# EDGAR Filing Document

**Accession Number:** 0001131042
**File Stem:** 0001193125-26-248151
**Filing Date:** 2026-5
**Character Count:** 333059
**Document Hash:** 236934ca79babe74ec364ddfe562c449
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-248151.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-248151

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10267
- **FILM NUMBER:** 261043978

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000017037 | Service Shares | GMCOX           |
| C000270757 | RS Shares      | GCFQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Concord

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94520

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 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:** $196598850.84

**Total Liabilities:** $24083771.17

**Net Assets:** $172515079.67

**Delayed Delivery Securities:** $23274554.57

**Cash Not Reported:** $190103.94

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3381.540000000000 | **1-Year:** 6482.630000000000 | **5-Year:** 17850.980000000000 | **10-Year:** 33702.290000000000 | **30-Year:** 43948.980000000000

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

- **3-Month:** -89.420000000000 | **1-Year:** 475.610000000000 | **5-Year:** 446.440000000000 | **10-Year:** 678.740000000000 | **30-Year:** 170.230000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017037 | 0.18%                | 1.41%                | -1.92%               |
| Class ID C000270757 |  |  | 0.05%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $145623.19               | $-323214.10                                |
| Month 2  | $65842.66                | $2414483.11                                |
| Month 3  | $-528228.67              | $-3537133.99                               |

