               | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2098000 | PA      | $2123712.03    | 0.01%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2026-A                                  | ARIFL 2026-A A3                | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1490000 | PA      | $1482888.83    | 0.00%             | 2034-11-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 B                 | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9560000 | PA      | $9627351.16    | 0.03%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                       | DUKE ENERGY FLA                | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   16960000 | PA      | $15910081.90   | 0.05%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH4420                      | CUSIP: 3138A54E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     321184 | PA      | $319376.40     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                          | UNITED MEXICAN                 | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    7939000 | PA      | $7746378.77    | 0.03%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1511000 | PA      | $1483480.96    | 0.00%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                    | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   75000000 | PA      | $72952297.50   | 0.24%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS3094                      | CUSIP: 3140XJNL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9159718 | PA      | $8568688.41    | 0.03%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                 | CHAOT 2024-4A B                | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3490000 | PA      | $3543017.64    | 0.01%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV7                                      | PMTLT 2025-INV7 A8             | CUSIP: 73015FAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29224143 | PA      | $29245269.23   | 0.10%             | 2056-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| New York Life Global Funding                                  | NEW YORK LIFE GL               | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9842482.29    | 0.03%             | 2033-01-28      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783637                      | CUSIP: 3622A2BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44393 | PA      | $40871.43      | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                         | GSK CONSUMER                   | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    9973000 | PA      | $9698794.48    | 0.03%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783366                      | CUSIP: 36241LW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53484 | PA      | $54070.88      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-REV1                        | FORDR 2026-1 B                 | CUSIP: 34532XAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12830000 | PA      | $12737154.42   | 0.04%             | 2038-08-15      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS               | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $5045294.31    | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL3388                      | CUSIP: 31427QXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2757336 | PA      | $2804304.06    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                              | BMARK 2024-V6 A3               | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3199207.13    | 0.01%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                  | HUNTINGTON NATL                | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6462539.71    | 0.02%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787412                      | CUSIP: 3622ADDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   49107331 | PA      | $50781193.37   | 0.17%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                       | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6954245.24    | 0.02%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ2044                      | CUSIP: 3140NWHW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3845000 | PA      | $3835138.73    | 0.01%             | 2029-10-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C1323                      | CUSIP: 3142BBPG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2066220 | PA      | $2057557.12    | 0.01%             | 2056-01-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RB5135                      | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26059281 | PA      | $22703105.85   | 0.07%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BJ4590                      | CUSIP: 3140H6C49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243489 | PA      | $226340.36     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mello Mortgage Capital Acceptance 2022-INV1                   | MELLO 2022-INV1 A3             | CUSIP: 585490AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3636949 | PA      | $3025629.00    | 0.01%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   17675000 | PA      | $18166656.09   | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                   | PUBLIC STORAGE                 | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $11509318.01   | 0.04%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4977                      | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3060286 | PA      | $3032180.16    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS4273                      | CUSIP: 3140XKXB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14123846 | PA      | $13988544.05   | 0.05%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH4733                      | CUSIP: 3138A6HK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     315682 | PA      | $314048.48     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0391                      | CUSIP: 36180SNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33544 | PA      | $31256.17      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV1                                      | PMTLT 2026-INV1 A36            | CUSIP: 73015LBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17536417 | PA      | $17574470.65   | 0.06%             | 2057-01-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                | BP CAP MKTS AMER               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   50890000 | PA      | $51053458.51   | 0.17%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 842074                      | CUSIP: 31288RJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15164379 | PA      | $15302357.01   | 0.05%             | 2055-12-01      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q37204                      | CUSIP: 3132QUAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100489 | PA      | $93803.86      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL6303                      | CUSIP: 3140HYAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17103653 | PA      | $15697667.28   | 0.05%             | 2030-05-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                        | MSC 2018-L1 A4                 | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $996225.70     | 0.00%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737312                      | CUSIP: 3620ARDR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1177617 | PA      | $1171045.69    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26822 | PA      | $27284.95      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS5133                      | CUSIP: 3138WEV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1289483 | PA      | $1204863.41    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS1256                      | CUSIP: 3140XGME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15593771 | PA      | $15218286.69   | 0.05%             | 2051-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL2283                      | CUSIP: 36183XRC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17077 | PA      | $15923.52      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     236780 | PA      | $225757.84     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL5954                      | CUSIP: 3140HXTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6100000 | PA      | $5618169.54    | 0.02%             | 2030-03-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                       | HDMOT 2023-B A4                | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11340000 | PA      | $11503237.03   | 0.04%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| OBX 2026-INV1 Trust                                           | OBX 2026-INV1 A2               | CUSIP: 67123WAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22263685 | PA      | $22292383.09   | 0.07%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733736                      | CUSIP: 3620AMEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42032 | PA      | $41792.37      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI7282                      | CUSIP: 3138AMCU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2749 | PA      | $2732.10       | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07972                      | CUSIP: 3128MAFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39953 | PA      | $39689.24      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                     | MID-AMER APT LP                | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   10991000 | PA      | $10922458.64   | 0.04%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZM0457                      | CUSIP: 3131XTQJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     755771 | PA      | $702600.48     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2026-1                             | LADAR 2026-1A B                | CUSIP: 505708AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3065000 | PA      | $3026146.22    | 0.01%             | 2033-02-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-2                                                  | RCKTL 2025-2A B                | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2060000 | PA      | $2055534.13    | 0.01%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1717582.27    | 0.01%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS8252                      | CUSIP: 3140XQE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24561126 | PA      | $24412308.09   | 0.08%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      55962 | PA      | $55671.63      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                | CARMX 2023-4 A4                | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19800000 | PA      | $20258617.50   | 0.07%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6030                      | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     569371 | PA      | $518554.63     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                  | NEW YORK LIFE GL               | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $9301326.35    | 0.03%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2602                      | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94626 | PA      | $90903.19      | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                            | UBS AG STAMFORD                | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   12820000 | PA      | $12871170.18   | 0.04%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0317                      | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     816470 | PA      | $751315.37     | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                 | BBCMS 2024-C24 AS              | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4530000 | PA      | $4669432.95    | 0.02%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL5156                      | CUSIP: 3140HWWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11100000 | PA      | $10424395.17   | 0.03%             | 2029-12-01      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | ICE: (CDX.NA.IG.46.V1)         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  716810000 | NC      | $-12349835.81  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1          | BLAST 2026-1 B                 | CUSIP: 107927AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3960000 | PA      | $3941581.64    | 0.01%             | 2031-11-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                        | DIAMONDBACK ENER               | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5078657.72    | 0.02%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                            | KOREA HYDRO & NU               | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |   35000000 | PA      | $34988561.58   | 0.11%             | 2027-07-27      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                         | HART 2024-A A4                 | CUSIP: 448973AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11160000 | PA      | $11290001.72   | 0.04%             | 2031-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                              | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2349658.66    | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE5839                      | CUSIP: 31419GPZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1422048 | PA      | $1416203.87    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   12402000 | PA      | $12988189.67   | 0.04%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                     | AVALONBAY COMMUN               | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2208165.68    | 0.01%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5149 GA                    | CUSIP: 3137H2SC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3845247 | PA      | $3169090.60    | 0.01%             | 2051-09-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B A2                | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2030732 | PA      | $2044089.50    | 0.01%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                      | WOART 2023-A A4                | CUSIP: 98164JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7550000 | PA      | $7581193.58    | 0.02%             | 2029-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2022-M2 A2                 | CUSIP: 3136BK6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64090000 | PA      | $58283651.09   | 0.19%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                        | GSMS 2020-GC47 AS              | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2809000 | PA      | $2557506.86    | 0.01%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                 | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   21170000 | PA      | $21169870.18   | 0.07%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                            | RGA GLOBAL                     | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25406567.37   | 0.08%             | 2030-01-09      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DD0632                      | CUSIP: 3618HSVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1988376 | PA      | $2059258.13    | 0.01%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                           | FORDO 2024-B A4                | CUSIP: 34531QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13120000 | PA      | $13294401.54   | 0.04%             | 2030-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9669                      | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5515149 | PA      | $5623426.25    | 0.02%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                           | FORDO 2023-B A4                | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7760000 | PA      | $7830942.70    | 0.03%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736158                      | CUSIP: 3620APZX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72767 | PA      | $72305.35      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A B                 | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5060000 | PA      | $5111188.98    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5207                        | CUSIP: 36202FYC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         35 | PA      | $36.31         | 0.00%             | 2041-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08627                      | CUSIP: 3128MJVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17738 | PA      | $16610.00      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     544704 | PA      | $541545.30     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20427094.62   | 0.07%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1213000 | PA      | $1182345.85    | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   13425000 | PA      | $13510092.09   | 0.04%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG D99561                      | CUSIP: 3128E6TS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     590883 | PA      | $573468.95     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26914 | PA      | $25830.83      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4894                      | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24577057 | PA      | $25208048.42   | 0.08%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                           | MTLRF 2025-1A A4               | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3860000 | PA      | $3895592.67    | 0.01%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 662505                      | CUSIP: 36294XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327854 | PA      | $341133.09     | 0.00%             | 2037-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                 | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8218474.08    | 0.03%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     515650 | PA      | $494089.07     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2026-2A A                | CUSIP: 05377RLG7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    7400000 | PA      | $7306499.52    | 0.02%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                           | FORDL 2024-B B                 | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6280000 | PA      | $6328586.48    | 0.02%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    8820000 | PA      | $8920930.71    | 0.03%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                              | ALTRIA GROUP INC               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   14453000 | PA      | $14568105.48   | 0.05%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1              | SFAST 2026-1A A3               | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18260000 | PA      | $18106038.98   | 0.06%             | 2031-07-21      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH3688                      | CUSIP: 36182LCZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12135 | PA      | $11613.10      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK               | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   12940000 | PA      | $12708396.91   | 0.04%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C18 Commercial Mortgage Trust                      | CSAIL 2019-C18 A4              | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17500000 | PA      | $16489007.50   | 0.05%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD0478                      | CUSIP: 3132DMQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9870038 | PA      | $9593945.63    | 0.03%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2026-1                            | FCCU 2026-1A A4                | CUSIP: 30343XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8380000 | PA      | $8287892.91    | 0.03%             | 2032-03-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732926                      | CUSIP: 3620ALHB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35844 | PA      | $35683.19      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   66880000 | PA      | $67436462.33   | 0.22%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AH3681                      | CUSIP: 36182LCS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19200 | PA      | $18379.78      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                          | WILLIAMS COS INC               | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   44953000 | PA      | $45973714.88   | 0.15%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23130000 | PA      | $22704219.58   | 0.07%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10085010.37   | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA2542                      | CUSIP: 31418BZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1819609 | PA      | $1646418.24    | 0.01%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                           | RCKTL 2025-1A B                | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1590000 | PA      | $1594005.37    | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL1504                      | CUSIP: 36183WU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76380 | PA      | $71440.94      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736568                      | CUSIP: 3620AQJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43232 | PA      | $42981.33      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9944017.08    | 0.03%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD7563                      | CUSIP: 3132DVML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5057615 | PA      | $4945315.35    | 0.02%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                       | LITPK 2025-1A A                | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    8350000 | PA      | $8337087.56    | 0.03%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 784179                      | CUSIP: 3622A2UC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2661 | PA      | $2638.50       | 0.00%             | 2046-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4237                      | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   86869016 | PA      | $70773455.86   | 0.23%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774484                      | CUSIP: 36176SFZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2098 | PA      | $2131.09       | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS4446                      | CUSIP: 3140XK5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51347821 | PA      | $53059254.50   | 0.17%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5932                      | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1300312 | PA      | $1278547.33    | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 736548                      | CUSIP: 3620AQHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11363 | PA      | $11303.52      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10680000 | PA      | $11230670.02   | 0.04%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08735                      | CUSIP: 3128MJY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39406 | PA      | $38762.48      | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2025-2A B                | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6950000 | PA      | $6993478.51    | 0.02%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CL8489                      | CUSIP: 3617YGNE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3657680 | PA      | $3374667.76    | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB6676                      | CUSIP: 3140QSM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9401080 | PA      | $9717357.47    | 0.03%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                | WFCM 2024-C63 A5               | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   26660000 | PA      | $27212251.24   | 0.09%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BQ7369                      | CUSIP: 3617LSFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     273121 | PA      | $257931.85     | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV10                                     | PMTLT 2025-INV10 A36           | CUSIP: 69383EBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24072437 | PA      | $24176278.61   | 0.08%             | 2056-10-01      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10009876.92   | 0.03%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7313                      | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   77020021 | PA      | $68827940.73   | 0.23%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA2557                      | CUSIP: 3140W2ZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1545239 | PA      | $1555806.26    | 0.01%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DC2938                      | CUSIP: 3618HHHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2066452 | PA      | $2168697.09    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    7827000 | PA      | $7770882.18    | 0.03%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA8248                      | CUSIP: 3133KQEV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24387794 | PA      | $24232404.98   | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15350719.53   | 0.05%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB8973                      | CUSIP: 3140QU6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22740937 | PA      | $22596041.08   | 0.07%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                      | DURST 2025-151 A               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10540000 | PA      | $10637273.66   | 0.03%             | 2042-08-10      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4933                      | CUSIP: 3132DSPS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10836018 | PA      | $10284618.11   | 0.03%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14330000 | PA      | $14110306.28   | 0.05%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZJ9427                      | CUSIP: 3131X1PL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5775 | PA      | $5680.23       | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ5578                      | CUSIP: 3142GWFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15429977 | PA      | $15940644.89   | 0.05%             | 2055-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-1 A3                  | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5650000 | PA      | $5698890.58    | 0.02%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0850                      | CUSIP: 36179M5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16370 | PA      | $14606.83      | 0.00%             | 2043-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4939                      | CUSIP: 3132DSPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6977035 | PA      | $6780689.75    | 0.02%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                 | SYNIT 2025-A3 A                | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   46020000 | PA      | $45844327.85   | 0.15%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     616437 | PA      | $567143.63     | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97169                      | CUSIP: 3129456E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47102 | PA      | $47889.32      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                         | FOUNDRY JV HOLDC               | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $16861809.53   | 0.06%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM7924                      | CUSIP: 3140JCYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4344420 | PA      | $4391304.65    | 0.01%             | 2055-08-01      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   36000000 | PA      | $34067191.78   | 0.11%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2021-86 T                  | CUSIP: 3136BKYQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27047263 | PA      | $24149836.21   | 0.08%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                    | RENAISSANCERE HO               | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   17217000 | PA      | $17561913.51   | 0.06%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711030                      | CUSIP: 36297F4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1219395 | PA      | $1213125.86    | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3130                      | CUSIP: 3140LDPQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12700000 | PA      | $11084378.39   | 0.04%             | 2031-09-01      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4136 ZJ                    | CUSIP: 3137AWPP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10479738 | PA      | $9316449.51    | 0.03%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                               | BANK 2022-BNK43 A5             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22550000 | PA      | $21893429.69   | 0.07%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   64069000 | PA      | $65662758.00   | 0.21%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A A2                | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13062983 | PA      | $13083012.80   | 0.04%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1449                      | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     460619 | PA      | $443453.20     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3042699.69    | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766310                      | CUSIP: 36176HDP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36131 | PA      | $36020.97      | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                | BANK 2017-BNK7 A4              | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11321238 | PA      | $11146758.59   | 0.04%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-INV2 Trust        | WFMBS 2021-INV2 A2             | CUSIP: 95003FBR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1826311 | PA      | $1513633.39    | 0.00%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                | HDMOT 2025-A A4                | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7790000 | PA      | $7868221.73    | 0.03%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL3850                      | CUSIP: 3140HVH49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13400000 | PA      | $12581853.62   | 0.04%             | 2029-10-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                 | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3428000 | PA      | $3397208.89    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9489                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8453290 | PA      | $8627836.12    | 0.03%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0755                      | CUSIP: 3618N5ZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21612351 | PA      | $21564125.35   | 0.07%             | 2055-11-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                            | ELM21 2022-8A AR2              | CUSIP: 289907AW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   10810000 | PA      | $10802740.00   | 0.04%             | 2038-10-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS2850                      | CUSIP: 3140XJEY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25783126 | PA      | $21966194.87   | 0.07%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3248                      | CUSIP: 3140LDTE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13000000 | PA      | $11277316.70   | 0.04%             | 2031-10-01      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                    | PFIZER INC                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4252711.87    | 0.01%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund             | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     459423 | NS      | $45937718.37   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                          | PROG 2024-SFR3 A               | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10565814 | PA      | $10005276.04   | 0.03%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                         | NFMOT 2025-2A A2               | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30230000 | PA      | $30089817.44   | 0.10%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2019-M18 A2                | CUSIP: 3136B56M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5968497 | PA      | $5672960.59    | 0.02%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM9623                      | CUSIP: 3140XDVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29959703 | PA      | $27856885.36   | 0.09%             | 2041-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-83 FN                 | CUSIP: 38382QWE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5792489 | PA      | $4794304.12    | 0.02%             | 2051-05-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD2381                      | CUSIP: 3140F9UF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59657 | PA      | $58724.12      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   17205000 | PA      | $17083144.38   | 0.06%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA3720                      | CUSIP: 3140W4D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8473307 | PA      | $8419318.29    | 0.03%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BQ9745                      | CUSIP: 3140KVZK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46749685 | PA      | $37970776.36   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NongHyup Bank                                                 | NONGHYUP BANK                  | CUSIP: 65540KAG0<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |   20000000 | PA      | $19801712.37   | 0.06%             | 2026-07-28      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD6864                      | CUSIP: 3132DUTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16399264 | PA      | $16320398.72   | 0.05%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786660                      | CUSIP: 3622ACJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21664380 | PA      | $22144570.55   | 0.07%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                    | VMWARE LLC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4392707.16    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                               | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14280000 | PA      | $13460846.36   | 0.04%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733720                      | CUSIP: 3620AMDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73555 | PA      | $73074.96      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BL1036                      | CUSIP: 3617JDEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4677613 | PA      | $4451099.61    | 0.01%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2024-4 A                 | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   20040000 | PA      | $20037869.75   | 0.07%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                         | EFF 2024-3 A3                  | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640000 | PA      | $5686557.07    | 0.02%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                               | CIGNA GROUP/THE                | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6548000 | PA      | $6666275.28    | 0.02%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                           | SPRINT CAP CORP                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $5491622.14    | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                | SDART 2025-2 B                 | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34890000 | PA      | $35116634.97   | 0.11%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                       | COMET 2025-A3 A                | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   47450000 | PA      | $46846587.84   | 0.15%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSUI                | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   30000000 | PA      | $30735900.86   | 0.10%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                        | DIAMONDBACK ENER               | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   12205000 | PA      | $11771468.35   | 0.04%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                  | NISOURCE INC                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   15027000 | PA      | $13066740.38   | 0.04%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS5597                      | CUSIP: 3138WFGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1039817 | PA      | $970205.29     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2025-1                            | ALLYA 2025-1 A4                | CUSIP: 02008KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10510000 | PA      | $10467475.49   | 0.03%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 367095                      | CUSIP: 36204DXY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25000 | PA      | $24853.93      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9283                      | CUSIP: 36184HJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17650 | PA      | $16427.32      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2446                      | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     339117 | PA      | $325725.60     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 5YR NOTE (CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       4900 | NC      | $-4213883.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   16955000 | PA      | $17805262.19   | 0.06%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A B                 | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     847347 | PA      | $857197.46     | 0.00%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784190                      | CUSIP: 3622A2UP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13448940 | PA      | $12801879.67   | 0.04%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4278                      | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10635382 | PA      | $9592411.47    | 0.03%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                     | AFFRM 2025-X2 B                | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2990000 | PA      | $2987790.09    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                   | CGCMT 2019-C7 AAB              | CUSIP: 17328CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6564388 | PA      | $6395395.32    | 0.02%             | 2072-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15052347.28   | 0.05%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA6179                      | CUSIP: 3140QD2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3823301 | PA      | $3465063.31    | 0.01%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                 | BBCMS 2022-C16 A5              | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300000 | PA      | $3235837.77    | 0.01%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                | CARMX 2026-1 B                 | CUSIP: 14320XAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3150000 | PA      | $3130971.48    | 0.01%             | 2032-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7237                      | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8745424 | PA      | $8839731.74    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q31550                      | CUSIP: 3132QMWL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     992354 | PA      | $926488.90     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6997                      | CUSIP: 36179VX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8661913 | PA      | $8067491.38    | 0.03%             | 2050-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                       | SMB 2017-B A2A                 | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-CBDO         | CORP              | US        |       2577 | PA      | $2575.43       | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $11711743.36   | 0.04%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                         | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |   10984000 | PA      | $11006055.46   | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                    | MIZUHO FINANCIAL               | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    8000000 | PA      | $7934907.99    | 0.03%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 479925                      | CUSIP: 36209SD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48873 | PA      | $46991.05      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3210                      | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6629053 | PA      | $6164242.83    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B38 Mortgage Trust                             | BMARK 2023-B38 A4              | CUSIP: 081916AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10416000 | PA      | $10729007.05   | 0.04%             | 2056-04-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | EURO-BOBL FUTURE  Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          7 | NC      | $-18342.87     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723640                      | CUSIP: 3620A94Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2411 | PA      | $2451.68       | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   25000000 | PA      | $24554160.30   | 0.08%             | 2033-11-06      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27440000 | PA      | $27182251.70   | 0.09%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                         | PFIZER INVSTMNT                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   13620000 | PA      | $13569028.98   | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 776656                      | CUSIP: 36176UTM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8213 | PA      | $7905.26       | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                 | KSA SUKUK LTD                  | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |   37440000 | PA      | $37717857.22   | 0.12%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QU7234                      | CUSIP: 3133JLBB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     940710 | PA      | $871222.58     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697827                      | CUSIP: 36296QHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2777 | PA      | $2890.96       | 0.00%             | 2039-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25460000 | PA      | $23044485.25   | 0.08%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                  | NEW YORK LIFE GL               | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4343525.37    | 0.01%             | 2031-08-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                         | TRUIST FINANCIAL               | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    9170000 | PA      | $8882411.43    | 0.03%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CY2592                      | CUSIP: 3618G12Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9311020 | PA      | $9608026.12    | 0.03%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                | PSEG POWER LLC                 | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7455000 | PA      | $7575900.75    | 0.02%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2013-90 ME                 | CUSIP: 38378TYT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17617301 | PA      | $15940477.14   | 0.05%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4248228.20    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2021-M17 A2                | CUSIP: 3136BGFQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25600000 | PA      | $22641446.40   | 0.07%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11835399.97   | 0.04%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                   | PROLOGIS LP                    | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    7783000 | PA      | $6836891.23    | 0.02%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745125                      | CUSIP: 3620C0YW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     172618 | PA      | $166832.10     | 0.00%             | 2040-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM3075                      | CUSIP: 3140J7MZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3030206 | PA      | $2968674.09    | 0.01%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4512                      | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48602367 | PA      | $41149077.66   | 0.13%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                 | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14580000 | PA      | $14717261.24   | 0.05%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AO2429                      | CUSIP: 3617A2VW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30586 | PA      | $27699.55      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL2310                      | CUSIP: 3138EJR83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     687253 | PA      | $666951.58     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                      | GCAR 2025-3A B                 | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9760000 | PA      | $9775094.82    | 0.03%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                          | CHENIERE CORP CH               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19442098.51   | 0.06%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                         | BARK 2021-1A AR                | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    5190000 | PA      | $5180292.11    | 0.02%             | 2034-04-20      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 842048                      | CUSIP: 31288RHZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6679824 | PA      | $6751918.05    | 0.02%             | 2055-11-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AS6433                      | CUSIP: 36193SEE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     774948 | PA      | $700118.65     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | JPMCC 2016-JP3 A5              | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1514657.60    | 0.00%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BR2441                      | CUSIP: 3617LYWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1175665 | PA      | $1081024.34    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0632                      | CUSIP: 3618N5V22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22049658 | PA      | $22009406.59   | 0.07%             | 2055-09-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3.5 5/26                  | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7750000 | PA      | $7092763.58    | 0.02%             | 2026-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                            | FCCU 2025-1A A4                | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4930000 | PA      | $4993652.71    | 0.02%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA9267                      | CUSIP: 3133KRJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19054811 | PA      | $19325793.08   | 0.06%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-8 B                  | CUSIP: 92348KDP5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   10640000 | PA      | $10748347.12   | 0.04%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                 | MCKESSON CORP                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    6995000 | PA      | $7099472.03    | 0.02%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RR 41 LTD                                                     | RRAM 2025-41A A1A              | CUSIP: 749764AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    6610000 | PA      | $6603037.03    | 0.02%             | 2040-10-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 744034                      | CUSIP: 3620AYSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71512 | PA      | $73692.78      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5173 AB                    | CUSIP: 3137H4CN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52810944 | PA      | $47406836.93   | 0.16%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25910 | PA      | $26194.46      | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                            | BMO 2025-C11 AS                | CUSIP: 05613XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10730000 | PA      | $11169580.20   | 0.04%             | 2058-02-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM4925                      | CUSIP: 3140X8PK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1232581 | PA      | $1097535.22    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-4 A                  | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   17579000 | PA      | $17809870.28   | 0.06%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| BANK 2022-BNK40                                               | BANK 2022-BNK40 ASB            | CUSIP: 06541LBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14820000 | PA      | $14335642.39   | 0.05%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                 | JDOT 2025-B A4                 | CUSIP: 47800UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6850000 | PA      | $6878778.91    | 0.02%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD3808                      | CUSIP: 31418RGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6710 | PA      | $6684.10       | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA7044                      | CUSIP: 3140QEZJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29545383 | PA      | $26483722.02   | 0.09%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB8383                      | CUSIP: 3132D6J43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16705014 | PA      | $16584076.45   | 0.05%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15907989.66   | 0.05%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2778                      | CUSIP: 36184NCP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1732 | PA      | $1625.97       | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   67000000 | PA      | $66719960.77   | 0.22%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                     | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10080279.21   | 0.03%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698097                      | CUSIP: 36296QRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30848 | PA      | $30695.79      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AT7695                      | CUSIP: 36194GRQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     637224 | PA      | $576217.22     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4049                      | CUSIP: 3140J8QB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2683758 | PA      | $2370427.47    | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL5483                      | CUSIP: 3140HXCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3802000 | PA      | $3438543.63    | 0.01%             | 2032-09-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK6854                      | CUSIP: 36183QTK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2224149 | PA      | $2023958.55    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSU                 | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5280000 | PA      | $5200545.00    | 0.02%             | 2032-01-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 842097                      | CUSIP: 31288RKJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23104565 | PA      | $23241436.89   | 0.08%             | 2056-02-01      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                | WFCM 2020-C58 ASB              | CUSIP: 95002UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2676904 | PA      | $2549302.46    | 0.01%             | 2053-07-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2026-A                                    | CNH 2026-A A4                  | CUSIP: 189920AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $5959216.80    | 0.02%             | 2033-07-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA7677                      | CUSIP: 3133KPQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54176588 | PA      | $54068419.49   | 0.18%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                     | DUKE ENERGY CAR                | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $6994215.67    | 0.02%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BK8723                      | CUSIP: 3140HNVR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23950 | PA      | $24133.71      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hundred Acre Wood Trust 2021-INV3                             | HAWT 2021-INV3 A3              | CUSIP: 44555QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3468924 | PA      | $2885773.62    | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5201 CA                    | CUSIP: 3137H64V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3600490 | PA      | $3284056.02    | 0.01%             | 2048-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3.5 4/26                  | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7750000 | PA      | $7100332.23    | 0.02%             | 2026-04-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                    | FIDELITY NATL IN               | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $6925881.50    | 0.02%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CL2996                      | CUSIP: 3617YAKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     723644 | PA      | $667652.39     | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132154 | PA      | $119037.79     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783610                      | CUSIP: 3622A2AK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29685 | PA      | $29519.44      | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 727729                      | CUSIP: 3620AEPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6447 | PA      | $6723.49       | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA2264                      | CUSIP: 3140W2QS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4837973 | PA      | $4310932.61    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1522                      | CUSIP: 36179NVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     174380 | PA      | $167883.98     | 0.00%             | 2043-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS6474                      | CUSIP: 3140LHFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2110668 | PA      | $2043078.74    | 0.01%             | 2033-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787663                      | CUSIP: 3622ADML9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   54974582 | PA      | $54730720.67   | 0.18%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G18559                      | CUSIP: 3128MMTR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     321471 | PA      | $310112.88     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20440598.30   | 0.07%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2           | BVINV 2021-2 A2                | CUSIP: 07336LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     885163 | PA      | $735826.18     | 0.00%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA8380                      | CUSIP: 3140QGJ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6005906 | PA      | $5562402.83    | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                               | BANK 2020-BN30 ASB             | CUSIP: 06541UBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4668423 | PA      | $4429946.55    | 0.01%             | 2053-12-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS4964                      | CUSIP: 3140XLQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4868410 | PA      | $4463230.49    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2024-1 A1                | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   18060000 | PA      | $18269004.77   | 0.06%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust 2017-C1                       | CCUBS 2017-C1 A3               | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3554087 | PA      | $3487124.93    | 0.01%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13147844 | PA      | $13367362.96   | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                 | CHAOT 2024-2A B                | CUSIP: 16144CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4480000 | PA      | $4573817.02    | 0.01%             | 2030-01-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN8418                      | CUSIP: 3138LMK85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11775463 | PA      | $11396261.58   | 0.04%             | 2030-03-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI5193                      | CUSIP: 36198RXW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     127780 | PA      | $119119.22     | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                            | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   16365000 | PA      | $15396796.69   | 0.05%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VI Trust 2021-INV6            | BVINV 2021-6 A2                | CUSIP: 07335UAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3460441 | PA      | $2878788.95    | 0.01%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                                | GMREV 2025-A B                 | CUSIP: 379932AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5840000 | PA      | $5933945.16    | 0.02%             | 2037-11-12      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 B                  | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   21260000 | PA      | $21365513.38   | 0.07%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                   | NUTRIEN LTD                    | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   12300000 | PA      | $11534647.59   | 0.04%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                    | LADAR 2025-1A B                | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9040000 | PA      | $9144736.54    | 0.03%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BR6121                      | CUSIP: 3617M4YS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     542512 | PA      | $504265.40     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66280 | PA      | $63851.90      | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA2438                      | CUSIP: 3140W2V81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20920322 | PA      | $21383881.27   | 0.07%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     686173 | PA      | $653373.59     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RB5072                      | CUSIP: 3133KYT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1493633 | PA      | $1350141.63    | 0.00%             | 2040-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                    | ABBVIE INC                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   26585000 | PA      | $26985390.57   | 0.09%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01659                      | CUSIP: 3132GEZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50740 | PA      | $50536.62      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG J31975                      | CUSIP: 31307NFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     261955 | PA      | $253069.36     | 0.00%             | 2030-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5922                      | CUSIP: 36179USK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     359876 | PA      | $337950.74     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSU                 | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10640000 | PA      | $10531303.27   | 0.03%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4263                      | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217794 | PA      | $208540.31     | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4497                      | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29346727 | PA      | $26996215.24   | 0.09%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7948000 | PA      | $7313683.30    | 0.02%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A A2                | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1200796 | PA      | $1218187.70    | 0.00%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS4963                      | CUSIP: 3140LFQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9300000 | PA      | $8442673.92    | 0.03%             | 2032-04-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10375179.08   | 0.03%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 257498                      | CUSIP: 31371N7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11092 | PA      | $11763.89      | 0.00%             | 2038-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                          | PROG 2022-SFR3 A               | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4193712 | PA      | $4132367.69    | 0.01%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                | HALST 2024-C B                 | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20490000 | PA      | $20662365.98   | 0.07%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   30320000 | PA      | $31587893.25   | 0.10%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                               | CIGNA GROUP/THE                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4352764.73    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BR7708                      | CUSIP: 3140L6R63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3097995 | PA      | $2782771.64    | 0.01%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                | CENT 2025-CITY A               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23935000 | PA      | $24106647.46   | 0.08%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                 | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14996000 | PA      | $14777235.02   | 0.05%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2025-82 JA                 | CUSIP: 3136BXD27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18372397 | PA      | $16526770.04   | 0.05%             | 2049-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB8508                      | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18298412 | PA      | $16947174.75   | 0.06%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64696 | PA      | $59468.40      | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                      | AT&T INC                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22850019.64   | 0.07%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 651881                      | CUSIP: 36292LFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15184 | PA      | $15779.55      | 0.00%             | 2036-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 742224                      | CUSIP: 3620AWSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40791 | PA      | $40549.73      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                     | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10129581.87   | 0.03%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                      | WOART 2024-B A4                | CUSIP: 98164HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13320000 | PA      | $13535906.54   | 0.04%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                       | FIAOT 2025-1A B                | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5120000 | PA      | $5101613.57    | 0.02%             | 2031-01-15      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 755123                      | CUSIP: 36230PVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      84614 | PA      | $81488.06      | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C17                                 | BBCMS 2022-C17 A5              | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5750000 | PA      | $5616278.00    | 0.02%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BJ2692                      | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2380969 | PA      | $2211046.40    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                        | GSMS 2018-GS10 A5              | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     720000 | PA      | $713128.03     | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSUI                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13550000 | PA      | $12900571.78   | 0.04%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                      | WOART 2025-B A4                | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9365000 | PA      | $9425887.48    | 0.03%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD5086                      | CUSIP: 3132DSUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5885942 | PA      | $5969646.87    | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                            | BSP 2014-IVA AR5               | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |    7290000 | PA      | $7284956.05    | 0.02%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   96824000 | PA      | $98022953.20   | 0.32%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                 | BBCMS 2021-C11 A5              | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3230000 | PA      | $2855760.90    | 0.01%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                  | CAS 2025-R04 1A1               | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8019103 | PA      | $8020876.03    | 0.03%             | 2045-05-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| RKTL 2026-1                                                   | RKTL 2026-1A B                 | CUSIP: 74990JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3414000 | PA      | $3391314.31    | 0.01%             | 2035-02-26      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q02438                      | CUSIP: 3132GFV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51110 | PA      | $50925.23      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2013-67 KZ                 | CUSIP: 3136AFGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3987359 | PA      | $3457258.95    | 0.01%             | 2043-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                       | CSAIL 2016-C7 A5               | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    2713000 | PA      | $2697282.78    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                            | ANHEUSER-BUSCH                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $29970957.77   | 0.10%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AU7266                      | CUSIP: 36194VCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     891907 | PA      | $806517.22     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM8480                      | CUSIP: 3140XCM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2911198 | PA      | $2594057.64    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  256884000 | PA      | $255439027.50  | 0.84%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2            | PFAST 2023-2A A4               | CUSIP: 732916AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11820000 | PA      | $11945657.24   | 0.04%             | 2031-11-24      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                              | GALAXY PIPELINE                | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    4678280 | PA      | $4141664.70    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AT2769                      | CUSIP: 3138WQCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10510 | PA      | $10317.33      | 0.00%             | 2028-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                        | CHUBB INA HLDGS                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3502849.65    | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS5970                      | CUSIP: 3140XMT48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25933416 | PA      | $27242007.92   | 0.09%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL6273                      | CUSIP: 3138EN6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     486831 | PA      | $494015.14     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                       | JOHN DEERE CAP                 | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13304884.86   | 0.04%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AX0458                      | CUSIP: 36196BQK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     102169 | PA      | $100527.71     | 0.00%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BQ8532                      | CUSIP: 3617LTPR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1841944 | PA      | $1888035.26    | 0.01%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                       | OMFIT 2025-1A B                | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6880000 | PA      | $6899583.92    | 0.02%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5078                      | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3736846 | PA      | $3565231.90    | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                            | CMDC 2026-1A A22               | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10710000 | PA      | $10488788.16   | 0.03%             | 2056-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                | WFCM 2018-C48 A5               | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1810195.66    | 0.01%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2026-A                | HALST 2026-A B                 | CUSIP: 448970AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7070000 | PA      | $7031624.04    | 0.02%             | 2030-05-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS6136                      | CUSIP: 3140XMZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     355053 | PA      | $317566.76     | 0.00%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5527                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145191 | PA      | $135635.62     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A77257                      | CUSIP: 3128LBB23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38655 | PA      | $41847.81      | 0.00%             | 2038-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2960                      | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     283954 | PA      | $257940.40     | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7447                      | CUSIP: 3140QTHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32123629 | PA      | $33634152.32   | 0.11%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS0274                      | CUSIP: 3140LAJU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27501502 | PA      | $24425071.14   | 0.08%             | 2031-01-01      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                        | CRVNA 2024-P4 A4               | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14100000 | PA      | $14195781.30   | 0.05%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C91485                      | CUSIP: 3128P7UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3588049 | PA      | $3529252.85    | 0.01%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344689 | PA      | $300673.08     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB9928                      | CUSIP: 3140QWA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46988616 | PA      | $48246393.16   | 0.16%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS8271                      | CUSIP: 3138WJFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166635 | PA      | $150096.04     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                            | BANCO SANTANDER                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   23600000 | PA      | $23854088.63   | 0.08%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                               | DRVPNK 2025-1A B               | CUSIP: 05330QAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6980000 | PA      | $7048744.62    | 0.02%             | 2030-08-12      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07924                      | CUSIP: 3128MAD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     403376 | PA      | $379234.18     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5029527.97    | 0.02%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5762                      | CUSIP: 36179UMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     997477 | PA      | $933077.55     | 0.00%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                            | META PLATFORMS                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $10826091.95   | 0.04%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   25034000 | PA      | $25179213.17   | 0.08%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-2 A4                  | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13700000 | PA      | $13786504.54   | 0.05%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5253                      | CUSIP: 36179TZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41012 | PA      | $37505.53      | 0.00%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BU3608                      | CUSIP: 3140M5AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     577123 | PA      | $512268.36     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                | CARMX 2024-4 A4                | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4290000 | PA      | $4330215.32    | 0.01%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9241                      | CUSIP: 36179YHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7675150 | PA      | $7776313.48    | 0.03%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA0253                      | CUSIP: 3140W0H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11093034 | PA      | $11011954.29   | 0.04%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                 | INTERCONTINENT                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10460672.26   | 0.03%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1A A4               | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2970000 | PA      | $2966870.51    | 0.01%             | 2033-09-20      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BY0784                      | CUSIP: 3617QG2R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4384503 | PA      | $3916783.70    | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                           | NAVRL 2025-C A                 | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9777352 | PA      | $9725446.83    | 0.03%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV1912                      | CUSIP: 3140MFDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2456580 | PA      | $2192035.55    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AC3752                      | CUSIP: 36179DEZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104252 | PA      | $95872.69      | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DG3225                      | CUSIP: 3140U6SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2388294 | PA      | $2385395.66    | 0.01%             | 2056-03-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01349                      | CUSIP: 3132GEQA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43174 | PA      | $43905.03      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745242                      | CUSIP: 3620C05B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9317 | PA      | $9262.15       | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                | SEMT 2025-S2 A1                | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   85565052 | PA      | $79330268.67   | 0.26%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15379168.25   | 0.05%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18000000 | PA      | $17602584.67   | 0.06%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV9                                      | PMTLT 2025-INV9 A9             | CUSIP: 69392UAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13231738 | PA      | $13258102.68   | 0.04%             | 2056-09-01      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93280                      | CUSIP: 312941UD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8199 | PA      | $8172.95       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7452                      | CUSIP: 3138LLH65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7948917 | PA      | $7427941.15    | 0.02%             | 2032-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM7531                      | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     528652 | PA      | $470731.17     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                    | BMO 2024-C8 A5                 | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12630000 | PA      | $13077131.05   | 0.04%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                | CARMX 2025-1 A3                | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30750000 | PA      | $30960865.05   | 0.10%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA2971                      | CUSIP: 3140QAJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1202164 | PA      | $1210282.60    | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787278                      | CUSIP: 3622AC6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11280231 | PA      | $11668251.98   | 0.04%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $18826117.24   | 0.06%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                           | VOYA 2022-3A A1R2              | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    6120000 | PA      | $6110834.08    | 0.02%             | 2036-10-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BV7697                      | CUSIP: 3140MMRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75937 | PA      | $67893.54      | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AV5898                      | CUSIP: 36195GRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1038099 | PA      | $938713.37     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-3 B                  | CUSIP: 92348KCS0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    9225000 | PA      | $9330807.98    | 0.03%             | 2030-04-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI4463                      | CUSIP: 36198Q5Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91102 | PA      | $84966.88      | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10340874.59   | 0.03%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2              | SFAST 2024-2A A4               | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3970000 | PA      | $4036499.09    | 0.01%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2149                      | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     722247 | PA      | $694153.09     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8200                      | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   48803717 | PA      | $46043871.32   | 0.15%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB2468                      | CUSIP: 31416XW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     294416 | PA      | $293099.13     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6767                      | CUSIP: 36179VQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     705280 | PA      | $655557.82     | 0.00%             | 2050-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CV3461                      | CUSIP: 3618BYZ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5964595 | PA      | $6083753.20    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A97618                      | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36491 | PA      | $36366.36      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                        | CHUBB INA HLDGS                | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   19939000 | PA      | $17417755.65   | 0.06%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08597                      | CUSIP: 3128MJUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     204904 | PA      | $192288.41     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI1193                      | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3342988 | PA      | $3326641.25    | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93996                      | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3007 | PA      | $2997.69       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786692                      | CUSIP: 3622ACKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27777063 | PA      | $28392742.06   | 0.09%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A94717                      | CUSIP: 312943G23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43538 | PA      | $43411.21      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21301000 | PA      | $21742538.98   | 0.07%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7135                      | CUSIP: 3140QS4V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17918865 | PA      | $18823046.03   | 0.06%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS5595                      | CUSIP: 3138WFGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71553 | PA      | $66814.36      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RC2277                      | CUSIP: 3133L8Q65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18444676 | PA      | $16592647.53   | 0.05%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2026-1 LLC                         | EFF 2026-1 A3                  | CUSIP: 29376JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14500000 | PA      | $14411123.70   | 0.05%             | 2030-03-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCI 2.5 4/26                  | CUSIP: 01F022444<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -8500000 | PA      | $-8019551.10   | -0.03%            | 2026-04-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786932                      | CUSIP: 3622ACSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14840857 | PA      | $15672552.15   | 0.05%             | 2053-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                               | BANK 2025-BNK49 AS             | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16090000 | PA      | $16529670.51   | 0.05%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS0285                      | CUSIP: 3138W9J76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166320 | PA      | $162926.09     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB5307                      | CUSIP: 3140QQ3R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6602187 | PA      | $6828429.25    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327011 | PA      | $297144.12     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP               | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   18430000 | PA      | $18045385.65   | 0.06%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5265                      | CUSIP: 36184BZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56769 | PA      | $52970.53      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                           | CARDINAL HEALTH                | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15137383.05   | 0.05%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G07621                      | CUSIP: 3128M9YS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1009504 | PA      | $1044216.84    | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                  | ARIFL 2025-A A3                | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6700000 | PA      | $6732472.89    | 0.02%             | 2034-01-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA               | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   35000000 | PA      | $35099692.44   | 0.11%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AX9528                      | CUSIP: 3138YBSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260585 | PA      | $243700.83     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BR1615                      | CUSIP: 3140KYYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     320833 | PA      | $260986.18     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN 890527                      | CUSIP: 31410LLG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3584295 | PA      | $3564335.06    | 0.01%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                              | FNMNT 2025-1 A                 | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31640000 | PA      | $32031431.10   | 0.10%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA3964                      | CUSIP: 3140QBMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10016394 | PA      | $8972178.35    | 0.03%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-CNF1                                      | PMTLT 2026-CNF1 A1             | CUSIP: 729920AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   38568601 | PA      | $37761090.64   | 0.12%             | 2057-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BO3197                      | CUSIP: 3140JXRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45625438 | PA      | $40655084.67   | 0.13%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 747148                      | CUSIP: 3620C3BR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     169158 | PA      | $163239.63     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                  | FEDEX FREIGHT HO               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $3240379.61    | 0.01%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    9840000 | PA      | $9845054.62    | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                      | WOART 2025-C B                 | CUSIP: 981936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7720000 | PA      | $7717075.66    | 0.03%             | 2031-11-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2023-6 B                  | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   26840000 | PA      | $27147809.17   | 0.09%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Deere Funding Canada Corp                                     | DEERE FUNDING CA               | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   21084000 | PA      | $20809015.33   | 0.07%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB1389                      | CUSIP: 31416WRK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3975 | PA      | $3959.56       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20148403.41   | 0.07%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                            | DRSLF 2022-113A AR3            | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |    2410000 | PA      | $2405100.47    | 0.01%             | 2037-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AU7261                      | CUSIP: 36194VB67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     707259 | PA      | $639547.38     | 0.00%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                        | GSMS 2020-GC47 A5              | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30503000 | PA      | $27955892.74   | 0.09%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   26508000 | PA      | $26046919.48   | 0.09%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738108                      | CUSIP: 3620ASAH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     410482 | PA      | $408012.06     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     138929 | PA      | $119480.15     | 0.00%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU6178                      | CUSIP: 3138X52L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9282 | PA      | $9426.14       | 0.00%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     414318 | PA      | $386778.51     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 841999                      | CUSIP: 31288RGG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5970907 | PA      | $6035246.88    | 0.02%             | 2055-08-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     121484 | PA      | $117625.20     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                | GE HEALTHCARE                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   19230000 | PA      | $18877203.66   | 0.06%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1              | SFAST 2026-1A B                | CUSIP: 81885FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10670000 | PA      | $10500728.99   | 0.03%             | 2032-06-21      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| BANK 2022-BNK40                                               | BANK 2022-BNK40 AS             | CUSIP: 06541LBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1580000 | PA      | $1430378.58    | 0.00%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp             | NATL RURAL UTIL                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   10945000 | PA      | $10819652.66   | 0.04%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2023-2 A                 | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18390000 | PA      | $18787010.68   | 0.06%             | 2030-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                        | CRVNA 2021-P3 A4               | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1746575 | PA      | $1740093.21    | 0.01%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                | CARMX 2023-2 A4                | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3720000 | PA      | $3750380.87    | 0.01%             | 2028-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2026-1                      | GCAR 2026-1A B                 | CUSIP: 36274AAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10970000 | PA      | $10892151.40   | 0.04%             | 2030-08-17      