**Designated Index Information**

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

- **Index Identifier:** LBUSTRUU

### Schedule of Portfolio Investments

| Name                                      | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26463 | PA      | $25478.87     | 0.01%             | 2058-10-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2021-NQM3                                   | CUSIP: 64831TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181701 | PA      | $167102.67    | 0.10%             | 2056-11-27      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| BSTN Commercial Mortgage Trust            | BSTN Commercial Mortgage Trust 2025-HUB                                         | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99847.10     | 0.06%             | 2041-04-13      | Variable      | 4.57%                 | No            | 2                  | On Loan: No      |
| BX Trust                                  | BX Trust 2025-ARIA                                                              | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $226440.36    | 0.13%             | 2042-12-13      | Variable      | 5.03%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90752.97     | 0.05%             | 2035-07-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                              | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207729.37    | 0.12%             | 2030-10-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| BROOKLYN UNION GAS CO                     | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AW4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107680.68    | 0.06%             | 2032-08-05      | Fixed         | 4.87%                 | No            | 2                  | On Loan: No      |
| BWAY Mortgage Trust                       | BWAY Trust 2025-1535                                                            | CUSIP: 12430BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | PA      | $233187.57    | 0.14%             | 2042-05-05      | Variable      | 5.89%                 | No            | 2                  | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2026-CSMO                                          | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $550684.75    | 0.32%             | 2043-02-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| BX Trust                                  | BX Trust 2026-CART                                                              | CUSIP: 12433MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755000 | PA      | $749634.22    | 0.43%             | 2036-02-15      | Floating      | 4.72%                 | No            | 2                  | On Loan: No      |
| BX Trust                                  | BX Commercial Mortgage Trust 2026-ALOHA                                         | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    515000 | PA      | $515000.00    | 0.30%             | 2043-04-15      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                       | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197914.16    | 0.11%             | 2029-11-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| CARDINAL HEALTH INC                       | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149319.40    | 0.09%             | 2030-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41880.75     | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| CENTENE CORP                              | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100316.98    | 0.06%             | 2031-08-01      | Fixed         | 2.62%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                    | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    121000 | PA      | $124052.90    | 0.07%             | 2029-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY RES                    | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26596.58     | 0.02%             | 2030-10-01      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust               | Extended Stay America Trust 2026-ESH2                                           | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    396272 | PA      | $396783.80    | 0.23%             | 2043-02-15      | Floating      | 4.87%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31374CSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293408 | PA      | $277473.58    | 0.16%             | 2043-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31376KQB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1406 | PA      | $1449.51      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31385HJC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26 | PA      | $26.33        | 0.00%             | 2029-08-01      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1AG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1061 | PA      | $1024.28      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AWGG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3812 | PA      | $3684.52      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AWJA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5639 | PA      | $5450.14      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8115 | PA      | $7842.38      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGGS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1460390 | PA      | $1250511.74   | 0.72%             | 2051-09-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418MUL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46273 | PA      | $45818.04     | 0.03%             | 2039-12-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418PC37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28725 | PA      | $28421.51     | 0.02%             | 2041-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418RQQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118942 | PA      | $120267.96    | 0.07%             | 2040-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418UVX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75535 | PA      | $76376.84     | 0.04%             | 2040-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418X5S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2865 | PA      | $2766.27      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp Trust 2012-BWTR                                     | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136818 | PA      | $119953.05    | 0.07%             | 2034-11-05      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1338994 | PA      | $25198.26     | 0.01%             | 2053-02-13      | Variable      | 0.61%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust              | GS Mortgage Securities Corp II                                                  | CUSIP: 36269JAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $428450.83    | 0.25%             | 2041-03-10      | Variable      | 4.96%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2023-A                                | CUSIP: 638961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142557 | PA      | $144353.13    | 0.08%             | 2071-10-15      | Fixed         | 5.51%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2021-E                                | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66979 | PA      | $59995.07     | 0.03%             | 2069-12-16      | Fixed         | 0.97%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                | Navient Private Education Refi Loan Trust 2021-F                                | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115015 | PA      | $102657.05    | 0.06%             | 2070-02-18      | Fixed         | 1.11%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2018-4                                      | CUSIP: 64828FCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37436 | PA      | $36869.24     | 0.02%             | 2048-01-25      | Floating      | 4.54%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2017-5                                      | CUSIP: 64828NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11152 | PA      | $11294.84     | 0.01%             | 2057-06-25      | Floating      | 5.29%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2016-2                                      | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20294 | PA      | $19697.51     | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2016-4                                      | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18535 | PA      | $17788.72     | 0.01%             | 2056-11-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2018-1                                      | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50022 | PA      | $48836.10     | 0.03%             | 2057-12-25      | Variable      | 4.00%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2018-3                                      | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |    108388 | PA      | $105671.54    | 0.06%             | 2058-05-25      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2025-NQM7                                   | CUSIP: 64831YAE6<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |     95650 | PA      | $95187.61     | 0.06%             | 2065-10-26      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2025-NQM7                                   | CUSIP: 64831YAF3<br>LEI: 2138008C4H1F2CU67V53 | Long             | ABS-MBS          | CORP              | US        |    344339 | PA      | $343758.19    | 0.20%             | 2065-10-26      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2026-NQM1                                   | CUSIP: 64832LAE3<br>LEI: 213800ECBEJHYYK9P940 | Long             | ABS-MBS          | CORP              | US        |    106722 | PA      | $106366.53    | 0.06%             | 2065-11-25      | Variable      | 4.82%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1240000 | PA      | $1208951.57   | 0.70%             | 2053-11-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1495000 | PA      | $1343164.06   | 0.78%             | 2054-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $624365.24    | 0.36%             | 2045-08-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1225000 | PA      | $1198011.72   | 0.69%             | 2056-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1410000 | PA      | $1235512.50   | 0.72%             | 2030-05-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1630000 | PA      | $1414311.52   | 0.82%             | 2031-11-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4565000 | PA      | $4321503.63   | 2.51%             | 2029-02-28      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4935000 | PA      | $4733262.58   | 2.74%             | 2029-03-31      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1075000 | PA      | $1005985.84   | 0.58%             | 2032-05-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $1959741.22   | 1.14%             | 2029-05-31      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2320000 | PA      | $2147178.12   | 1.24%             | 2032-08-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $1223017.97   | 0.71%             | 2033-08-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $602618.16    | 0.35%             | 2033-11-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1380000 | PA      | $1421319.15   | 0.82%             | 2031-05-31      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3990000 | PA      | $3992026.16   | 2.31%             | 2034-11-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    825000 | PA      | $839469.72    | 0.49%             | 2032-01-31      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    925000 | PA      | $924168.94    | 0.54%             | 2030-04-30      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| N/A                                       | US LONG BOND(CBT) Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -20 | NC      | $58595.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US ULTRA BOND CBT Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6 | NC      | $-18071.80    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| NY Commercial Mortgage Trust              | NY Commercial Mortgage Trust 2025-299P                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65000 | PA      | $67585.25     | 0.04%             | 2047-02-10      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| NSTAR ELECTRIC CO                         | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25585.99     | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| NSTAR ELECTRIC CO                         | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100829.03    | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NVIDIA CORP                               | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $183485.47    | 0.11%             | 2040-04-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SHR Trust                                 | SHR Trust 2024-LXRY                                                             | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $450148.95    | 0.26%             | 2041-10-15      | Floating      | 5.62%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36550.58     | 0.02%             | 2034-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18975.68     | 0.01%             | 2043-03-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37855.38     | 0.02%             | 2043-10-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58780.35     | 0.03%             | 2045-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    185000 | PA      | $180013.94    | 0.10%             | 2075-11-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                    | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34770.68     | 0.02%             | 2066-02-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-277P Mortgage Trust                                                   | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115000 | PA      | $119965.25    | 0.07%             | 2044-08-10      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2022-HC Mortgage Trust                                                     | CUSIP: 12659DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97118.60     | 0.06%             | 2039-01-10      | Fixed         | 2.82%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2022-HC Mortgage Trust                                                     | CUSIP: 12659DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95195.40     | 0.06%             | 2039-01-10      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                       | COMM 2024-CBM Mortgage Trust                                                    | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80000 | PA      | $81096.32     | 0.05%             | 2041-12-10      | Variable      | 5.87%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-4 Mortgage Loan Trust                                                 | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127154 | PA      | $108647.41    | 0.06%             | 2066-10-25      | Variable      | 1.40%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2022-1 Mortgage Loan Trust                                                 | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290284 | PA      | $267039.16    | 0.15%             | 2066-12-27      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-HX1 Mortgage Loan Trust                                               | CUSIP: 19688KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274020 | PA      | $237076.30    | 0.14%             | 2066-10-25      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $6035.88      | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                  | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $104356.37    | 0.06%             | 2032-11-17      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10260.31     | 0.01%             | 2046-07-15      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203069.45    | 0.12%             | 2040-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11484.94     | 0.01%             | 2051-01-15      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| COMCAST CORP                              | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    135000 | PA      | $78171.43     | 0.05%             | 2051-11-01      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| Commercial Equipment Finance              | Commercial Equipment Finance 2024-1 LLC                                         | CUSIP: 20166RAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     56926 | PA      | $57538.03     | 0.03%             | 2029-07-16      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    117000 | PA      | $85734.09     | 0.05%             | 2052-03-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57815.95     | 0.03%             | 2062-03-15      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14466.98     | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85075.68     | 0.05%             | 2051-12-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| CON EDISON CO OF NY INC                   | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    105000 | PA      | $100174.05    | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3133984L0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13246 | PA      | $13698.04     | 0.01%             | 2031-07-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3133ATZX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1489473 | PA      | $1282762.04   | 0.74%             | 2051-10-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3133B1RZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2052894 | PA      | $1663212.73   | 0.96%             | 2052-01-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3133KQLD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2017862 | PA      | $2069312.60   | 1.20%             | 2053-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3133TTRX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16407 | PA      | $16612.12     | 0.01%             | 2031-06-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fanniemae-Aces                            | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1317250 | PA      | $73410.34     | 0.04%             | 2034-06-25      | Variable      | 1.13%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    309072 | PA      | $16638.58     | 0.01%             | 2030-04-25      | Variable      | 1.64%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1291458 | PA      | $69486.38     | 0.04%             | 2030-05-25      | Variable      | 1.56%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVNJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    917133 | PA      | $36384.58     | 0.02%             | 2030-06-25      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| Fanniemae Strip                           | Fannie Mae Interest Strip                                                       | CUSIP: 31395QFB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38893 | PA      | $35781.69     | 0.02%             | 2042-11-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3142GQK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1999365 | PA      | $2051497.09   | 1.19%             | 2053-11-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19994.30     | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178273.59    | 0.10%             | 2029-07-24      | Variable      | 5.30%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91415.47     | 0.05%             | 2035-01-23      | Variable      | 5.34%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185528.00    | 0.11%             | 2030-04-22      | Variable      | 5.58%                 | No            | 2                  | On Loan: No      |
| NMLT Trust                                | NMLT 2021-INV1 Trust                                                            | CUSIP: 62923JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184864 | PA      | $163341.91    | 0.09%             | 2056-05-25      | Variable      | 1.19%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2022-NQM1                                   | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301914 | PA      | $273705.36    | 0.16%             | 2061-04-25      | Variable      | 2.28%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    154000 | PA      | $148508.05    | 0.09%             | 2030-05-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141125.81    | 0.08%             | 2035-07-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| NRTH PARK Mortgage Trust                  | NRTH Commercial Mortgage Trust 2025-PARK                                        | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $210031.29    | 0.12%             | 2040-10-15      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| PROLOGIS TARGETED US                      | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    130000 | PA      | $124916.69    | 0.07%             | 2036-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $37101.73     | 0.02%             | 2033-10-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securit            | SG Commercial Mortgage Securities Trust 2020-COVE                               | CUSIP: 78397FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $340379.04    | 0.20%             | 2037-03-15      | Fixed         | 2.63%                 | No            | 2                  | On Loan: No      |
| SG Commercial Mortgage Securit            | SG Commercial Mortgage Securities Trust 2016-C5                                 | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74665.37     | 0.04%             | 2048-10-10      | Fixed         | 3.06%                 | No            | 2                  | On Loan: No      |
| SG Capital Partners                       | SG Residential Mortgage Trust 2021-1                                            | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194529 | PA      | $164086.09    | 0.10%             | 2061-07-25      | Variable      | 1.16%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96361.47     | 0.06%             | 2029-06-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35164.25     | 0.02%             | 2035-03-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9546.93      | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                     | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48695.61     | 0.03%             | 2053-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CALIF GAS CO                     | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80277.77     | 0.05%             | 2055-06-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45452.13     | 0.03%             | 2028-06-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41481.15     | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                               | Southern Co/The                                                                 | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38954.15     | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                   | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88948.63     | 0.05%             | 2035-09-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SOUTHERN POWER CO                         | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121019.32    | 0.07%             | 2035-10-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45660.51     | 0.03%             | 2033-04-01      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34452.55     | 0.02%             | 2036-04-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SOUTHWESTERN ELEC POWER                   | Southwestern Electric Power Co                                                  | CUSIP: 845437BW1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53734.58     | 0.03%             | 2056-04-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| BPR Trust                                 | BPR Trust 2024-PMDW                                                             | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $197798.45    | 0.11%             | 2041-11-05      | Variable      | 5.36%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42345.13     | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    164000 | PA      | $164369.82    | 0.10%             | 2040-05-01      | Fixed         | 5.71%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91391.14     | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                             | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58693.16     | 0.03%             | 2031-05-01      | Fixed         | 6.39%                 | No            | 2                  | On Loan: No      |
| BOEING CO/THE                             | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21792.39     | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trus            | BRAVO Residential Funding Trust 2021-NQM2                                       | CUSIP: 10569EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9212 | PA      | $9087.82      | 0.01%             | 2060-03-25      | Variable      | 0.97%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trus            | BRAVO Residential Funding Trust 2021-NQM1                                       | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30970 | PA      | $29383.43     | 0.02%             | 2049-02-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| CSX CORP                                  | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100477.26    | 0.06%             | 2035-06-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | Csmc 2022-Nqm1 Trust                                                            | CUSIP: 126416AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367978 | PA      | $333830.13    | 0.19%             | 2066-11-25      | Variable      | 3.27%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-NQM8                                                                  | CUSIP: 12659FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134131 | PA      | $122410.45    | 0.07%             | 2066-10-25      | Variable      | 2.84%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-RPL4 Trust                                                            | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74616 | PA      | $74408.94     | 0.04%             | 2060-12-27      | Variable      | 4.15%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | Csmc 2021-Nqm6 Trust                                                            | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242103 | PA      | $209149.75    | 0.12%             | 2066-07-25      | Variable      | 1.17%                 | No            | 2                  | On Loan: No      |
| DB Master Finance LLC                     | DB Master Finance LLC                                                           | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    588862 | PA      | $522109.64    | 0.30%             | 2051-11-20      | Fixed         | 2.79%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Commercial Mortg            | DBJPM 20-C9 Mortgage Trust                                                      | CUSIP: 233063AW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    239425 | PA      | $9581.80      | 0.01%             | 2053-09-15      | Variable      | 1.58%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                       | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $213522.56    | 0.12%             | 2051-10-15      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| DBGS Mortgage Trust                       | DBGS 2018-C1 Mortgage Trust                                                     | CUSIP: 23307DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10335250 | PA      | $42615.34     | 0.02%             | 2051-10-15      | Variable      | 0.19%                 | No            | 2                  | On Loan: No      |
| Deutsche Bank Commercial Mortg            | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $472900.03    | 0.27%             | 2049-08-10      | Fixed         | 2.89%                 | No            | 2                  | On Loan: No      |
| DC Commercial Mortgage Trust              | DC Trust 2024-HLTN                                                              | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $90775.17     | 0.05%             | 2040-04-13      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Deephaven Residential Mortgage            | Deephaven Residential Mortgage Trust 2021-2                                     | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42765 | PA      | $38216.28     | 0.02%             | 2066-04-25      | Variable      | 0.90%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15174.33     | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147321.95    | 0.09%             | 2034-04-18      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| DIAMONDBACK ENERGY INC                    | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118598.39    | 0.07%             | 2064-04-18      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY INDIANA LLC                   | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50346.60     | 0.03%             | 2043-07-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    139000 | PA      | $125079.61    | 0.07%             | 2031-06-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25574.44     | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190384.24    | 0.11%             | 2035-09-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                      | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20457.64     | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY OHIO INC                      | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86414.32     | 0.05%             | 2054-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65191.93     | 0.04%             | 2035-03-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                  | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43549.16     | 0.03%             | 2055-03-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119249.09    | 0.07%             | 2030-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                      | Edison International                                                            | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107589.84    | 0.06%             | 2031-03-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                          | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52328.68     | 0.03%             | 2031-02-20      | Fixed         | 5.83%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage T            | EFMT 2025-INV5                                                                  | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184042 | PA      | $183470.41    | 0.11%             | 2070-12-25      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                  | Element Fleet Management Corp                                                   | CUSIP: 286181AR3<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $177577.49    | 0.10%             | 2030-11-24      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $60260.44     | 0.03%             | 2033-02-28      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| BHP BILLITON FIN USA LTD                  | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     15000 | PA      | $15320.35     | 0.01%             | 2032-02-21      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4740.46      | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167693.49    | 0.10%             | 2065-11-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2022-C15                                                   | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $83096.24     | 0.05%             | 2055-04-15      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2026-5C40                                                  | CUSIP: 05557AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $421152.87    | 