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS6060                      | CUSIP: 3140XMWW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3035908 | PA      | $2856996.54    | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS4968                      | CUSIP: 3140LFQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12242000 | PA      | $11095693.40   | 0.04%             | 2032-03-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BR2354                      | CUSIP: 3617LYTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     386278 | PA      | $361459.31     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ1415                      | CUSIP: 3138ASSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8144 | PA      | $8103.30       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QB4985                      | CUSIP: 3133ABRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5190106 | PA      | $4244674.09    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RE6020                      | CUSIP: 3133N3VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     253481 | PA      | $233806.77     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A       | WOLS 2024-A B                  | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1260000 | PA      | $1271298.04    | 0.00%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                  | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   18400000 | PA      | $17774200.15   | 0.06%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                 | MCKESSON CORP                  | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15278593.59   | 0.05%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                               | DRVPNK 2025-1A A4              | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5520000 | PA      | $5563700.74    | 0.02%             | 2030-06-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787058                      | CUSIP: 3622ACWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7016471 | PA      | $7013851.25    | 0.02%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                 | UBS AG LONDON                  | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    5000000 | PA      | $5157925.92    | 0.02%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                   | CENCORA INC                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13678511.90   | 0.04%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                   | TALNT 2024-1A A                | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |    4650000 | PA      | $4774569.32    | 0.02%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-INV2                       | CMLTI 2024-INV2 A3B            | CUSIP: 17331WBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21649224 | PA      | $22056835.34   | 0.07%             | 2054-06-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2026-A                       | SMB 2026-A A1A                 | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12260000 | PA      | $12102717.69   | 0.04%             | 2053-12-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20784466.05   | 0.07%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                              | GALAXY PIPELINE                | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   22000000 | PA      | $18652975.00   | 0.06%             | 2036-03-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10020000 | PA      | $10023661.23   | 0.03%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q23414                      | CUSIP: 3132M3N78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16664 | PA      | $16545.26      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                            | ALLYA 2024-2 A4                | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5280000 | PA      | $5273322.91    | 0.02%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                 | CHAOT 2024-1A A4               | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6300000 | PA      | $6378094.80    | 0.02%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                    | MIZUHO FINANCIAL               | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4502893.77    | 0.01%             | 2031-07-10      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD3574                      | CUSIP: 3132DQ6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50652817 | PA      | $45625489.28   | 0.15%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA9880                      | CUSIP: 3133KR6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9141194 | PA      | $9529612.83    | 0.03%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                     | WRKCO INC                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12110870.37   | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1678862 | PA      | $1573618.40    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM6376                      | CUSIP: 36184XCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13422 | PA      | $12814.07      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                  | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10027047.46   | 0.03%             | 2029-12-03      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5269                      | CUSIP: 36184B2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11784 | PA      | $10975.49      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                          | APPALACHIAN PWR                | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    8136000 | PA      | $7401973.02    | 0.02%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   32920000 | PA      | $33902918.02   | 0.11%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12154861.29   | 0.04%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                   | CGCMT 2017-C4 A4               | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     710000 | PA      | $699408.29     | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                  | COMCAST CORP                   | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11670000 | PA      | $11759123.52   | 0.04%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                       | SIMON PROP GP LP               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $7090871.32    | 0.02%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                      | MARS INC                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   44590000 | PA      | $44995499.52   | 0.15%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL3780                      | CUSIP: 3140HVFW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8930257 | PA      | $8320129.57    | 0.03%             | 2031-09-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4474                      | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60094440 | PA      | $52356523.73   | 0.17%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS6856                      | CUSIP: 3138WGTN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8296 | PA      | $8174.20       | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     901698 | PA      | $873282.55     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 732186                      | CUSIP: 3620AKNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28904 | PA      | $28716.16      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3565                      | CUSIP: 31418C6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2587332 | PA      | $2604805.23    | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5414                      | CUSIP: 36184CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38684 | PA      | $36147.43      | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                       | BFLD 2025-5MW A                | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17060000 | PA      | $16925371.01   | 0.06%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA4120                      | CUSIP: 3140QBSJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     413103 | PA      | $383362.62     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5208141 | PA      | $4294114.98    | 0.01%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                     | HAROT 2024-4 A4                | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3050000 | PA      | $3059956.12    | 0.01%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C B                 | CUSIP: 44935GAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9790000 | PA      | $9827161.86    | 0.03%             | 2029-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                   | CAPST 2025-1 A                 | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19450000 | PA      | $19416149.22   | 0.06%             | 2029-08-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6429000 | PA      | $5649814.57    | 0.02%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                      | FORDR 2025-1 A                 | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33728000 | PA      | $34317703.72   | 0.11%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-2A A                | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19370000 | PA      | $19367844.12   | 0.06%             | 2035-04-16      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2072                      | CUSIP: 36179QJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98652 | PA      | $90130.09      | 0.00%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3664                      | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42542 | PA      | $40750.63      | 0.00%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                         | NOVARTIS CAPITAL               | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   10310000 | PA      | $10284530.85   | 0.03%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD0928                      | CUSIP: 3132DNA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17078714 | PA      | $14047705.19   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2372                      | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200084 | PA      | $192182.15     | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769934                      | CUSIP: 36176MEF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16683 | PA      | $16581.75      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                       | GA GLOBAL FNDING               | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30103768.49   | 0.10%             | 2030-01-13      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                  | WLAKE 2025-2A A3               | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7910000 | PA      | $7932787.13    | 0.03%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                       | CARMX 2025-2 B                 | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4420000 | PA      | $4479509.11    | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4979                        | CUSIP: 36202FQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2080805 | PA      | $2103640.11    | 0.01%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2842                      | CUSIP: 36184NEP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23636 | PA      | $21989.33      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 774502                      | CUSIP: 36176SGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17592 | PA      | $17893.30      | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225386 | PA      | $224152.83     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A A4                 | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10060000 | PA      | $10140761.68   | 0.03%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 A3                 | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5320000 | PA      | $5345416.30    | 0.02%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24090000 | PA      | $24359792.75   | 0.08%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS5545                      | CUSIP: 3140LGET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4218000 | PA      | $4083774.38    | 0.01%             | 2031-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                        | FORDR 2024-1 A                 | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16280000 | PA      | $16515636.72   | 0.05%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI9475                      | CUSIP: 3138APQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2325 | PA      | $2313.20       | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL8626                      | CUSIP: 36184FSP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68436 | PA      | $62189.67      | 0.00%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 786977                      | CUSIP: 3622ACUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   62956874 | PA      | $62756300.03   | 0.21%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4800                        | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139310 | PA      | $134914.16     | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                      | AGILENT TECH INC               | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   14702000 | PA      | $13180916.91   | 0.04%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS9444                      | CUSIP: 3140XRP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10052531 | PA      | $10369520.46   | 0.03%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                          | PROG 2025-SFR3 A               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16510000 | PA      | $15609850.04   | 0.05%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5132 PA                    | CUSIP: 3137H1T55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8974732 | PA      | $7385822.94    | 0.02%             | 2051-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AI4695                      | CUSIP: 36198RGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      91841 | PA      | $88032.71      | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711765                      | CUSIP: 36297GW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     229563 | PA      | $203328.12     | 0.00%             | 2043-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 726380                      | CUSIP: 3620AC6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25044 | PA      | $24909.84      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                    | ZOETIS INC                     | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   31400000 | PA      | $31139521.70   | 0.10%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5166                      | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2045841 | PA      | $2092932.05    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BB3612                      | CUSIP: 3617AUAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2322972 | PA      | $2180255.24    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                 | COMM 2019-GC44 A5              | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11210000 | PA      | $10582729.88   | 0.03%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8367                      | CUSIP: 3132DWJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24624727 | PA      | $24828711.23   | 0.08%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                          | BANK 2025-BNK50 AS             | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5608000 | PA      | $5846076.42    | 0.02%             | 2068-05-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A92533                      | CUSIP: 312940Y60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10390 | PA      | $10362.53      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16624000 | PA      | $16477608.48   | 0.05%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK0397                      | CUSIP: 36183HNN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1110 | PA      | $1064.76       | 0.00%             | 2044-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4679                        | CUSIP: 36202FFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9310 | PA      | $9412.49       | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2024-3A A                | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   11470000 | PA      | $11659909.94   | 0.04%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4128                      | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      98859 | PA      | $94720.68      | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                              | WELLTOWER INC                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2053257.27    | 0.01%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5164 DC                    | CUSIP: 3137H3PW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54967106 | PA      | $44250378.43   | 0.14%             | 2049-06-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                             | LADAR 2024-3A A4               | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3107231.69    | 0.01%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                          | WILLIAMS COS INC               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   20244000 | PA      | $20659227.86   | 0.07%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1     | GMCAR 2024-1 A4                | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5900000 | PA      | $5954068.19    | 0.02%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                 | BBCMS 2024-C30 AS              | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14070000 | PA      | $14584176.89   | 0.05%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                | AMAZON.COM INC                 | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   27255000 | PA      | $26991395.37   | 0.09%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8134                      | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  211671100 | PA      | $171922357.63  | 0.56%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120434000 | PA      | $120288161.65  | 0.39%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $15896115.44   | 0.05%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1761                      | CUSIP: 36179N5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     475277 | PA      | $457353.06     | 0.00%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD1954                      | CUSIP: 3133AYE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     633633 | PA      | $562427.75     | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                        | FORDR 2023-1 A                 | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18100000 | PA      | $18287952.21   | 0.06%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   21090000 | PA      | $21377061.05   | 0.07%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                      | BLACKROCK INC                  | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2496474.45    | 0.01%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN3166                      | CUSIP: 3132XHQU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10685000 | PA      | $9265621.70    | 0.03%             | 2033-04-01      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4841                      | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8929635 | PA      | $8872738.64    | 0.03%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                      | BLACKROCK INC                  | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    2256000 | PA      | $2098180.78    | 0.01%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AV1610                      | CUSIP: 3138XCYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     417209 | PA      | $423291.46     | 0.00%             | 2043-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4835                        | CUSIP: 36202FLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      56440 | PA      | $57059.55      | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | EUR/USD FWD 20260617           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $613.95        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                | LOWE'S COS INC                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $3901267.89    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1     | GMCAR 2025-1 A4                | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11170000 | PA      | $11289968.03   | 0.04%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA2811                      | CUSIP: 31418CDR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1878898 | PA      | $1663058.65    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                          | AMSR 2025-SFR2 A               | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10010000 | PA      | $9788742.96    | 0.03%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24379                      | CUSIP: 3132M4Q81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19373 | PA      | $19252.90      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   18870000 | PA      | $18370490.63   | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ3983                      | CUSIP: 3142GUM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5574767 | PA      | $5786383.28    | 0.02%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DB7553                      | CUSIP: 3618HAMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2592301 | PA      | $2685522.41    | 0.01%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5084 NC                    | CUSIP: 3137FFL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9269848 | PA      | $7318136.14    | 0.02%             | 2044-10-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                               | TYSON FOODS INC                | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $11158687.03   | 0.04%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SC0132                      | CUSIP: 3132D9ED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49274236 | PA      | $41871304.39   | 0.14%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130531000 | PA      | $129526523.49  | 0.42%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K117 A2                   | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30400000 | PA      | $27058951.84   | 0.09%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2022-4A A                | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    4840000 | PA      | $4867010.10    | 0.02%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM6110                      | CUSIP: 3140JAYG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2371260 | PA      | $2200548.20    | 0.01%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                            | AMEREN ILLINOIS                | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $7517090.20    | 0.02%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4557                        | CUSIP: 36202FB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89616 | PA      | $86968.53      | 0.00%             | 2039-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08368                      | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237571 | PA      | $236971.95     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM0240                      | CUSIP: 36184KHR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      59086 | PA      | $55145.95      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1625                      | CUSIP: 36180CYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10254 | PA      | $9629.17       | 0.00%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8257                      | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21244100 | PA      | $20579869.31   | 0.07%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSUI                | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10300000 | PA      | $10510782.46   | 0.03%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                          | ERAC USA FINANCE               | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   16470000 | PA      | $16738826.89   | 0.05%             | 2029-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZL5159                      | CUSIP: 3131XLWU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1434505 | PA      | $1325384.32    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9913044.20    | 0.03%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                            | DEFT 2024-2 A3                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6380000 | PA      | $6403223.20    | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8D0898                      | CUSIP: 3142BN7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4562721 | PA      | $4588982.71    | 0.02%             | 2055-10-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2026-A                                | NALT 2026-A B                  | CUSIP: 65481HAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11310000 | PA      | $11178151.41   | 0.04%             | 2030-02-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                        | GSMS 2020-GSA2 A5              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9640000 | PA      | $8457862.22    | 0.03%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3181897 | PA      | $3043723.01    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA B                | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4010000 | PA      | $3995218.34    | 0.01%             | 2029-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                       | MARATHON PETRO                 | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   28000000 | PA      | $28573660.38   | 0.09%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6933                      | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1377212 | PA      | $1282700.75    | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A B                 | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4230000 | PA      | $4201804.94    | 0.01%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A B                 | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6160000 | PA      | $6170762.75    | 0.02%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                    | PROG 2025-SFR2 A               | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7701782 | PA      | $7257021.63    | 0.02%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                    | VALET 2024-1 A4                | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3330000 | PA      | $3364451.85    | 0.01%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720060                      | CUSIP: 3620A55V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     232107 | PA      | $230887.99     | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB0545                      | CUSIP: 3132CWTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   71729016 | PA      | $66432223.11   | 0.22%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783278                      | CUSIP: 36241LUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53434 | PA      | $54020.19      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3381                      | CUSIP: 3140LDXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8200000 | PA      | $7170623.66    | 0.02%             | 2031-10-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     487081 | PA      | $441210.18     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                | SMURFIT WESTROCK               | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   60540000 | PA      | $60939173.47   | 0.20%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BQ0917                      | CUSIP: 3617LKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     398520 | PA      | $369926.10     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3742                      | CUSIP: 31418DEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     455692 | PA      | $439119.64     | 0.00%             | 2039-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                  | GMALT 2025-2 B                 | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12490000 | PA      | $12590277.21   | 0.04%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2023-8A A                | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   20350000 | PA      | $21101511.26   | 0.07%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $9364675.51    | 0.03%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                            | GMCAR 2024-2 A4                | CUSIP: 379931AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10940000 | PA      | $11094129.28   | 0.04%             | 2029-09-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                 | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4143000 | PA      | $4076238.32    | 0.01%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                   | BMO 2024-5C4 A3                | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4880000 | PA      | $5113367.94    | 0.02%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5467                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4365129 | PA      | $4294794.86    | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23795000 | PA      | $22828602.04   | 0.07%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB3419                      | CUSIP: 31416YYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4721 | PA      | $4697.93       | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2024-1A A                | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   10560000 | PA      | $10791983.14   | 0.04%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                              | NSLT 2026-A A1B                | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22144820 | PA      | $22230307.89   | 0.07%             | 2061-02-21      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                          | BBCMS 2021-C10 ASB             | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13560000 | PA      | $12810659.48   | 0.04%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1932766.51    | 0.01%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AE0577                      | CUSIP: 36180SUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12905 | PA      | $11841.51      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                 | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14671536.35   | 0.05%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK5750                      | CUSIP: 36183PL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68355 | PA      | $63766.38      | 0.00%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS7023                      | CUSIP: 3138WGYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4204161 | PA      | $4037525.42    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   56506000 | PA      | $55356529.96   | 0.18%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2019-M12 A2                | CUSIP: 3136B5NV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13578244 | PA      | $13091885.24   | 0.04%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                        | DIAMONDBACK ENER               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   15470000 | PA      | $15800439.63   | 0.05%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7989                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33553127 | PA      | $30954339.93   | 0.10%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9111833 | PA      | $7512710.78    | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                               | NEVADA POWER CO                | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $7712581.13    | 0.03%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5159 QA                    | CUSIP: 3137H3UJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5973946 | PA      | $5406856.30    | 0.02%             | 2048-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9306                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6680854 | PA      | $6834982.88    | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-193 KC                | CUSIP: 38383DWD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3195821 | PA      | $2549180.37    | 0.01%             | 2050-02-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS3364                      | CUSIP: 3140XJW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5768510 | PA      | $5138295.85    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                | WOLS 2025-A A4                 | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8260000 | PA      | $8295940.91    | 0.03%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4528321 | PA      | $4251528.61    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                    | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $4284548.24    | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25354013.01   | 0.08%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AZ2936                      | CUSIP: 3138YUHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1102813 | PA      | $1002107.52    | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10132556.17   | 0.03%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2020-7 EP                  | CUSIP: 38382DFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8586315 | PA      | $7456804.04    | 0.02%             | 2049-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QU7281                      | CUSIP: 3133JLCS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4302376 | PA      | $3968437.66    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DD0521                      | CUSIP: 3618HSSJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     455787 | PA      | $473530.81     | 0.00%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A B                | CUSIP: 96043BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9680000 | PA      | $9635713.03    | 0.03%             | 2031-05-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 720065                      | CUSIP: 3620A56A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33060 | PA      | $32891.85      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US LONG BOND(CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -1353 | NC      | $1605768.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA8610                      | CUSIP: 36178GR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     315856 | PA      | $290251.39     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM1519                      | CUSIP: 3140X4VM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3153664 | PA      | $3002056.84    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25000000 | PA      | $24104228.07   | 0.08%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                  | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20445000 | PA      | $20610146.17   | 0.07%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                | BANK 2017-BNK6 A5              | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1110000 | PA      | $1098319.36    | 0.00%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   34715000 | PA      | $35376706.16   | 0.12%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC38                        | GSMS 2019-GC38 A4              | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2550582.06    | 0.01%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2026-5C40                                | BBCMS 2026-5C40 A3             | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9090000 | PA      | $9276609.52    | 0.03%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q02171                      | CUSIP: 3132GFMU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25260 | PA      | $25688.74      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS5337                      | CUSIP: 3140LF4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5183636 | PA      | $4844805.96    | 0.02%             | 2032-04-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                 | BAT INTL FINANCE               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   22028000 | PA      | $22047292.43   | 0.07%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                    | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6187000 | PA      | $6107511.38    | 0.02%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                        | BP CAPITAL PLC                 | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2095000 | PA      | $2062991.23    | 0.01%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG T62157                      | CUSIP: 3128S3ME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2925384 | PA      | $2589784.21    | 0.01%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5018                        | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      43410 | PA      | $43886.85      | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 704411                      | CUSIP: 36296XR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20984 | PA      | $20876.05      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3766                      | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16420817 | PA      | $15569836.14   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE0725                      | CUSIP: 31419AYX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11641 | PA      | $11585.74      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                | WFCM 2018-C45 A4               | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    6170000 | PA      | $6119956.98    | 0.02%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                           | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5342774.95    | 0.02%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                      | AMERICAN HOMES 4               | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   14833000 | PA      | $14919621.31   | 0.05%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 798875                      | CUSIP: 36177T2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54528 | PA      | $52382.61      | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                         | NFMOT 2026-1A A2               | CUSIP: 65341KCJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29280000 | PA      | $28996039.63   | 0.09%             | 2031-02-18      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                      | MARSH & MCLENNAN               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5245645.73    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-227 E                 | CUSIP: 38383FNR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48045282 | PA      | $42137447.14   | 0.14%             | 2050-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AT7913                      | CUSIP: 3138WVYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1391827 | PA      | $1273379.49    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C1201                      | CUSIP: 3142BBKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9084142 | PA      | $9161788.23    | 0.03%             | 2055-11-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3737                      | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     249150 | PA      | $238586.23     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS4478                      | CUSIP: 3140LE6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1626611 | PA      | $1438915.76    | 0.00%             | 2032-01-01      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9107                      | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     997624 | PA      | $1020015.65    | 0.00%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                             | BMARK 2021-B29 ASB             | CUSIP: 08163JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9540000 | PA      | $8939877.71    | 0.03%             | 2054-09-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                               | ONTARIO TEACHERS               | CUSIP: 68329AAH1<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |   25000000 | PA      | $22105031.18   | 0.07%             | 2030-09-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                               | DRVPNK 2026-1A B               | CUSIP: 05330WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3840000 | PA      | $3816536.06    | 0.01%             | 2031-06-11      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A96229                      | CUSIP: 3129444N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     253560 | PA      | $252652.62     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DC9067                      | CUSIP: 3140AXCD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10083893 | PA      | $10272969.85   | 0.03%             | 2055-05-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 764517                      | CUSIP: 36176FDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18693 | PA      | $18984.50      | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD8953                      | CUSIP: 31418W5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4736 | PA      | $4809.74       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AT7249                      | CUSIP: 3138WVBT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47294 | PA      | $46328.63      | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                | CARMX 2025-3 A4                | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9960000 | PA      | $10008122.74   | 0.03%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA1996                      | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     171012 | PA      | $164536.27     | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CM2509                      | CUSIP: 3617YMYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1044057 | PA      | $963272.94     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   37091000 | PA      | $36721059.03   | 0.12%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                            | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8845156.71    | 0.03%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2224                      | CUSIP: 36179QPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50777 | PA      | $48794.67      | 0.00%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   19450000 | PA      | $19891007.18   | 0.07%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS6475                      | CUSIP: 3140LHFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20020000 | PA      | $19003518.53   | 0.06%             | 2032-09-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 4 4/26                    | CUSIP: 01F040644<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -34000000 | PA      | $-32041015.20  | -0.10%            | 2026-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM3078                      | CUSIP: 3140X6M40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21699241 | PA      | $21170341.58   | 0.07%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5753                      | CUSIP: 36179UMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     807272 | PA      | $758089.32     | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-REV1                        | FORDR 2026-1 A                 | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   47770000 | PA      | $47406465.52   | 0.16%             | 2038-08-15      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B               | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   19800000 | PA      | $20012343.43   | 0.07%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83122000 | PA      | $80433522.81   | 0.26%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9650000 | PA      | $9782544.33    | 0.03%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2025-1               | AMCAR 2025-1 B                 | CUSIP: 03067FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7540000 | PA      | $7504441.36    | 0.02%             | 2030-10-18      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                          | BBCMS 2021-C10 A5              | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27695160 | PA      | $25045646.89   | 0.08%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA6954                      | CUSIP: 3133KNWP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435744 | PA      | $386640.68     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                              | T-MOBILE USA INC               | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7045684.31    | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                 | CHAOT 2024-3A A4               | CUSIP: 16144LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15600000 | PA      | $15820777.44   | 0.05%             | 2029-12-25      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RB5154                      | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1614936 | PA      | $1444615.58    | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG D99403                      | CUSIP: 3128E6NU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     308181 | PA      | $298927.65     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7611197.66    | 0.02%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C1153                      | CUSIP: 3142BBH60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7660084 | PA      | $7719196.40    | 0.03%             | 2055-09-01      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 766378                      | CUSIP: 36176HFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2585 | PA      | $2569.67       | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1     | GMCAR 2025-1 B                 | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1600000 | PA      | $1618173.60    | 0.01%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141050000 | PA      | $141595467.15  | 0.46%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                 | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5523000 | PA      | $5572284.75    | 0.02%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-2 A                  | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   33560000 | PA      | $34039532.13   | 0.11%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6794039.51    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                      | DUKE ENERGY PROG               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $11969893.37   | 0.04%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8646                      | CUSIP: 36179XTB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26339948 | PA      | $25586291.20   | 0.08%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4587                      | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     313564 | PA      | $280479.09     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1               | AHART 2024-1A A4               | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2650000 | PA      | $2662272.68    | 0.01%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                               | WELLI 2023-1A AR               | CUSIP: 94957JAJ3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |    4430000 | PA      | $4427046.52    | 0.01%             | 2038-10-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5353                      | CUSIP: 31418E5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18095461 | PA      | $18205774.59   | 0.06%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A B                | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3330000 | PA      | $3330061.61    | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 3.5 4/26                  | CUSIP: 01F032641<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -7750000 | PA      | $-7100332.23   | -0.02%            | 2026-04-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 5 4/26                    | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27750000 | PA      | $27352178.78   | 0.09%             | 2026-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4961                        | CUSIP: 36202FQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3186 | PA      | $3314.77       | 0.00%             | 2041-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8490                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27973891 | PA      | $27884769.43   | 0.09%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2829659.60    | 0.01%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C1401                      | CUSIP: 3142BBRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4903250 | PA      | $4903463.78    | 0.02%             | 2056-04-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM7477                      | CUSIP: 3140XBJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54915593 | PA      | $53576113.61   | 0.18%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK               | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7490000 | PA      | $7577291.30    | 0.02%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD7679                      | CUSIP: 3140FFQ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81108 | PA      | $73032.99      | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-4A A1               | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39480000 | PA      | $39770782.04   | 0.13%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                   | PROLOGIS LP                    | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8735458.51    | 0.03%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                | S&P GLOBAL INC                 | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   10680000 | PA      | $10012806.21   | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                           | WOSAT 2025-A A3                | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13820000 | PA      | $13745817.00   | 0.04%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                          | TRFIG 2024-1A A2               | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |   18260000 | PA      | $18286750.90   | 0.06%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM7934                      | CUSIP: 3140XBY87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2737158 | PA      | $2462748.24    | 0.01%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZM6196                      | CUSIP: 3131Y03D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     358865 | PA      | $333253.68     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19019014.17   | 0.06%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                             | CENTERPOINT ENER               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10178901.93   | 0.03%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                             | AFRMT 2025-3A B                | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2120000 | PA      | $2106852.61    | 0.01%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B B                 | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1137532 | PA      | $1144176.59    | 0.00%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                         | TRUIST FINANCIAL               | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   20003000 | PA      | $20220183.81   | 0.07%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787211                      | CUSIP: 3622AC3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9687859 | PA      | $9881398.48    | 0.03%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7382203 | PA      | $7349456.55    | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC1295                      | CUSIP: 3140Y7NM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16056219 | PA      | $16247499.99   | 0.05%             | 2055-10-01      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1765542 | PA      | $1599271.47    | 0.01%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA3256                      | CUSIP: 3133KJTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51523491 | PA      | $45781805.79   | 0.15%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1031072 | PA      | $933970.25     | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 738882                      | CUSIP: 3620AS2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44041 | PA      | $42451.03      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS1556                      | CUSIP: 3140XGWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10457753 | PA      | $9701609.24    | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20729866.21   | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G05741                      | CUSIP: 3128M7WA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2694 | PA      | $2686.70       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1               | GMREV 2025-1 B                 | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2590000 | PA      | $2606838.89    | 0.01%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Floorplan Master Owner Trust                          | HFMOT 2025-1A A                | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22370000 | PA      | $22199507.05   | 0.07%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA0717                      | CUSIP: 3140Q7YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8583164 | PA      | $8408675.56    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE8842                      | CUSIP: 31419KZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25766 | PA      | $25647.98      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q21997                      | CUSIP: 3132JPGE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22393 | PA      | $22253.55      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                        | CHUBB INA HLDGS                | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   35340000 | PA      | $35711404.70   | 0.12%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3804                      | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23995 | PA      | $22990.66      | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GGP 2026-TY                                                   | GGP 2026-TY A                  | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30370000 | PA      | $30001250.50   | 0.10%             | 2043-03-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV1                                      | PMTLT 2025-INV1 A1             | CUSIP: 693967AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   54133709 | PA      | $54708879.78   | 0.18%             | 2060-01-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM7907                      | CUSIP: 3140JCYD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15963699 | PA      | $16142621.42   | 0.05%             | 2055-12-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110000000 | PA      | $108332812.50  | 0.35%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                      | TLOT 2025-A A4                 | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11670000 | PA      | $11765052.15   | 0.04%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                  | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   11440000 | PA      | $11525174.01   | 0.04%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RB5141                      | CUSIP: 3133KYWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32823888 | PA      | $28563373.92   | 0.09%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2777000 | PA      | $2775448.43    | 0.01%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DF8753                      | CUSIP: 3140U0WP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5710437 | PA      | $5773658.88    | 0.02%             | 2056-01-01      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CB9155                      | CUSIP: 3617UVE44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7113015 | PA      | $6115037.97    | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE0217                      | CUSIP: 31419AG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8963 | PA      | $8926.18       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4156                      | CUSIP: 3132E0TM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8260010 | PA      | $7419548.14    | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A A                | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28430000 | PA      | $28315913.25   | 0.09%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD4567                      | CUSIP: 31418SCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        596 | PA      | $616.44        | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RE5018                      | CUSIP: 3133N2SF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2474517 | PA      | $2282452.14    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE0878                      | CUSIP: 3140FK6Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177041 | PA      | $159690.96     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV2                                      | PMTLT 2024-INV2 A1             | CUSIP: 73015CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   81749777 | PA      | $82618367.88   | 0.27%             | 2059-12-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                       | HONEYWELL AEROSP               | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   11667000 | PA      | $11563715.10   | 0.04%             | 2029-03-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AW3240                      | CUSIP: 36195RS59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     228553 | PA      | $224881.02     | 0.00%             | 2046-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                 | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9283000 | PA      | $9186249.32    | 0.03%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB1047                      | CUSIP: 31416WEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230825 | PA      | $229893.48     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1               | COPAR 2024-1 A3                | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13550000 | PA      | $13620007.43   | 0.04%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5180000 | PA      | $5232530.13    | 0.02%             | 2028-01-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08753                      | CUSIP: 3128MJZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101117 | PA      | $99309.13      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-INV3 Trust                                          | GCAT 2022-INV3 1A1             | CUSIP: 36830RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29925929 | PA      | $27703450.20   | 0.09%             | 2052-08-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 A3                 | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9570000 | PA      | $9547463.61    | 0.03%             | 2031-03-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4498                      | CUSIP: 3132E07K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12019433 | PA      | $11528009.06   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     254589 | PA      | $253210.00     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6084                      | CUSIP: 36179UXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247232 | PA      | $245053.30     | 0.00%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                          | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6540000 | PA      | $6490783.33    | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD0469                      | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4622847 | PA      | $4110574.48    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4305                      | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6458398 | PA      | $5239045.80    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AX5295                      | CUSIP: 3138Y63D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     945363 | PA      | $959980.74     | 0.00%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC0929                      | CUSIP: 3140Y7A73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12270471 | PA      | $12298207.39   | 0.04%             | 2055-08-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS6685                      | CUSIP: 