0.24%             | 2059-02-15      | Variable      | 5.53%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37642.02     | 0.02%             | 2055-11-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WFGF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24205 | PA      | $22738.53     | 0.01%             | 2045-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    365000 | PA      | $323481.73    | 0.19%             | 2031-10-24      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158354.44    | 0.09%             | 2030-01-22      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WG6G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101730 | PA      | $95210.30     | 0.06%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WHBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95262 | PA      | $89116.90     | 0.05%             | 2046-05-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WHKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78092 | PA      | $74884.08     | 0.04%             | 2046-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138X0YX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121816 | PA      | $114580.41    | 0.07%             | 2043-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2023-BNK45                                                                 | CUSIP: 06541BBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    883807 | PA      | $47964.93     | 0.03%             | 2056-02-15      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| Bank5                                     | BANK5 2026-5YR20                                                                | CUSIP: 06650JAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $284407.59    | 0.16%             | 2059-02-15      | Fixed         | 5.34%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-C24                                                   | CUSIP: 07336VAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991131 | PA      | $88680.89     | 0.05%             | 2057-02-15      | Variable      | 1.62%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995703 | PA      | $71631.98     | 0.04%             | 2057-09-15      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S            | BBCMS Mortgage Trust 2025-C32                                                   | CUSIP: 07337AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998231 | PA      | $80168.14     | 0.05%             | 2062-02-15      | Variable      | 1.13%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2019-B12 Mortgage Trust                                               | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    855073 | PA      | $19842.57     | 0.01%             | 2052-08-15      | Variable      | 1.02%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2019-B10 Mortgage Trust                                               | CUSIP: 08162VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222287 | PA      | $36535.99     | 0.02%             | 2062-03-15      | Variable      | 1.21%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2020-B18 Mortgage Trust                                               | CUSIP: 08163AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299749 | PA      | $15383.73     | 0.01%             | 2053-07-15      | Variable      | 1.74%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138YR4S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184660 | PA      | $177808.21    | 0.10%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31402E2N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       719 | PA      | $720.09       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31402JYY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       344 | PA      | $344.89       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31402YFB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       112 | PA      | $113.61       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404EGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       121 | PA      | $121.88       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404Q2H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       993 | PA      | $999.85       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404SFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        33 | PA      | $34.26        | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31404XLJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1044 | PA      | $1076.51      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31405EEV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12455 | PA      | $13069.24     | 0.01%             | 2031-10-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31405X2Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52703 | PA      | $53960.38     | 0.03%             | 2034-10-01      | Floating      | 6.18%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31406UHT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1169 | PA      | $1180.43      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31406XDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1197 | PA      | $1231.33      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31407RQD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       180 | PA      | $183.58       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31409A5P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       991 | PA      | $1036.91      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140F0PY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8638 | PA      | $8363.58      | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140F5QW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172973 | PA      | $156701.40    | 0.09%             | 2046-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                  | Equitable America Global Funding                                                | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87504.43     | 0.05%             | 2032-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144693.39    | 0.08%             | 2033-05-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| EVERSOURCE ENERGY                         | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29593.25     | 0.02%             | 2030-12-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Extended Stay America Trust               | Extended Stay America Trust 2025-ESH                                            | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100370.60    | 0.06%             | 2042-10-15      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1AW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3414 | PA      | $3296.90      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1U33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       600 | PA      | $579.87       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A1UZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4225 | PA      | $4080.14      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A2MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3753 | PA      | $3623.98      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A6E97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       822 | PA      | $794.71       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A7H76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15608 | PA      | $15072.44     | 0.01%             | 2041-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138A7ZQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2442 | PA      | $2358.01      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AD5J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4400 | PA      | $4257.01      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ANZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13018 | PA      | $12890.15     | 0.01%             | 2041-08-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ASWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5559 | PA      | $5362.16      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ATFN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2264 | PA      | $2187.64      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ATN63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153266 | PA      | $151601.10    | 0.09%             | 2041-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138ATWG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3322 | PA      | $3206.11      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AUVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4964 | PA      | $4799.54      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AVUM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3654 | PA      | $3534.35      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AWBT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4326 | PA      | $4182.17      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418BCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69770 | PA      | $69825.53     | 0.04%             | 2034-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418CLU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15381 | PA      | $15143.43     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418DYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1557627 | PA      | $1380179.17   | 0.80%             | 2051-04-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418FRE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1919999 | PA      | $1874600.23   | 1.09%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419CZ89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       225 | PA      | $217.69       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419CZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1452 | PA      | $1402.72      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419EK65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3129 | PA      | $3027.44      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419ESN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4725 | PA      | $4564.30      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89529 | PA      | $83437.18     | 0.05%             | 2047-10-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63256 | PA      | $60412.89     | 0.04%             | 2047-10-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71227 | PA      | $70232.65     | 0.04%             | 2047-10-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1068648 | PA      | $882738.96    | 0.51%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1893657 | PA      | $1693595.61   | 0.98%             | 2051-10-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    963701 | PA      | $890403.42    | 0.52%             | 2052-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    721777 | PA      | $735486.92    | 0.43%             | 2054-07-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179YMK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1134745 | PA      | $1153828.96   | 0.67%             | 2053-12-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 3618N56K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    750817 | PA      | $765754.30    | 0.44%             | 2056-01-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    459671 | PA      | $464081.84    | 0.27%             | 2054-12-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 3618N6BD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1367031 | PA      | $1321045.41   | 0.77%             | 2056-02-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 3618N6BF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    471536 | PA      | $475802.87    | 0.28%             | 2056-02-20      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2020-B22 Mortgage Trust                                               | CUSIP: 08163BBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    737393 | PA      | $41704.00     | 0.02%             | 2054-01-15      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-B40 Mortgage Trust                                               | CUSIP: 08163WAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965665 | PA      | $49105.04     | 0.03%             | 2056-12-15      | Variable      | 1.17%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association                                        | CUSIP: 38378JNS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9566 | PA      | $9431.84      | 0.01%             | 2042-01-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Government National Mortgage Association                                        | CUSIP: 38381NXD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    333201 | PA      | $332608.19    | 0.19%             | 2051-09-20      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2026-V20 Mortgage Trust                                               | CUSIP: 08164KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $143647.28    | 0.08%             | 2059-02-15      | Fixed         | 5.44%                 | No            | 2                  | On Loan: No      |
| Benefit Street Partners CLO Lt            | Benefit Street Partners CLO XXXI Ltd                                            | CUSIP: 08183DAS2<br>LEI: 254900SVG14IYL7QTZ56 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249839.75    | 0.14%             | 2038-04-25      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB            | GreatAmerica Leasing Receivables Funding LLC Series 2024-1                      | CUSIP: 39154TCL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     55000 | PA      | $55779.70     | 0.03%             | 2030-12-16      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                  | Benchmark 2023-B39 Mortgage Trust                                               | CUSIP: 081925AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1823355 | PA      | $61528.75     | 0.04%             | 2056-07-15      | Variable      | 0.57%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae                                                                      | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | DBT              | USGA              | US        |    325000 | PA      | $304068.88    | 0.18%             | 2042-05-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae                                                                      | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2277542.23   | 1.32%             | 2041-04-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72000 | PA      | $69264.39     | 0.04%             | 2049-10-25      | Fixed         | 3.67%                 | No            | 2                  | On Loan: No      |