3140XNNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2647656 | PA      | $2690273.65    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                   | PNC BANK NA                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $14796056.89   | 0.05%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723547                      | CUSIP: 3620A9ZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2445 | PA      | $2431.25       | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                          | REP OF LATVIA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |   54282000 | PA      | $54446165.05   | 0.18%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BR2365                      | CUSIP: 3617LYTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219928 | PA      | $208522.07     | 0.00%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5387                      | CUSIP: 31418E6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26218955 | PA      | $25896223.12   | 0.08%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZS9878                      | CUSIP: 3132AA6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4291953 | PA      | $4012794.69    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5623000 | PA      | $5054011.52    | 0.02%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                             | LADAR 2025-3A B                | CUSIP: 501684AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3240000 | PA      | $3214192.10    | 0.01%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                    | FLORIDA ST BRD OF ADM          | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   55000000 | PA      | $50621219.00   | 0.17%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q24832                      | CUSIP: 3132M5A93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10361 | PA      | $10315.58      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4869                      | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16164611 | PA      | $16317976.04   | 0.05%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  189176619 | PA      | $155976217.19  | 0.51%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 A1A                | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   19900000 | PA      | $19988913.20   | 0.07%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2025-1 A1                | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   72170000 | PA      | $72638441.04   | 0.24%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9012115.36    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | PROG 2025-SFR1 B               | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3510000 | PA      | $3340853.10    | 0.01%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AB5980                      | CUSIP: 36178SUD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      26908 | PA      | $26517.37      | 0.00%             | 2045-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL1900                      | CUSIP: 31427PDE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10940715 | PA      | $11189980.49   | 0.04%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $4625396.24    | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20461000 | PA      | $20836345.80   | 0.07%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1253495.94    | 0.00%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM7031                      | CUSIP: 3140XAY55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19982590 | PA      | $19021960.96   | 0.06%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53739 | PA      | $51537.88      | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD7532                      | CUSIP: 3132DVLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21745496 | PA      | $17893055.19   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                 | SDART 2023-6 A3                | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     794192 | PA      | $794947.88     | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                     | FNCL 4.5 4/26                  | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1250000 | PA      | $1205273.50    | 0.00%             | 2026-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA3847                      | CUSIP: 3140W4HZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24653382 | PA      | $25094507.23   | 0.08%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5173 CA                    | CUSIP: 3137H4CT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41110311 | PA      | $33775470.77   | 0.11%             | 2051-05-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                  | BBCMS 2021-C9 A5               | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7100000 | PA      | $6343698.77    | 0.02%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1        | AHART 2025-1A A4               | CUSIP: 02650VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1560000 | PA      | $1545798.54    | 0.01%             | 2031-02-18      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-CNF2                                      | PMTLT 2025-CNF2 A1             | CUSIP: 729911AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   32747720 | PA      | $32585258.26   | 0.11%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                               | DANSKE BANK A/S                | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     504000 | PA      | $507085.16     | 0.00%             | 2031-03-04      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A A4               | CUSIP: 505912AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7660000 | PA      | $7661593.28    | 0.03%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2746414.74    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783750                      | CUSIP: 3622A2EX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48072 | PA      | $47701.24      | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                        | MTBAT 2024-1A A3               | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8768530 | PA      | $8851080.49    | 0.03%             | 2032-02-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL0716                      | CUSIP: 31427MYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11027939 | PA      | $10892195.13   | 0.04%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5710                      | CUSIP: 36179UKX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     804093 | PA      | $765657.34     | 0.00%             | 2049-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2304                      | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     301599 | PA      | $289778.35     | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                     | ONEOK INC                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4499000 | PA      | $4487871.09    | 0.01%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                          | PETRONAS CAP LTD               | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |   33250000 | PA      | $33924169.88   | 0.11%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC2284                      | CUSIP: 3140Y8RE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13299140 | PA      | $13438233.05   | 0.04%             | 2056-03-01      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 788364                      | CUSIP: 3622AEFD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   40274939 | PA      | $40108869.03   | 0.13%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G30493                      | CUSIP: 3128CURN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20641 | PA      | $20554.61      | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG6295                      | CUSIP: 36182A7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7466 | PA      | $6953.15       | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                     | HARRIS CORP                    | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   11008000 | PA      | $11009999.05   | 0.04%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                           | NORTHERN TRST CO               | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4840947.73    | 0.02%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-INV1                                      | PMTLT 2026-INV1 A2             | CUSIP: 73015LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17536417 | PA      | $17533680.94   | 0.06%             | 2057-01-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Temasek Financial I Ltd                                       | TEMASEK FINL I                 | CUSIP: 87973PBA1<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |  125000000 | PA      | $109778231.43  | 0.36%             | 2031-08-02      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9724                      | CUSIP: 36179YYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15492822 | PA      | $15380523.93   | 0.05%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Energy Canada Ltd                                    | PETRONAS ENERG                 | CUSIP: N/A<br>LEI: 5493001PEB90YGTDC638       | Long             | DBT              | CORP              | CA        |   26681000 | PA      | $25566013.15   | 0.08%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM0064                      | CUSIP: 36184KB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     158097 | PA      | $147146.60     | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771563                      | CUSIP: 36176N5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181098 | PA      | $179591.66     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3552                      | CUSIP: 31418C5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186376 | PA      | $179772.70     | 0.00%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                 | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $12377001.82   | 0.04%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5200 MA                    | CUSIP: 3137H6EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2310142 | PA      | $2119144.91    | 0.01%             | 2048-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                      | CSAIL 2019-C17 A4              | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1420768.35    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 AT7613                      | CUSIP: 36194GN67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     314955 | PA      | $284801.45     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4716182 | PA      | $4646086.92    | 0.02%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                       | CBOE GLOBAL MKTS               | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    4674000 | PA      | $4107219.97    | 0.01%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8911666.64    | 0.03%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB4861                      | CUSIP: 3140QQMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58109803 | PA      | $57739550.13   | 0.19%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                | CARMX 2025-3 B                 | CUSIP: 14290FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5610000 | PA      | $5650464.93    | 0.02%             | 2031-03-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB0625                      | CUSIP: 3132CWVS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11531111 | PA      | $11066134.07   | 0.04%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ3908                      | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15149507 | PA      | $15270266.99   | 0.05%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC0075                      | CUSIP: 3140Y6CM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31796939 | PA      | $33150505.83   | 0.11%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 785816                      | CUSIP: 3622ABK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5597118 | PA      | $5291095.85    | 0.02%             | 2051-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                       | ABU DHABI DEVELO               | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   16000000 | PA      | $15559305.60   | 0.05%             | 2035-05-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BK6568                      | CUSIP: 3140HLJN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     147436 | PA      | $148570.20     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BR1050                      | CUSIP: 3140KYEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20000955 | PA      | $18077040.81   | 0.06%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                             | TMUST 2025-1A A                | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26750000 | PA      | $26950017.78   | 0.09%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANS                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15302968.80   | 0.05%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                | GALC 2025-2 A4                 | CUSIP: 39154TCR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10950000 | PA      | $10920870.81   | 0.04%             | 2032-09-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD1182                      | CUSIP: 3132DNJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     676445 | PA      | $604498.55     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  381654000 | PA      | $381803081.69  | 1.25%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                             | BMARK 2020-B19 AAB             | CUSIP: 08162WBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6438149 | PA      | $6094876.33    | 0.02%             | 2053-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                | LOWE'S COS INC                 | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10490000 | PA      | $10308024.20   | 0.03%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   12090000 | PA      | $12298641.18   | 0.04%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A87994                      | CUSIP: 3129343B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     144180 | PA      | $146555.20     | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                           | FORDO 2024-D A4                | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4370000 | PA      | $4410157.68    | 0.01%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                | SFAST 2025-1A A3               | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10660000 | PA      | $10729135.43   | 0.04%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2025-M5 A2                 | CUSIP: 3136BXM35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   88685000 | PA      | $78143475.21   | 0.26%             | 2031-11-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB1648                      | CUSIP: 3132CXZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4167119 | PA      | $4195615.06    | 0.01%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 769898                      | CUSIP: 36176MDB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33828 | PA      | $33613.58      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BD4225                      | CUSIP: 3140FBVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132659 | PA      | $119492.19     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS5056                      | CUSIP: 3138WETN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2082 | PA      | $1944.81       | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5129 DM                    | CUSIP: 3137H1NR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4056329 | PA      | $3063969.20    | 0.01%             | 2050-08-25      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 748063                      | CUSIP: 3620C4B82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3646 | PA      | $3616.36       | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A A4                | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5650000 | PA      | $5654673.68    | 0.02%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 B                 | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4130000 | PA      | $4131189.03    | 0.01%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 785707                      | CUSIP: 3622ABGQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247484 | PA      | $229262.71     | 0.00%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 4109 GE                    | CUSIP: 3137AUJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29659963 | PA      | $29154290.71   | 0.10%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18401000 | PA      | $18657996.27   | 0.06%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD4296                      | CUSIP: 31418RX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36400 | PA      | $36960.78      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 734101                      | CUSIP: 3620AMRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99246 | PA      | $98774.31      | 0.00%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA0937                      | CUSIP: 3140W1BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15684896 | PA      | $15850360.74   | 0.05%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edsouth Indenture No 9 LLC                                    | EDUSA 2015-1 A                 | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      73313 | PA      | $72840.42      | 0.00%             | 2056-10-25      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DF8681                      | CUSIP: 3140U0UF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3465786 | PA      | $3512502.95    | 0.01%             | 2055-12-01      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                 | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4381093.48    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                | CARMX 2025-1 B                 | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4430000 | PA      | $4477933.49    | 0.01%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD2413                      | CUSIP: 36180DVE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     124268 | PA      | $116884.19     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AH1115                      | CUSIP: 3138A2GZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     890500 | PA      | $886421.17     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA6623                      | CUSIP: 3133KNLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4590770 | PA      | $3924064.68    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2019-55 CB                 | CUSIP: 3136B6FG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1907086 | PA      | $1693208.57    | 0.01%             | 2049-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE5852                      | CUSIP: 31419GQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132504 | PA      | $131888.85     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AK7338                      | CUSIP: 36183REK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66560 | PA      | $62091.97      | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                  | CAS 2025-R03 2A1               | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19215827 | PA      | $19251953.06   | 0.06%             | 2045-03-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8450000 | PA      | $8329922.19    | 0.03%             | 2032-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZL9045                      | CUSIP: 3131XRBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1689420 | PA      | $1577863.39    | 0.01%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM8215                      | CUSIP: 3140XCDV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  138447741 | PA      | $119249899.02  | 0.39%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU3794                      | CUSIP: 3138X3GC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99344 | PA      | $97317.04      | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                           | STACR 2025-HQA1 A1             | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5641650 | PA      | $5641208.26    | 0.02%             | 2045-02-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA               | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   15625000 | PA      | $15536338.71   | 0.05%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2021-M4 A2                 | CUSIP: 3136BDZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15800000 | PA      | $13940235.72   | 0.05%             | 2031-02-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08591                      | CUSIP: 3128MJUR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19992 | PA      | $18766.33      | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4487201.96    | 0.01%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5594                      | CUSIP: 36179UGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2540466 | PA      | $2373271.89    | 0.01%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     805408 | PA      | $778406.57     | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                               | TYSON FOODS INC                | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    9243000 | PA      | $9216650.86    | 0.03%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                 | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   12500000 | PA      | $12101843.14   | 0.04%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3753                      | CUSIP: 31418DE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24800 | PA      | $22875.51      | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB8702                      | CUSIP: 3140QUU46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8716149 | PA      | $9009383.37    | 0.03%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                 | GMCAR 2025-2 B                 | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2220000 | PA      | $2232774.32    | 0.01%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CD3535                      | CUSIP: 3617VD4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7423505 | PA      | $6381964.60    | 0.02%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB7742                      | CUSIP: 3140QTS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5242099 | PA      | $5285522.61    | 0.02%             | 2054-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust          | CADILLAC FAIRVIE               | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    6600000 | PA      | $6572593.52    | 0.02%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                 | SDART 2024-3 B                 | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11910000 | PA      | $12016899.40   | 0.04%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM7832                      | CUSIP: 3140JCV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13666935 | PA      | $13843623.75   | 0.05%             | 2055-09-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS5720                      | CUSIP: 3140XMLA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27712921 | PA      | $24789188.33   | 0.08%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                   | F1VE 2023-V1 A3                | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1829525.04    | 0.01%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     344786 | PA      | $348568.57     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737194                      | CUSIP: 3620AQ7F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4630 | PA      | $4603.62       | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 783711                      | CUSIP: 3622A2DQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     348188 | PA      | $346017.66     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6042                      | CUSIP: 36179UWB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603362 | PA      | $609736.17     | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06774                      | CUSIP: 3128M82F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     248356 | PA      | $247587.19     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  106317000 | PA      | $107542137.57  | 0.35%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4454984 | PA      | $4254566.09    | 0.01%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI7784                      | CUSIP: 3138AMUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23071 | PA      | $22956.00      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS5456                      | CUSIP: 3140XMB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10885457 | PA      | $10365558.51   | 0.03%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 741372                      | CUSIP: 3620AVT51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42266 | PA      | $42025.44      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10682575.90   | 0.03%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                 | CHAOT 2025-2A B                | CUSIP: 16144MAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2330000 | PA      | $2312477.24    | 0.01%             | 2031-03-25      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C1156                      | CUSIP: 3142BBH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7541808 | PA      | $7623237.73    | 0.02%             | 2055-10-01      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   23060000 | PA      | $22745555.61   | 0.07%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2626365 | PA      | $2261708.34    | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB9936                      | CUSIP: 3140QWBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42877183 | PA      | $43894264.01   | 0.14%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE7536                      | CUSIP: 31419JLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2436 | PA      | $2425.76       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2026-1                  | GMALT 2026-1 A4                | CUSIP: 36273VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5800000 | PA      | $5779558.48    | 0.02%             | 2030-01-22      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6444522 | PA      | $6144530.51    | 0.02%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS7960                      | CUSIP: 3138WHZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32423 | PA      | $31855.23      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA8098                      | CUSIP: 3133KP7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43879845 | PA      | $44383883.53   | 0.15%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3884                      | CUSIP: 3140QPJ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13252406 | PA      | $13196956.85   | 0.04%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                              | DLLAD 2025-1A A4               | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12500000 | PA      | $12604445.00   | 0.04%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21291000 | PA      | $21264395.42   | 0.07%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                 | TOKYO METRO GOVT               | CUSIP: 59173LAG5<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | NUSS              | JP        |   14160000 | PA      | $14173320.32   | 0.05%             | 2026-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                              | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   48389000 | PA      | $47861033.81   | 0.16%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                | CARMX 2023-1 B                 | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3340000 | PA      | $3362770.12    | 0.01%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                     | AMGEN INC                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20520227.08   | 0.07%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $10315502.02   | 0.03%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 705476                      | CUSIP: 36296YXD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42852 | PA      | $42631.52      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AJ4994                      | CUSIP: 3138AWRQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     842994 | PA      | $838932.79     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN2109                      | CUSIP: 3132XGKX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12500212 | PA      | $11008285.22   | 0.04%             | 2031-07-01      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DL8481                      | CUSIP: 3618LLM60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6099776 | PA      | $6272321.33    | 0.02%             | 2055-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                   | PAYCHEX INC                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   12580000 | PA      | $12645171.77   | 0.04%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4005                      | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      68246 | PA      | $65341.94      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                       | CHARLES SCHWAB                 | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8405107.56    | 0.03%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                            | SCCU 2025-1A A3                | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12860000 | PA      | $12901977.61   | 0.04%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                | CARMX 2026-1 A4                | CUSIP: 14320XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8190000 | PA      | $8160706.83    | 0.03%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                     | AMGEN INC                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1691371.44    | 0.01%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DE6391                      | CUSIP: 3618JCC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10881754 | PA      | $11184656.57   | 0.04%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rowe CLO 2026-1 Ltd                                           | ROWE 2026-1A A1                | CUSIP: 