| Dominos Pizza Master Issuer LL            | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    481388 | PA      | $456111.53    | 0.26%             | 2051-04-25      | Fixed         | 2.66%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46089.98     | 0.03%             | 2030-06-01      | Fixed         | 2.45%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CAROLINAS                     | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85093.70     | 0.05%             | 2040-02-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WJ5H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    131844 | PA      | $123312.24    | 0.07%             | 2047-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140JM2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    294718 | PA      | $282157.05    | 0.16%             | 2049-02-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140MGKF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754817 | PA      | $609270.86    | 0.35%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WK2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     96958 | PA      | $93463.82     | 0.05%             | 2037-06-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WQAW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    312331 | PA      | $286685.98    | 0.17%             | 2043-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WTRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    195698 | PA      | $179477.15    | 0.10%             | 2043-06-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XBQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1501259 | PA      | $1289954.85   | 0.75%             | 2051-06-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1505735 | PA      | $1294016.23   | 0.75%             | 2051-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353921 | PA      | $285349.60    | 0.17%             | 2051-12-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-HQA3                                         | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $180063.73    | 0.10%             | 2042-08-25      | Floating      | 7.21%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81296.09     | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137335.76    | 0.08%             | 2031-04-23      | Variable      | 5.22%                 | No            | 2                  | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                   | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39581.35     | 0.02%             | 2034-08-19      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45663.63     | 0.03%             | 2065-08-03      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $314272.04    | 0.18%             | 2032-09-26      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16607.67     | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141241.08    | 0.08%             | 2033-05-04      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    205000 | PA      | $189055.95    | 0.11%             | 2066-02-04      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| ORANGE SA                                 | Orange SA                                                                       | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $196315.98    | 0.11%             | 2031-01-13      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2025-7 LLC                                                                 | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148490 | PA      | $148106.11    | 0.09%             | 2030-08-25      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2026-RCF1 Trust                                                            | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104634 | PA      | $104244.07    | 0.06%             | 2056-01-25      | Variable      | 4.84%                 | No            | 2                  | On Loan: No      |
| AMAZON.COM INC                            | Amazon.com Inc                                                                  | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311900.50    | 0.18%             | 2066-03-13      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61049.03     | 0.04%             | 2031-01-30      | Variable      | 5.08%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2020-6                                                 | CUSIP: 03465AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18187 | PA      | $16959.74     | 0.01%             | 2065-05-25      | Variable      | 1.26%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK20                                                                 | CUSIP: 06540AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1117194 | PA      | $26431.92     | 0.02%             | 2062-09-15      | Variable      | 0.81%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2020-BNK26                                                                 | CUSIP: 06540JBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    931851 | PA      | $31773.78     | 0.02%             | 2063-03-15      | Variable      | 1.19%                 | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS COMPANY                    | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28640.87     | 0.02%             | 2065-01-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| COOPR Residential Mortgage Tru            | COOPR Residential Mortgage Trust 2026-CES1                                      | CUSIP: 21689GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98634 | PA      | $97968.76     | 0.06%             | 2061-01-01      | Variable      | 4.87%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                          | CUSIP: 224044CN5<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57582.81     | 0.03%             | 2031-06-15      | Fixed         | 2.60%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                          | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28834.28     | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136ARQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27075 | PA      | $25372.68     | 0.01%             | 2046-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136ASMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15665 | PA      | $14676.30     | 0.01%             | 2046-01-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AVZX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    217000 | PA      | $190531.60    | 0.11%             | 2047-03-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7402 | PA      | $7365.17      | 0.00%             | 2044-07-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                   | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174383.19    | 0.10%             | 2035-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                  | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30479.23     | 0.02%             | 2034-04-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PUGET ENERGY INC                          | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282564.38    | 0.16%             | 2035-03-15      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| Rad CLO 12 Ltd                            | Rad CLO 12 Ltd                                                                  | CUSIP: 75009PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    315000 | PA      | $314989.29    | 0.18%             | 2040-07-30      | Floating      | 4.99%                 | No            | 2                  | On Loan: No      |
| REALTY INCOME CORP                        | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175690.94    | 0.10%             | 2033-02-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Retained Vantage Data Centers             | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $313492.41    | 0.18%             | 2048-09-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140MP3N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    164278 | PA      | $132573.72    | 0.08%             | 2052-05-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140Q75U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    976076 | PA      | $909073.84    | 0.53%             | 2047-12-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140QSED9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1451062 | PA      | $1463331.07   | 0.85%             | 2053-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140QST43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1340027 | PA      | $1351561.99   | 0.78%             | 2053-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage T            | Ellington Financial Mortgage Trust 2021-2                                       | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49453 | PA      | $42208.41     | 0.02%             | 2066-06-25      | Variable      | 0.93%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA7                                         | CUSIP: 35564KL49<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $336428.58    | 0.20%             | 2052-03-25      | Floating      | 8.66%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA3                                         | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $96747.37     | 0.06%             | 2042-04-25      | Floating      | 6.56%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2022-DNA4                                         | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $245247.77    | 0.14%             | 2042-05-25      | Floating      | 7.01%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM3 Trust                                                            | CUSIP: 36167HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118832 | PA      | $104814.99    | 0.06%             | 2066-05-25      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM1 Trust                                                            | CUSIP: 36167TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72183 | PA      | $64655.02     | 0.04%             | 2066-01-25      | Variable      | 0.87%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM7 Trust                                                            | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     80226 | PA      | $74731.14     | 0.04%             | 2066-08-25      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| GCAT                                      | GCAT 2021-NQM4 Trust                                                            | CUSIP: 36168HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184003 | PA      | $155850.63    | 0.09%             | 2066-08-25      | Variable      | 1.09%                 | No            | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                    | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51062.32     | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46909.35     | 0.03%             | 2040-09-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65268.32     | 0.04%             | 2030-03-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15247.70     | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| GEORGIA POWER CO                          | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64637.74     | 0.04%             | 2028-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BP2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74290.40     | 0.04%             | 2030-10-06      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48742.54     | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163351.45    | 0.09%             | 2029-04-04      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                      | Glencore Funding LLC                                                            | CUSIP: 378272BU1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25607.98     | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121450.23    | 0.07%             | 2030-07-23      | Variable      | 5.05%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110070.74    | 0.06%             | 2030-10-23      | Variable      | 4.69%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                | MFA 2020-NQM3 Trust                                                             | CUSIP: 552757AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8802 | PA      | $8461.47      | 0.00%             | 2065-01-26      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| MFRA Trust                                | MFA 2021-NQM2 Trust                                                             | CUSIP: 55283WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64038 | PA      | $56833.07     | 0.03%             | 2064-11-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111464.44    | 0.06%             | 2031-01-22      | Variable      | 2.70%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155915.71    | 0.09%             | 2032-02-13      | Variable      | 1.79%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30912.96     | 0.02%             | 2032-10-20      | Variable      | 2.51%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL8 LLC                                                              | CUSIP: 69392EAA8<br>LEI: 254900EZKI569P0YE486 | Long             | ABS-MBS          | CORP              | US        |    229854 | PA      | $229591.71    | 0.13%             | 2055-08-25      | Variable      | 5.73%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2025-RPL3 LLC                                                              | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532077 | PA      | $515083.21    | 0.30%             | 2055-04-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| Retained Vantage Data Centers             | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $170414.20    | 0.10%             | 2049-09-15      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| ROMANIA                                   | Romanian Government International Bond                                          | CUSIP: BT6265537<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    340000 | PA      | $298809.44    | 0.17%             | 2032-03-27      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67856.34     | 0.04%             | 2029-11-01      | Variable      | 6.41%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40683.03     | 0.02%             | 2035-01-18      | Variable      | 5.47%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200615.13    | 0.12%             | 2030-04-18      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83045.38     | 0.05%             | 2035-04-19      | Variable      | 5.83%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89422.25     | 0.05%             | 2032-03-12      | Variable      | 4.71%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50777.13     | 0.03%             | 2031-01-15      | Variable      | 5.23%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2025-6 LLC                                                                 | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201993 | PA      | $202477.43    | 0.12%             | 2028-08-25      | Variable      | 5.77%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14910.08     | 0.01%             | 2043-06-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29326.74     | 0.02%             | 2044-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     43000 | PA      | $33598.39     | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $188207.28    | 0.11%             | 2031-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37467.64     | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                            | Morgan Stanley                                                                  | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29699.31     | 0.02%             | 2030-01-09      | Variable      | 4.24%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                 | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29123 | PA      | $28866.10     | 0.02%             | 2049-05-15      | Fixed         | 3.33%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY PVT BANK                   | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247461.03    | 0.14%             | 2030-02-08      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust 2025-SPL1                        | CUSIP: 617946AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327678 | PA      | $322018.49    | 0.19%             | 2065-02-25      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                        | CUSIP: 617950AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397841 | PA      | $394663.50    | 0.23%             | 2071-01-25      | Variable      | 4.77%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust 2026-DSC1                        | CUSIP: 617950AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168745 | PA      | $167702.62    | 0.10%             | 2071-01-25      | Variable      | 5.02%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18974.11     | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35187.66     | 0.02%             | 2053-02-06      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91372.93     | 0.05%             | 2034-09-27      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     26000 | PA      | $20207.29     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49952.35     | 0.03%             | 2064-09-27      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33670.89     | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL11 LLC                                                             | CUSIP: 69383AAA7<br>LEI: 254900OU85YCZAPWVR73 | Long             | ABS-MBS          | CORP              | US        |    493903 | PA      | $494268.64    | 0.29%             | 2055-10-25      | Variable      | 5.19%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-RPL5 Trust                                                            | CUSIP: 69393AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    349430 | PA      | $339564.01    | 0.20%             | 2070-01-25      | Variable      | 4.15%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL14 LLC                                                             | CUSIP: 69393CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251782 | PA      | $250130.50    | 0.14%             | 2055-12-25      | Variable      | 5.26%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2026-RPL1 Trust                                                            | CUSIP: 69393EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443375 | PA      | $446674.98    | 0.26%             | 2070-01-25      | Variable      | 4.15%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24061.52     | 0.01%             | 2055-10-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     11000 | PA      | $8085.51      | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35132.68     | 0.02%             | 2033-04-15      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| PACIFICORP                                | PacifiCorp                                                                      | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35311.97     | 0.02%             | 2036-04-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Palmer Square Loan Funding Ltd            | Palmer Square Loan Funding 2024-1 Ltd                                           | CUSIP: 69703NAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $378974.76    | 0.22%             | 2032-10-15      | Floating      | 4.81%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL9 LLC                                                              | CUSIP: 740937AA5<br>LEI: 254900IWII23Q41Y2V47 | Long             | ABS-MBS          | CORP              | US        |    315683 | PA      | $316192.41    | 0.18%             | 2055-08-25      | Variable      | 5.39%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-RPL6 Trust                                                            | CUSIP: 74143YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501791 | PA      | $485444.56    | 0.28%             | 2069-09-25      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR4 Trust                                            | CUSIP: 74332XAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294726 | PA      | $291379.70    | 0.17%             | 2041-05-17      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR5 Trust                                            | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93325 | PA      | $92934.87     | 0.05%             | 2039-06-17      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2022-SFR7 Trust                                            | CUSIP: 74333CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141259 | PA      | $141199.40    | 0.08%             | 2039-10-27      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                | Progress Residential 2026-SFR1 Trust                                            | CUSIP: 74334HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $124078.63    | 0.07%             | 2043-02-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| PROLOGIS TARGETED US                      | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53822.42     | 0.03%             | 2031-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| T-MOBILE USA INC                          | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $131900.86    | 0.08%             | 2031-02-15      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Texas Debt Capital CLO, Ltd               | Texas Debt Capital CLO 2023-I Ltd                                               | CUSIP: 88238CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249686.50    | 0.14%             | 2038-07-20      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZTN             | Texas Natural Gas Securitization Finance Corp                                   | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |         0 | PA      | $0.01         | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| THERMO FISHER SCIENTIFIC                  | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247659.95    | 0.14%             | 2032-10-07      | Fixed         | 4.47%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                     | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25885.87     | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TIME WARNER CABLE LLC                     | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37751.38     | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    160000 | PA      | $153790.51    | 0.09%             | 2064-04-05      | Fixed         | 5.64%                 | No            | 2                  | On Loan: No      |
| TOTALENERGIES CAPITAL SA                  | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $13976.42     | 0.01%             | 2064-09-10      | Fixed         | 5.42%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2018-3                                                | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39046 | PA      | $38366.64     | 0.02%             | 2058-05-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2019-1                                                | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126484 | PA      | $122764.40    | 0.07%             | 2058-03-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2020-4                                                | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90602 | PA      | $82740.47     | 0.05%             | 2060-10-25      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                 | Towd Point Mortgage Trust 2021-R1                                               | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371689 | PA      | $331702.06    | 0.19%             | 2060-11-30      | Variable      | 2.92%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                        | Tricon Residential 2026-SFR1 Trust                                              | CUSIP: 895989AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    244404 | PA      | $245016.64    | 0.14%             | 2043-02-17      | Floating      | 4.77%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1151536 | PA      | $889936.44    | 0.52%             | 2042-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84881 | PA      | $62761.97     | 0.04%             | 2043-02-15      | Fixed         | 0.62%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    844326 | PA      | $700297.10    | 0.41%             | 2044-02-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $569436.33    | 0.33%             | 2045-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    240000 | PA      | $181912.50    | 0.11%             | 2045-11-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $657058.59    | 0.38%             | 2046-02-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1610000 | PA      | $1052348.82   | 0.61%             | 2046-08-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2510000 | PA      | $1875146.48   | 1.09%             | 2047-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $742669.92    | 0.43%             | 2047-11-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $369687.50    | 0.21%             | 2048-02-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1674712.50   | 0.97%             | 2048-05-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2996000 | PA      | $1427079.05   | 0.83%             | 2050-05-15      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    159000 | PA      | $96025.59     | 0.06%             | 2043-03-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    249000 | PA      | $172564.71    | 0.10%             | 2043-09-01      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23157.68     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93687.84     | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41534.78     | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115495.90    | 0.07%             | 2053-01-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118284.48    | 0.07%             | 2033-01-15      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    147000 | PA      | $161033.53    | 0.09%             | 2034-03-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                    | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174364.45    | 0.10%             | 2034-05-15      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51445.08     | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44551.44     | 0.03%             | 2031-01-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41430.10     | 0.02%             | 2028-02-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $224506.44    | 0.13%             | 2030-02-15      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51381.12     | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81861.06     | 0.05%             | 2031-02-13      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| PHILIP MORRIS INTL INC                    | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145689.19    | 0.08%             | 2031-11-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     73000 | PA      | $73577.28     | 0.04%             | 2028-05-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| PINNACLE WEST CAPITAL                     | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96474.42     | 0.06%             | 2030-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL7 LLC                                                              | CUSIP: 740934AA2<br>LEI: 2549001J36X6SUZ41Q96 | Long             | ABS-MBS          | CORP              | US        |    238752 | PA      | $238412.95    | 0.14%             | 2055-07-25      | Variable      | 5.66%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL6 LLC                                                              | CUSIP: 740936AA7<br>LEI: 2549004EWBYQ3J21FL07 | Long             | ABS-MBS          | CORP              | US        |    377593 | PA      | $377159.89    | 0.22%             | 2055-06-25      | Variable      | 5.74%                 | No            | 2                  | On Loan: No      |
| Pretium Mortgage Credit Partne            | PRET 2025-NPL4 LLC                                                              | CUSIP: 74136UAA3<br>LEI: 2549006327OOFEDCTX76 | Long             | ABS-MBS          | CORP              | US        |    317709 | PA      | $318243.86    | 0.18%             | 2055-04-25      | Variable      | 6.37%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2026-1 LLC                                                                 | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259829 | PA      | $259394.28    | 0.15%             | 2031-02-25      | Variable      | 5.18%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgag            | PRPM 2025-3                                                                     | CUSIP: 74449DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79828 | PA      | $80513.59     | 0.05%             | 2030-05-25      | Variable      | 6.25%                 | No            | 2                  | On Loan: No      |
| UBER TECHNOLOGIES INC                     | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155718.29    | 0.09%             | 2035-09-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     44000 | PA      | $35332.00     | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $199120.00    | 0.12%             | 2036-05-07      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $203224.00    | 0.12%             | 2038-01-29      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $391000.00    | 0.23%             | 2033-03-22      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UNITED MEXICAN STATES                     | Mexico Government International Bond                                            | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $195850.00    | 0.11%             | 2034-02-09      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $145775.39    | 0.08%             | 2039-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    255000 | PA      | $253022.75    | 0.15%             | 2039-08-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $327386.72    | 0.19%             | 2041-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2263270.30   | 1.31%             | 2043-02-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    590000 | PA      | $505026.17    | 0.29%             | 2043-08-15      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    795000 | PA      | $690687.30    | 0.40%             | 2043-11-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2220000 | PA      | $1744434.38   | 1.01%             | 2044-08-15      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    393648 | PA      | $283706.35    | 0.16%             | 2045-02-15      | Fixed         | 0.75%                 | No            | 2                  | On Loan: No      |
| TSY INFL IX N/B                           | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1063401 | PA      | $1059911.86   | 0.61%             | 2034-01-15      | Fixed         | 1.75%                 | No            | 2                  | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED            | Regents of the University of California Medical Center Pooled Revenue           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $37171.47     | 0.02%             | 2048-05-15      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111230.85    | 0.06%             | 2030-05-29      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51692.48     | 0.03%             | 2033-03-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| WILLIAMS COMPANIES INC                    | Williams Cos Inc/The                                                            | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78873.77     | 0.05%             | 2036-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Wingstop Funding LLC                      | Wingstop Funding LLC                                                            | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    197000 | PA      | $190855.98    | 0.11%             | 2050-12-05      | Fixed         | 2.84%                 | No            | 2                  | On Loan: No      |
| XCEL ENERGY INC                           | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183136.46    | 0.11%             | 2035-04-15      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Zayo Issuer LLC                           | Zayo Issuer LLC                                                                 | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $227237.18    | 0.13%             | 2055-03-20      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| BACARDI LTD / MARTINI BV                  | Bacardi Ltd / Bacardi-Martini BV                                                | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    100000 | PA      | $99146.86     | 0.06%             | 2033-06-15      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| Bain Capital Credit CLO, Limit            | Bain Capital Credit CLO 2017-2 Ltd                                              | CUSIP: 05683HAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    420000 | PA      | $420198.24    | 0.24%             | 2037-07-25      | Floating      | 5.07%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK18                                                                 | CUSIP: 065402BD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958561 | PA      | $23247.41     | 0.01%             | 2062-05-15      | Variable      | 0.88%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK24                                                                 | CUSIP: 06540VBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967581 | PA      | $20105.37     | 0.01%             | 2062-11-15      | Variable      | 0.63%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK22                                                                 | CUSIP: 06540XBH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1279121 | PA      | $23499.63     | 0.01%             | 2062-11-15      | Variable      | 0.58%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2019-BNK23                                                                 | CUSIP: 06541RBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2097767 | PA      | $43609.43     | 0.03%             | 2052-12-15      | Variable      | 0.68%                 | No            | 2                  | On Loan: No      |