779520AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   14450000 | PA      | $14450000.00   | 0.05%             | 2039-04-20      | Floating      | 4.91%                 | Yes           |                  3 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CM2346                      | CUSIP: 3617YMTB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     670165 | PA      | $618311.13     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                    | VERIZON COMM INC               | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   16667000 | PA      | $16312264.24   | 0.05%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                             | FNR 2019-74 KT                 | CUSIP: 3136B7VM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9016789 | PA      | $7409907.03    | 0.02%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                           | GEORGIA-PACIFIC                | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   10290000 | PA      | $10404169.68   | 0.03%             | 2032-06-30      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                              | BMARK 2018-B1 A5               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9020000 | PA      | $8901365.35    | 0.03%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                      | CIFC 2025-6A A1                | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    1800000 | PA      | $1798182.18    | 0.01%             | 2038-10-23      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2026-SFR1 Trust                                          | AMSR 2026-SFR1 A               | CUSIP: 66982GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4350000 | PA      | $4084439.03    | 0.01%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                    | SMURFIT KAPPA                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    7000000 | PA      | $7091333.47    | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                    | BMO 2023-C7 A5                 | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7760000 | PA      | $8219482.02    | 0.03%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    7810000 | PA      | $7848648.67    | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS6794                      | CUSIP: 3140LHRQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1368804 | PA      | $1362148.14    | 0.00%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                        | CITZN 2024-2 A4                | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11570000 | PA      | $11728441.89   | 0.04%             | 2031-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 739708                      | CUSIP: 3620ATYD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        562 | PA      | $571.29        | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA5544                      | CUSIP: 3140QDES9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21419212 | PA      | $19306726.98   | 0.06%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5821                      | CUSIP: 36178DPE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     638018 | PA      | $587405.58     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-P1                 | WLAKE 2026-P1 B                | CUSIP: 96043AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2690000 | PA      | $2669656.88    | 0.01%             | 2031-04-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   11370000 | PA      | $11112585.96   | 0.04%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2026-1     | GMCAR 2026-1 B                 | CUSIP: 362970AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2270000 | PA      | $2248504.46    | 0.01%             | 2032-06-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB9027                      | CUSIP: 3140QVA53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22242276 | PA      | $23288156.72   | 0.08%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSUI                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   24260000 | PA      | $22806786.32   | 0.07%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q36540                      | CUSIP: 3132QTHS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132081 | PA      | $123562.02     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AD1612                      | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     139150 | PA      | $124073.24     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18340000 | PA      | $18502214.05   | 0.06%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU3617                      | CUSIP: 3138X3AT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3924 | PA      | $3849.27       | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701510                      | CUSIP: 36296UKX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32305 | PA      | $33634.33      | 0.00%             | 2038-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ6157                      | CUSIP: 3142GWZX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9989130 | PA      | $9912997.14    | 0.03%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                              | ERP OPERATING LP               | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   11480000 | PA      | $11429896.77   | 0.04%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   15000000 | PA      | $15310822.34   | 0.05%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                           | CARDINAL HEALTH                | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   25240000 | PA      | $24945994.42   | 0.08%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                 | BBCMS 2024-C30 A5              | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   24280000 | PA      | $25090393.56   | 0.08%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                      | MARS INC                       | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   61875000 | PA      | $62602200.60   | 0.20%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CN2048                      | CUSIP: 3617F0HZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4943322 | PA      | $4560833.17    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10572540.15   | 0.03%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8510000 | PA      | $8743798.57    | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                    | AMSR 2025-SFR1 A               | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15720000 | PA      | $14968651.60   | 0.05%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AA5647                      | CUSIP: 36178DHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     900499 | PA      | $824842.25     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                    | CNH 2023-A A4                  | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4920000 | PA      | $4954845.90    | 0.02%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA0522                      | CUSIP: 3140Q7SL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2233298 | PA      | $1974652.71    | 0.01%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8492                      | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14634379 | PA      | $14985716.49   | 0.05%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 B                 | CUSIP: 10807UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6750000 | PA      | $6736469.63    | 0.02%             | 2031-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1365 | PA      | $1321.60       | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DG2339                      | CUSIP: 3140U5S56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9268338 | PA      | $9360344.79    | 0.03%             | 2056-04-01      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BM4124                      | CUSIP: 3617JUSM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2027656 | PA      | $1914893.55    | 0.01%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS6395                      | CUSIP: 3138WGC93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476426 | PA      | $443667.59     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                     | DUKE ENERGY CAR                | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7470000 | PA      | $7587177.37    | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                     | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3330936.92    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                          | LOCKHEED MARTIN                | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   20460000 | PA      | $20614616.40   | 0.07%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784188                      | CUSIP: 3622A2UM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4165644 | PA      | $3994949.10    | 0.01%             | 2044-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     429098 | PA      | $402869.50     | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q34714                      | CUSIP: 3132QRGY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76978 | PA      | $70608.63      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                       | ABU DHABI DEVELO               | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   34798000 | PA      | $34212875.11   | 0.11%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                   | NUTRIEN LTD                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   19561000 | PA      | $19887357.32   | 0.07%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ6511                      | CUSIP: 3140Q2GV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23256000 | PA      | $23294672.40   | 0.08%             | 2031-03-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5157 A                     | CUSIP: 3137H2WK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   85603724 | PA      | $69053219.44   | 0.23%             | 2051-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                     | ONEOK INC                      | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   24300000 | PA      | $24949481.69   | 0.08%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8267                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41018649 | PA      | $38695845.19   | 0.13%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS6503                      | CUSIP: 3140LHGM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3843152 | PA      | $3648100.75    | 0.01%             | 2032-09-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     280000 | PA      | $266562.57     | 0.00%             | 2031-03-30      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4233                      | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2412497 | PA      | $2177440.03    | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787228                      | CUSIP: 3622AC4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7908823 | PA      | $8180872.99    | 0.03%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C28                                 | BBCMS 2024-C28 A5              | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5050000 | PA      | $5168509.87    | 0.02%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4117610.95    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5205                        | CUSIP: 36202FYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      21502 | PA      | $21738.21      | 0.00%             | 2041-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QD3487                      | CUSIP: 3133B02U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11458086 | PA      | $9883574.04    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $4912911.71    | 0.02%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 702044                      | CUSIP: 36296U5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5170 | PA      | $5140.73       | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 B                  | CUSIP: 24703VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1050000 | PA      | $1047194.51    | 0.00%             | 2031-03-24      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                              | ALTRIA GROUP INC               | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $4327459.55    | 0.01%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   20000000 | PA      | $19639697.86   | 0.06%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                               | DRVPNK 2026-1A A4              | CUSIP: 05330WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9670000 | PA      | $9627609.62    | 0.03%             | 2031-06-11      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM6866                      | CUSIP: 3140JBTY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4989787 | PA      | $4824337.00    | 0.02%             | 2051-08-01      | Floating      | 1.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 784329                      | CUSIP: 3622A2Y22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2984661 | PA      | $2732041.16    | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                | SALESFORCE INC                 | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   18700000 | PA      | $18734891.54   | 0.06%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB1625                      | CUSIP: 3132CXYW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1107200 | PA      | $1115809.12    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B               | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   24988000 | PA      | $25138145.62   | 0.08%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                 | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   16000000 | PA      | $16117106.80   | 0.05%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q01855                      | CUSIP: 3132GFBY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     323872 | PA      | $329349.60     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AC9802                      | CUSIP: 31417W3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68623 | PA      | $69674.53      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                | CARMX 2025-4 A4                | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13810000 | PA      | $13684903.50   | 0.04%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 698399                      | CUSIP: 36296Q3G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6939 | PA      | $6903.61       | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10150520.01   | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                            | PUBLIC SERVICE                 | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    9990000 | PA      | $9885606.08    | 0.03%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2329713.50    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                       | SIMON PROP GP LP               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3092962.62    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                     | AVALONBAY COMMUN               | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    9915000 | PA      | $10159596.71   | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL4934                      | CUSIP: 3140HWPU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4730288 | PA      | $4478770.99    | 0.01%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA0000                      | CUSIP: 3140W0AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13107359 | PA      | $13511461.87   | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA7472                      | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2928989 | PA      | $2516212.51    | 0.01%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                | MASTERCARD INC                 | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5169372.27    | 0.02%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17816000 | PA      | $16840388.29   | 0.06%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2024-INV1                                      | PMTLT 2024-INV1 A8             | CUSIP: 73015BAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12288853 | PA      | $12348651.79   | 0.04%             | 2059-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA8644                      | CUSIP: 36179XS98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      75938 | PA      | $70329.14      | 0.00%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28125000 | PA      | $28527728.39   | 0.09%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                           | CHILE                          | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   92229000 | PA      | $90980772.02   | 0.30%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL9551                      | CUSIP: 3140J2TH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28914289 | PA      | $25526580.96   | 0.08%             | 2030-12-01      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1684927 | PA      | $1606493.81    | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 745243                      | CUSIP: 3620C05C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248037 | PA      | $239318.15     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A A3                | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22610000 | PA      | $22622412.89   | 0.07%             | 2028-11-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 711594                      | CUSIP: 36297GRP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11424 | PA      | $11603.14      | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                          | PROG 2025-SFR3 B               | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8940000 | PA      | $8321666.69    | 0.03%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2024-A                                  | USAOT 2024-A A4                | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2729526.12    | 0.01%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond              | REP OF POLAND                  | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   17352000 | PA      | $17697134.01   | 0.06%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5089973.05    | 0.02%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 701895                      | CUSIP: 36296UXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16626 | PA      | $16540.60      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2026-A                           | FORDL 2026-A B                 | CUSIP: 345276AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3990000 | PA      | $3969354.94    | 0.01%             | 2030-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2025-1A A                | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    6220000 | PA      | $6263092.16    | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 771561                      | CUSIP: 36176N5W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57914 | PA      | $55915.32      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                               | BANK5 2024-5YR7 A3             | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9986000 | PA      | $10297426.39   | 0.03%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS6599                      | CUSIP: 3140LHKM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7265000 | PA      | $6976323.05    | 0.02%             | 2032-09-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                | BMWOT 2023-A A4                | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6930000 | PA      | $7000051.91    | 0.02%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                | BBCMS 2024-5C29 A3             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7170000 | PA      | $7297388.67    | 0.02%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SB8346                      | CUSIP: 3132D6HX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11623230 | PA      | $11364388.85   | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2025-103 BA                | CUSIP: 38385GF20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48352272 | PA      | $45346583.55   | 0.15%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8245                      | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2351881 | PA      | $2278345.78    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG J26553                      | CUSIP: 31307FH61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1435 | PA      | $1406.42       | 0.00%             | 2028-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BQ7636                      | CUSIP: 3617LSPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304901 | PA      | $280356.35     | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN DG3270                      | CUSIP: 3140U6T46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10008038 | PA      | $10013792.62   | 0.03%             | 2056-03-01      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08877                      | CUSIP: 3128MJ6P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4118807 | PA      | $3925571.04    | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea Gas Corp                                                | KOREA GAS CORP                 | CUSIP: 50066CAT6<br>LEI: 988400TFZILHBD5M3R71 | Long             | DBT              | NUSS              | KR        |   35000000 | PA      | $34852742.85   | 0.11%             | 2027-07-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7076093.33    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD0704                      | CUSIP: 3132DMX91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17709408 | PA      | $15309076.20   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                              | DLLAD 2025-1A A3               | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16970000 | PA      | $17055557.65   | 0.06%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   26850000 | PA      | $27408824.69   | 0.09%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                      | GNR 2021-193 KB                | CUSIP: 38383DWC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2658471 | PA      | $2082449.01    | 0.01%             | 2050-02-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FM8990                      | CUSIP: 3140XC7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76219403 | PA      | $72362030.53   | 0.24%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS8320                      | CUSIP: 3138WJG69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128445 | PA      | $115696.49     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL5247                      | CUSIP: 36184BZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     292276 | PA      | $272720.88     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13820000 | PA      | $13463590.73   | 0.04%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 768143                      | CUSIP: 36176KEQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8225 | PA      | $7931.58       | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB4987                      | CUSIP: 31417BRH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     415735 | PA      | $408696.28     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                         | EFF 2024-4 A3                  | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7260000 | PA      | $7300449.82    | 0.02%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AQ0562                      | CUSIP: 36189MTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10796 | PA      | $10269.54      | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14394538.35   | 0.05%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 787071                      | CUSIP: 3622ACW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25140053 | PA      | $25642288.91   | 0.08%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                              | AMERICAN NATL GF               | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8590000 | PA      | $8688815.95    | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                             | BMARK 2024-V10 A3              | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7940000 | PA      | $8082226.04    | 0.03%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DB5165                      | CUSIP: 3618H7W24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2780247 | PA      | $2917809.69    | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5435000 | PA      | $5243896.78    | 0.02%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   26580000 | PA      | $26353584.61   | 0.09%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G06602                      | CUSIP: 3128M8U36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     279999 | PA      | $279186.45     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                  | CAS 2025-R02 1A1               | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12332594 | PA      | $12313556.16   | 0.04%             | 2045-02-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE1000                      | CUSIP: 31419BDE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7923 | PA      | $7884.55       | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                         | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |   11700000 | PA      | $11667752.00   | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   13640000 | PA      | $13856304.53   | 0.05%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL0160                      | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     273167 | PA      | $271944.63     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA9363                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7920842 | PA      | $8103577.32    | 0.03%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI4815                      | CUSIP: 3138AJK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1247 | PA      | $1241.26       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-A                           | FORDO 2026-A A4                | CUSIP: 34532WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3710000 | PA      | $3692064.75    | 0.01%             | 2032-04-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS0364                      | CUSIP: 3140LAMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6710705 | PA      | $5727292.58    | 0.02%             | 2033-01-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   42077000 | PA      | $42127445.45   | 0.14%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                              | DLLAD 2024-1A A3               | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4840000 | PA      | $4914052.97    | 0.02%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AL9337                      | CUSIP: 36184HLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46589 | PA      | $42470.46      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS6181                      | CUSIP: 3138WF2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40252 | PA      | $36412.12      | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AV8738                      | CUSIP: 3138XLV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8598 | PA      | $8722.53       | 0.00%             | 2044-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4121                      | CUSIP: 3140J8SK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1128596 | PA      | $1016582.35    | 0.00%             | 2048-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CB3091                      | CUSIP: 3140QNNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   78608518 | PA      | $64068072.71   | 0.21%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08410                      | CUSIP: 3128MJN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7307 | PA      | $7284.59       | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8B6048                      | CUSIP: 3142B3WH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8051817 | PA      | $8132075.21    | 0.03%             | 2055-10-01      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1               | COPAR 2023-1 A4                | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6820000 | PA      | $6848781.08    | 0.02%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXI Ltd                                            | MAGNE 2021-31A A1R             | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-MBS          | CORP              | KY        |   13110000 | PA      | $13087652.69   | 0.04%             | 2034-07-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL1383                      | CUSIP: 31427NRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7893563 | PA      | $7003106.45    | 0.02%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                          | PROG 2025-SFR6 A               | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6960000 | PA      | $6716686.75    | 0.02%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QU7369                      | CUSIP: 3133JLFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1864305 | PA      | $1719603.33    | 0.01%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $20236587.76   | 0.07%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-4 LLC                         | EFF 2025-4 A4                  | CUSIP: 29373NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4410000 | PA      | $4380905.91    | 0.01%             | 2032-06-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 778421                      | CUSIP: 36176WSJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80359 | PA      | $77224.13      | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                    | SCHLUMBERGER HLD               | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   11870000 | PA      | $11865203.90   | 0.04%             | 2033-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                 | CHAOT 2024-4A A4               | CUSIP: 16144YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10960000 | PA      | $11093931.20   | 0.04%             | 2030-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 783449                      | CUSIP: 36241LZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8896 | PA      | $8993.92       | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  