| FIGRE Trust                               | FIGRE Trust 2026-HE1                                                            | CUSIP: 30249NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144313 | PA      | $143149.07    | 0.08%             | 2056-01-25      | Variable      | 4.98%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3128K3PN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        37 | PA      | $37.53        | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3132DM2K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1006596 | PA      | $849586.88    | 0.49%             | 2051-12-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Pool                                                                | CUSIP: 3132DWAY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1314355 | PA      | $1162591.86   | 0.67%             | 2051-01-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132H3XR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80096 | PA      | $77892.84     | 0.05%             | 2042-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132WPNF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140037 | PA      | $131080.11    | 0.08%             | 2047-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    133092 | PA      | $123751.91    | 0.07%             | 2047-11-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac Non Gold Pool                                                       | CUSIP: 31342AP86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8791 | PA      | $8986.58      | 0.01%             | 2033-04-01      | Floating      | 6.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137ABM24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     17253 | PA      | $16541.75     | 0.01%             | 2041-05-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137FRK75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74382 | PA      | $68288.58     | 0.04%             | 2042-12-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137H4FG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259659 | PA      | $229521.77    | 0.13%             | 2050-07-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                               | Freddie Mac REMICS                                                              | CUSIP: 3137HLN65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    347568 | PA      | $348292.23    | 0.20%             | 2052-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HMCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435000 | PA      | $435948.60    | 0.25%             | 2030-07-25      | Variable      | 4.29%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HNNC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435000 | PA      | $436562.00    | 0.25%             | 2030-09-25      | Variable      | 4.34%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E13W5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3892 | PA      | $3763.33      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1AE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7628 | PA      | $7370.85      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1AK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6429 | PA      | $6214.69      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1CH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2725 | PA      | $2631.35      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1HB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9077 | PA      | $9028.17      | 0.01%             | 2026-12-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1HT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6896 | PA      | $6669.22      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1JP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5408 | PA      | $5227.62      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E1LS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8444 | PA      | $8160.55      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E22M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1241 | PA      | $1204.53      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E2FC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5976 | PA      | $5776.93      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E2H24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4008 | PA      | $3874.42      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| firstkey homes 2020-sfr1 trust            | FirstKey Homes 2022-SFR1 Trust                                                  | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110074 | PA      | $109702.03    | 0.06%             | 2039-05-19      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                          | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49596.48     | 0.03%             | 2027-07-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                     | Foundry JV Holdco LLC                                                           | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417895.60    | 0.24%             | 2032-01-25      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182618.66    | 0.11%             | 2030-07-22      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45053.82     | 0.03%             | 2028-10-22      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29685.28     | 0.02%             | 2035-10-22      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    235000 | PA      | $239327.08    | 0.14%             | 2031-04-22      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142805.03    | 0.08%             | 2031-10-22      | Variable      | 4.25%                 | No            | 2                  | On Loan: No      |
| JPMorgan US Government Money M            | JPMorgan US Government Money Market Fund                                        | CUSIP: 4812C2270<br>LEI: 549300NQ5E5B7ZV4T516 | Long             | STIV             | RF                | US        |   9464345 | NS      | $9464345.26   | 5.49%             |  |  |  | No            | 1                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11256.33     | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    182000 | PA      | $160814.33    | 0.09%             | 2031-03-15      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63684.44     | 0.04%             | 2029-04-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85183.73     | 0.05%             | 2032-04-15      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63709.31     | 0.04%             | 2031-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust             | NYC Commercial Mortgage Trust 2026-1PARK                                        | CUSIP: 62979QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $104971.23    | 0.06%             | 2043-02-15      | Floating      | 4.93%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2019-NQM4                                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12082 | PA      | $11653.27     | 0.01%             | 2059-09-25      | Variable      | 2.49%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2021-NQM1 Trust                                                             | CUSIP: 67114BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107827 | PA      | $95965.71     | 0.06%             | 2066-02-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust             | NYC Commercial Mortgage Trust 2025-3BP                                          | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $194359.62    | 0.11%             | 2042-02-15      | Floating      | 4.89%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                  | OBX 2026-NQM2 Trust                                                             | CUSIP: 67123VAF9<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-MBS          | CORP              | US        |    226396 | PA      | $225631.37    | 0.13%             | 2065-12-01      | Variable      | 4.82%                 | No            | 2                  | On Loan: No      |
| OGLETHORPE POWER CORP                     | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56982.57     | 0.03%             | 2048-10-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                            | Ohio Edison Co                                                                  | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $25759.63     | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OHIO EDISON CO                            | Ohio Edison Co                                                                  | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $45495.18     | 0.03%             | 2029-12-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| OHIO POWER COMPANY                        | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159729.91    | 0.09%             | 2033-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15811.43     | 0.01%             | 2032-11-15      | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94333.41     | 0.05%             | 2033-09-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15439.61     | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64331.22     | 0.04%             | 2031-10-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| ONEOK INC                                 | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189872.02    | 0.11%             | 2034-11-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Ocwen Loan Investment Trust               | OLIT 2025-HB2                                                                   | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95900 | PA      | $93594.74     | 0.05%             | 2038-11-25      | Variable      | 3.00%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    192000 | PA      | $170419.94    | 0.10%             | 2034-07-08      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39755.90     | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     59000 | PA      | $42834.07     | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    167000 | PA      | $101105.99    | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18000 | PA      | $12831.62     | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| TAPESTRY INC                              | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45120.10     | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES PARTNERS                  | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $61594.94     | 0.04%             | 2032-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109265.48    | 0.06%             | 2036-07-30      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| TARGA RESOURCES CORP                      | Targa Resources Corp                                                            | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53843.50     | 0.03%             | 2031-04-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| TEXAS Commercial Mortgage Trus            | TEXAS Commercial Mortgage Trust 2025-TWR                                        | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $323588.59    | 0.19%             | 2042-04-15      | Floating      | 4.97%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3245000 | PA      | $3235873.44   | 1.88%             | 2035-08-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $793578.51    | 0.46%             | 2032-10-31      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1562124.99   | 0.91%             | 2035-11-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1885000 | PA      | $1859817.57   | 1.08%             | 2030-12-31      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| VFI ABS LLC                               | VFI ABS 2025-1 LLC                                                              | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72223 | PA      | $72480.97     | 0.04%             | 2030-06-24      | Fixed         | 4.78%                 | No            | 2                  | On Loan: No      |
| Vericrest Opportunity Loan Tra            | VOLT C LLC                                                                      | CUSIP: 91835DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22611 | PA      | $22626.13     | 0.01%             | 2051-05-25      | Variable      | 5.99%                 | No            | 2                  | On Loan: No      |
| VERALTO CORP                              | Veralto Corp                                                                    | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40170.37     | 0.02%             | 2026-09-18      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-R2                                              | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34365 | PA      | $32782.71     | 0.02%             | 2064-02-25      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-2                                               | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46202 | PA      | $42306.19     | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-8                                               | CUSIP: 92538GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133848 | PA      | $122790.82    | 0.07%             | 2066-11-25      | Variable      | 2.82%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-4                                               | CUSIP: 92538HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84120 | PA      | $71804.40     | 0.04%             | 2066-07-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2021-5                                               | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    286159 | PA      | $246773.69    | 0.14%             | 2066-09-25      | Variable      | 1.01%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                | Verus Securitization Trust 2022-1                                               | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214881 | PA      | $203322.68    | 0.12%             | 2067-01-25      | Variable      | 3.72%                 | No            | 2                  | On Loan: No      |
| WENDYS FUNDING LLC                        | Wendy's Funding LLC                                                             | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    155923 | PA      | $153122.40    | 0.09%             | 2048-03-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                    | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128744.15    | 0.07%             | 2034-03-11      | Fixed         | 5.61%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195058.06    | 0.11%             | 2031-03-06      | Variable      | 5.45%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153095.34    | 0.09%             | 2036-07-29      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                             | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58263.57     | 0.03%             | 2032-02-25      | Variable      | 4.95%                 | No            | 2                  | On Loan: No      |
| Taco Bell Funding, LLC                    | Taco Bell Funding LLC                                                           | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725085 | PA      | $671796.26    | 0.39%             | 2051-08-25      | Fixed         | 2.29%                 | No            | 2                  | On Loan: No      |
| VB-S1 Issuer LLC                          | VB-S1 Issuer LLC - VBTEL                                                        | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206555.44    | 0.12%             | 2054-05-15      | Fixed         | 5.59%                 | No            | 2                  | On Loan: No      |
| VIATRIS INC                               | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    135000 | PA      | $88757.08     | 0.05%             | 2050-06-22      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8077.09      | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64841.74     | 0.04%             | 2034-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27711.69     | 0.02%             | 2054-01-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45001.38     | 0.03%             | 2034-08-15      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60030.01     | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210681.97    | 0.12%             | 2035-09-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| VIRGINIA ELEC & POWER CO                  | Virginia Electric and Power Co                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282822.60    | 0.16%             | 2036-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| WEC ENERGY GROUP INC                      | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90688.92     | 0.05%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgag            | Wells Fargo Commercial Mortgage Trust 2024-C63                                  | CUSIP: 94990FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1353572 | PA      | $92398.74     | 0.05%             | 2057-08-15      | Variable      | 1.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32381.10     | 0.02%             | 2031-02-11      | Variable      | 2.57%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61809.03     | 0.04%             | 2051-04-04      | Variable      | 5.01%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34820.45     | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36457.06     | 0.02%             | 2029-10-23      | Variable      | 6.30%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21651.91     | 0.01%             | 2034-10-23      | Variable      | 6.49%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81374.02     | 0.05%             | 2031-04-23      | Variable      | 5.15%                 | No            | 2                  | On Loan: No      |
| Centragas                                 | CENT 2025-CITY                                                                  | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $180775.62    | 0.10%             | 2040-07-10      | Variable      | 4.92%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88235 | PA      | $74643.38     | 0.04%             | 2060-07-15      | Fixed         | 1.69%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85193 | PA      | $69907.53     | 0.04%             | 2060-07-15      | Fixed         | 1.99%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92453 | PA      | $75044.75     | 0.04%             | 2061-03-15      | Fixed         | 1.53%                 | No            | 2                  | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd               | GS REFT 2026-FL1 Issuer Ltd                                                     | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350875.00    | 0.20%             | 2043-04-19      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust 2026-NQM1                                   | CUSIP: 36276EAA8<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |    208530 | PA      | $207850.06    | 0.12%             | 2066-03-25      | Variable      | 4.87%                 | No            | 2                  | On Loan: No      |
| BINOM Securitization Trust                | BINOM Securitization Trust 2021-INV1                                            | CUSIP: 05552UAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70881 | PA      | $65390.84     | 0.04%             | 2056-06-25      | Variable      | 2.03%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                        | BMO 2024-C9 Mortgage Trust                                                      | CUSIP: 05593MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070634 | PA      | $64665.43     | 0.04%             | 2057-07-15      | Variable      | 0.86%                 | No            | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust            | BOCA Commercial Mortgage Trust 2025-BOCA                                        | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $320725.86    | 0.19%             | 2042-12-15      | Floating      | 5.27%                 | No            | 2                  | On Loan: No      |
| BOEING CO                                 | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38588.55     | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                        | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171544.47    | 0.10%             | 2064-08-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16461 | PA      | $15744.12     | 0.01%             | 2047-07-20      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae II Pool                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48320 | PA      | $45540.17     | 0.03%             | 2047-08-20      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 3620A9P96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    194803 | PA      | $198917.06    | 0.12%             | 2039-10-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 3620AQNB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8604 | PA      | $8777.97      | 0.01%             | 2039-02-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74034 | PA      | $69656.37     | 0.04%             | 2041-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage A            | Ginnie Mae I Pool                                                               | CUSIP: 36290QSZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3681 | PA      | $3733.60      | 0.00%             | 2033-08-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities             | GS Mortgage-Backed Securities Trust 2026-NQM1                                   | CUSIP: 36276EAF7<br>LEI: 254900WEVNJASLS4UV47 | Long             | ABS-MBS          | CORP              | US        |    124148 | PA      | $123735.72    | 0.07%             | 2066-03-25      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202986.24    | 0.12%             | 2031-05-13      | Variable      | 5.24%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197263.52    | 0.11%             | 2031-11-06      | Variable      | 4.62%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                                               | CUSIP: 404280FL8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197300.84    | 0.11%             | 2032-03-10      | Variable      | 4.67%                 | No            | 2                  | On Loan: No      |
| HTL Commercial Mortgage Trust             | HTL Commercial Mortgage Trust 2024-T53                                          | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100813.07    | 0.06%             | 2039-05-10      | Variable      | 5.88%                 | No            | 2                  | On Loan: No      |
| HIH Trust                                 | HIH Trust 2024-61P                                                              | CUSIP: 40444VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101853 | PA      | $102002.70    | 0.06%             | 2041-10-15      | Floating      | 5.51%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $94281.18     | 0.05%             | 2034-03-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113824.38    | 0.07%             | 2030-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                      | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19518.43     | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Liberty Street Trust                      | LBTY Commercial Mortgage Trust 2026-225L                                        | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245000 | PA      | $241755.96    | 0.14%             | 2043-02-10      | Variable      | 4.59%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust               | Legacy Mortgage Asset Trust 2021-GS3                                            | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98792 | PA      | $98896.79     | 0.06%             | 2061-07-25      | Variable      | 5.75%                 | No            | 2                  | On Loan: No      |
| Legacy Mortgage Asset Trust               | Legacy Mortgage Asset Trust 2021-GS4                                            | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54834 | PA      | $54908.74     | 0.03%             | 2060-11-25      | Variable      | 5.65%                 | No            | 2                  | On Loan: No      |
| LINCOLN NATIONAL CORP                     | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131700.94    | 0.08%             | 2035-11-15      | Fixed         | 5.35%                 | No            | 2                  | On Loan: —       |
| Madison Avenue Trust                      | MAD Commercial Mortgage Trust 2025-11MD                                         | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355000 | PA      | $353753.10    | 0.21%             | 2042-10-15      | Variable      | 4.44%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40257.94     | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90971.91     | 0.05%             | 2030-03-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55579.58     | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| MARS INC                                  | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    340000 | PA      | $336487.38    | 0.20%             | 2045-05-01      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC               | Hertz Vehicle Financing III LLC 2025-2                                          | CUSIP: 42806MCX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111078.35    | 0.06%             | 2031-09-25      | Fixed         | 5.13%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29569.03     | 0.02%             | 2034-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| HUMANA INC                                | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49510.46     | 0.03%             | 2035-05-01      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| INT Commercial Mortgage Trust             | INT Commercial Mortgage Trust 2025-PLAZA                                        | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160000 | PA      | $159653.36    | 0.09%             | 2037-11-05      | Variable      | 4.55%                 | No            | 2                  | On Loan: No      |
| Imperial Fund LLC                         | Imperial Fund Mortgage Trust 2021-NQM2                                          | CUSIP: 452761AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95496 | PA      | $81473.08     | 0.05%             | 2056-09-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| Imperial Fund LLC                         | Imperial Fund Mortgage Trust 2022-NQM2                                          | CUSIP: 45276PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357891 | PA      | $344696.62    | 0.20%             | 2067-03-25      | Variable      | 4.64%                 | No            | 2                  | On Loan: No      |
| AXIS Equipment Finance Receiva            | Amur Equipment Finance Receivables XIII LLC                                     | CUSIP: 03237CAC6<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101566.09    | 0.06%             | 2031-01-21      | Fixed         | 5.37%                 | No            | 2                  | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                   | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $135525.95    | 0.08%             | 2046-02-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| AREIT CRE Trust                           | AREIT 2025-CRE11                                                                | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $260707.07    | 0.15%             | 2043-07-25      | Floating      | 5.23%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                  | Ares Strategic Income Fund                                                      | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107032.58    | 0.06%             | 2030-09-09      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                  | Ares Strategic Income Fund                                                      | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179602.38    | 0.10%             | 2031-01-15      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| ARES STRATEGIC INCOME FU                  | Ares Strategic Income Fund                                                      | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $148577.30    | 0.09%             | 2031-04-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| ARIZONA PUBLIC SERVICE                    | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62255.08     | 0.04%             | 2034-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                     | Arroyo Mortgage Trust 2019-2                                                    | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28944 | PA      | $28195.20     | 0.02%             | 2049-04-25      | Variable      | 3.35%                 | No            | 2                  | On Loan: No      |
| Arroyo Mortgage Trust                     | Arroyo Mortgage Trust 2019-3                                                    | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30911 | PA      | $29664.64     | 0.02%             | 2048-10-25      | Variable      | 2.96%                 | No            | 2                  | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                  | Augusta SpinCo Corp                                                             | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69674.97     | 0.04%             | 2031-03-23      | Fixed         | 4.66%                 | No            | 2                  | On Loan: No      |
| Auxilior Term Funding LLC                 | Auxilior Term Funding 2024-1 LLC                                                | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137160 | PA      | $138954.78    | 0.08%             | 2031-07-15      | Fixed         | 5.49%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8477 | PA      | $8440.40      | 0.00%             | 2053-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AWTK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7192 | PA      | $7073.82      | 0.00%             | 2047-05-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AXJT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12804 | PA      | $12763.11     | 0.01%             | 2053-07-25      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136AYMB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15654 | PA      | $15550.59     | 0.01%             | 2053-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                    | RR 26 Ltd                                                                       | CUSIP: 74989MAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249753.50    | 0.14%             | 2038-04-15      | Floating      | 5.17%                 | No            | 2                  | On Loan: No      |
| RR Ltd                                    | RR 23 Ltd                                                                       | CUSIP: 75000GBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    420000 | PA      | $419217.54    | 0.24%             | 2037-07-15      | Floating      | 5.32%                 | No            | 2                  | On Loan: No      |
| ROYALTY PHARMA PLC                        | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $79035.77     | 0.05%             | 2035-