112851000 | PA      | $111471220.48  | 0.36%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA1275                      | CUSIP: 31418AMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1444507 | PA      | $1399512.76    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS4793                      | CUSIP: 3138WEKF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     683854 | PA      | $640221.60     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MB0756                      | CUSIP: 3618N5ZW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16093110 | PA      | $16262504.10   | 0.05%             | 2055-11-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215464 | PA      | $206483.71     | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                   | CGCMT 2019-C7 A4               | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29718600 | PA      | $28127314.59   | 0.09%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G16177                      | CUSIP: 3128MFCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168585 | PA      | $161078.18     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                               | DANSKE BANK A/S                | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    8200000 | PA      | $8219079.33    | 0.03%             | 2029-03-27      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5080 WC                    | CUSIP: 3137FXX78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17494698 | PA      | $13948442.43   | 0.05%             | 2050-10-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4901377.04    | 0.02%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2020-M29 A2                | CUSIP: 3136BAQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37500000 | PA      | $33689032.50   | 0.11%             | 2030-05-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                     | FH 8C1195                      | CUSIP: 3142BBKG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4325775 | PA      | $4378308.44    | 0.01%             | 2055-11-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                  | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   36364000 | PA      | $36579354.43   | 0.12%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                 | CUSIP: 05565ECH6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   27695000 | PA      | $27847589.06   | 0.09%             | 2027-04-02      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                    | TAOT 2024-D A4                 | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3106783.95    | 0.01%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5931                      | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1286072 | PA      | $1223392.66    | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131118 | PA      | $122497.99     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                    | EART 2025-5A B                 | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8270000 | PA      | $8239683.01    | 0.03%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                        | COMMONWEALTH EDI               | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2773530.17    | 0.01%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2026-A                           | FORDL 2026-A A4                | CUSIP: 345276AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7980000 | PA      | $7944536.88    | 0.03%             | 2030-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5149 GC                    | CUSIP: 3137H2SE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4850927 | PA      | $4107242.44    | 0.01%             | 2051-09-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                               | DTE ELECTRIC CO                | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5545834.75    | 0.02%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                      | BAXTER INTL                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   15635000 | PA      | $14979739.25   | 0.05%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737269                      | CUSIP: 3620ARCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2408 | PA      | $2394.53       | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                        | UNITEDHEALTH GRP               | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16555000 | PA      | $16557780.56   | 0.05%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-4A B                | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3430000 | PA      | $3456399.00    | 0.01%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-C13 Mortgage Trust                                   | BMO 2025-C13 A5                | CUSIP: 05592YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22810000 | PA      | $23203602.52   | 0.08%             | 2058-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RJ0011                      | CUSIP: 3142GQAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5417900 | PA      | $5621445.59    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114584 | PA      | $103211.16     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SL2452                      | CUSIP: 31427PWN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14636498 | PA      | $14969965.32   | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   15185000 | PA      | $15163276.88   | 0.05%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                     | AMGEN INC                      | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    8890000 | PA      | $8730522.52    | 0.03%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10510000 | PA      | $10076456.02   | 0.03%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                    | AIRBNB INC                     | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3575009.07    | 0.01%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                          | PETRONAS CAP LTD               | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |   18743000 | PA      | $18100066.20   | 0.06%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   17590000 | PA      | $17633968.77   | 0.06%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AU3985                      | CUSIP: 3138X3NB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     675447 | PA      | $619818.43     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3412                      | CUSIP: 31418CYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1947621 | PA      | $1880443.36    | 0.01%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QF1879                      | CUSIP: 3133BPCQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     708080 | PA      | $731458.85     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | EXTRA SPACE STOR               | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   14526000 | PA      | $14903915.18   | 0.05%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723069                      | CUSIP: 3620A9JN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64080 | PA      | $63673.94      | 0.00%             | 2041-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 438590                      | CUSIP: 36207QF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      94304 | PA      | $90770.06      | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 733795                      | CUSIP: 3620AMGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17796 | PA      | $17682.77      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                 | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    7669000 | PA      | $7679384.43    | 0.03%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                      | WOART 2024-A A4                | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13540000 | PA      | $13685686.34   | 0.04%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A A4                | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3950000 | PA      | $3936379.61    | 0.01%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   14711000 | PA      | $14542249.35   | 0.05%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AD8057                      | CUSIP: 31418V5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75358 | PA      | $76516.07      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $4896943.69    | 0.02%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA4256                      | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2246201 | PA      | $1905250.19    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                 | BBCMS 2025-C35 A5              | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9760000 | PA      | $10123850.85   | 0.03%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS6306                      | CUSIP: 3140XNAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9347879 | PA      | $8848503.44    | 0.03%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14727646.58   | 0.05%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 737274                      | CUSIP: 3620ARCK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48778 | PA      | $48492.90      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                  | ALPHABET INC                   | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   13858000 | PA      | $13696027.79   | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                 | FITAT 2023-1 A4                | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20880000 | PA      | $21132499.75   | 0.07%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                 | M&T BANK CORP                  | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    5502000 | PA      | $5556458.91    | 0.02%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                  | FEDEX FREIGHT HO               | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    7530000 | PA      | $7398296.61    | 0.02%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $11917020.49   | 0.04%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM7912                      | CUSIP: 3140JCYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2232931 | PA      | $2235809.46    | 0.01%             | 2055-12-01      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                   | WISCONSIN ELECTR               | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2515463.37    | 0.01%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CC2282                      | CUSIP: 3140Y8RC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23180821 | PA      | $23196672.05   | 0.08%             | 2056-03-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2SF 5.5 4/26                  | CUSIP: 21H052645<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -3000000 | PA      | $-3016590.30   | -0.01%            | 2026-04-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSUI                | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4040000 | PA      | $3983066.16    | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                  | FIRSTENERGY TRAN               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3586559.05    | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 B                 | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   44430000 | PA      | $44262974.30   | 0.14%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA6082                      | CUSIP: 36179UXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181539 | PA      | $170195.39     | 0.00%             | 2049-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG G61372                      | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1049826 | PA      | $977081.09     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 717166                      | CUSIP: 3620A2W36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38462 | PA      | $38271.08      | 0.00%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                              | BAT CAPITAL CORP               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6393564.60    | 0.02%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2              | SFAST 2025-2A A4               | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20880000 | PA      | $20936624.47   | 0.07%             | 2031-05-20      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19347021.55   | 0.06%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3710000 | PA      | $3806252.35    | 0.01%             | 2031-02-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                                  | NEW YORK LIFE GL               | CUSIP: 64952WFK4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15069035.92   | 0.05%             | 2029-12-05      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG V60715                      | CUSIP: 3132KEYL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36015 | PA      | $34924.87      | 0.00%             | 2029-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2024-A2 A                | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39770000 | PA      | $40173128.61   | 0.13%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                          | ENTERGY ARKANSAS               | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $4558704.05    | 0.01%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                            | FHR 5170 DP                    | CUSIP: 3137H4FG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1961870 | PA      | $1732694.06    | 0.01%             | 2050-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                        | EXTRA SPACE STOR               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    7290000 | PA      | $7444323.70    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AM2510                      | CUSIP: 36184MYF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77417 | PA      | $72323.00      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                | WFCM 2018-C48 ASB              | CUSIP: 95001RAV1<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |     480137 | PA      | $479494.98     | 0.00%             | 2052-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q03650                      | CUSIP: 3132GJWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5105125 | PA      | $5082965.03    | 0.02%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5676                      | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21436441 | PA      | $22491760.99   | 0.07%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR RA8266                      | CUSIP: 3133KQFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29427048 | PA      | $29783462.62   | 0.10%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                       | SMB 2018-C A2A                 | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |     130957 | PA      | $130428.68     | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8500000 | PA      | $9001113.50    | 0.03%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA5528                      | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73733 | PA      | $70300.94      | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                    | MIZUHO FINANCIAL               | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $3769898.29    | 0.01%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AG7248                      | CUSIP: 36182CBR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8323 | PA      | $7963.56       | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                   | CGCMT 2017-P8 A3               | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4560000 | PA      | $4503256.27    | 0.01%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2025-A                                  | USAOT 2025-A A4                | CUSIP: 90327HAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7060000 | PA      | $7026552.54    | 0.02%             | 2030-11-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL7620                      | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1744690 | PA      | $1581968.95    | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA4070                      | CUSIP: 3140W4QY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10250234 | PA      | $10379840.24   | 0.03%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FA3263                      | CUSIP: 3140W3TV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17500083 | PA      | $15816730.83   | 0.05%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                      | EBAY INC                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   12845000 | PA      | $12782950.15   | 0.04%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43236000 | PA      | $42698927.60   | 0.14%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZM0192                      | CUSIP: 3131XTF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1013166 | PA      | $944597.10     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                    | MIZUHO FINANCIAL               | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    7670000 | PA      | $7876889.75    | 0.03%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                         | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |   14518000 | PA      | $14398611.27   | 0.05%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB2274                      | CUSIP: 31416XQ45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     768130 | PA      | $764786.34     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                            | BX 2025-ARIA A                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30570000 | PA      | $30730957.16   | 0.10%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                 | BBCMS 2023-C22 A5              | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2839003.70    | 0.01%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                  | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   17397000 | PA      | $17546036.23   | 0.06%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI8715                      | CUSIP: 3138ANVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15702 | PA      | $15609.10      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                | HART 2025-A B                  | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4160000 | PA      | $4187237.18    | 0.01%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BE4533                      | CUSIP: 3140FQBB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     139525 | PA      | $125633.10     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3198                      | CUSIP: 31418CRU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89530 | PA      | $83336.29      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CL1812                      | CUSIP: 3617Y9AM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     855933 | PA      | $762753.82     | 0.00%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ2443                      | CUSIP: 3140NWWD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9490000 | PA      | $9613150.78    | 0.03%             | 2029-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD4938                      | CUSIP: 3132DSPX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9021066 | PA      | $8772836.79    | 0.03%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA5010                      | CUSIP: 31418ER85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6042245 | PA      | $6092630.55    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG Q56632                      | CUSIP: 3132Y0LN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3052615 | PA      | $2921800.96    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8285000 | PA      | $7180849.21    | 0.02%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 24 LTD                                           | FLAT 2023-2A A1R               | CUSIP: 33882CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |    8140000 | PA      | $8125100.54    | 0.03%             | 2039-01-15      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 BR2445                      | CUSIP: 3617LYWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157329 | PA      | $149021.73     | 0.00%             | 2049-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                       | BANK NOVA SCOTIA               | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3290000 | PA      | $3355203.29    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS4800                      | CUSIP: 3140LFKN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21393946 | PA      | $19242953.30   | 0.06%             | 2032-02-01      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 697957                      | CUSIP: 36296QME6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18086 | PA      | $17994.33      | 0.00%             | 2039-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI3661                      | CUSIP: 3138AHB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15077 | PA      | $15310.87      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                    | TAOT 2023-B A4                 | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27670000 | PA      | $27813532.59   | 0.09%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                  | SYNOPSYS INC                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $8365117.75    | 0.03%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZA7078                      | CUSIP: 31329Q2K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250527 | PA      | $241416.24     | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-1250B              | WFCM 2026-1250B A              | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11140000 | PA      | $11032758.56   | 0.04%             | 2041-03-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                             | LADAR 2025-3A A4               | CUSIP: 501684AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8870000 | PA      | $8791339.95    | 0.03%             | 2031-08-15      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21000000 | PA      | $21546328.02   | 0.07%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AZ7347                      | CUSIP: 3140E0EV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1946211 | PA      | $1762109.82    | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                          | AMSR 2025-SFR2 B               | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5480000 | PA      | $5278887.84    | 0.02%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4718                      | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10042022 | PA      | $9083757.32    | 0.03%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                               | DANSKE BANK A/S                | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6667000 | PA      | $6730060.64    | 0.02%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                           | ELEVANCE HEALTH                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   16510000 | PA      | $15041831.84   | 0.05%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 DB8663                      | CUSIP: 3618HBTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1096035 | PA      | $1134764.17    | 0.00%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2026-J1                                        | PMTLT 2026-J1 A25              | CUSIP: 73015MBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   21775302 | PA      | $21702263.17   | 0.07%             | 2057-07-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   21035000 | PA      | $21874311.12   | 0.07%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                         | HART 2023-B A4                 | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6930000 | PA      | $7011602.83    | 0.02%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167587 | PA      | $160048.02     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                 | M&T BANK CORP                  | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    9380000 | PA      | $9349886.44    | 0.03%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE0481                      | CUSIP: 31419ARB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8489 | PA      | $8619.08       | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AS0837                      | CUSIP: 3138W94X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23925 | PA      | $24281.98      | 0.00%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA4587                      | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2556842 | PA      | $2445811.35    | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN AJ9940                      | CUSIP: 36183GBH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      32917 | PA      | $30671.55      | 0.00%             | 2044-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                | VIRGINIA EL&PWR                | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   15190000 | PA      | $15279268.46   | 0.05%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 MA2753                      | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61218 | PA      | $55679.48      | 0.00%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AE5471                      | CUSIP: 31419GCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5089 | PA      | $5066.94       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 5326                        | CUSIP: 36202F4K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14032 | PA      | $13947.71      | 0.00%             | 2027-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AO7210                      | CUSIP: 3138LYAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256832 | PA      | $254354.02     | 0.00%             | 2032-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AB5622                      | CUSIP: 31417CG82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400256 | PA      | $388839.08     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AI8223                      | CUSIP: 3138AND59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     342666 | PA      | $340957.00     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR ZL9478                      | CUSIP: 3131XRQ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3030375 | PA      | $2836538.34    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN MA3214                      | CUSIP: 31418CSC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6871020 | PA      | $6513292.42    | 0.02%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG C91908                      | CUSIP: 3128P8DM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     509337 | PA      | $484945.62     | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN CA0070                      | CUSIP: 3140Q7CG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3472254 | PA      | $3232044.71    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR SD8189                      | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5810032 | PA      | $4919049.56    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A90393                      | CUSIP: 312938NJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     919863 | PA      | $935269.87     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                         | PFIZER INVSTMNT                | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   38820000 | PA      | $39091636.20   | 0.13%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                             | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     152768 | PA      | $147775.93     | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                          | GLENCORE FDG LLC               | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   10440000 | PA      | $10664016.50   | 0.03%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2020-M42 A2                | CUSIP: 3136BBN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7600000 | PA      | $6758109.24    | 0.02%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10230000 | PA      | $9909687.24    | 0.03%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                            | G2 CL1797                      | CUSIP: 3617Y87J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7262204 | PA      | $6410344.03    | 0.02%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AA1072                      | CUSIP: 31416JFN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6130 | PA      | $6331.98       | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                          | PROGRESSIVE CORP               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10140160.30   | 0.03%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN FS5628                      | CUSIP: 3140XMHE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11779681 | PA      | $12009782.21   | 0.04%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                              | FNMNT 2024-1 A                 | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20520000 | PA      | $20776813.96   | 0.07%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-INV1                              | SEMT 2024-INV1 A2              | CUSIP: 816939AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9669760 | PA      | $9772017.95    | 0.03%             | 2054-10-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2019-M25 A2                | CUSIP: 3136B7FC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8148419 | PA      | $7676487.82    | 0.03%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR QE0399                      | CUSIP: 3133B9NQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     787996 | PA      | $699013.43     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS6529                      | CUSIP: 3140LHHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9700000 | PA      | $9253976.54    | 0.03%             | 2032-09-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                         | FG A93459                      | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     189877 | PA      | $189346.92     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                      | GCAR 2025-4A B                 | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15900000 | PA      | $15911025.06   | 0.05%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer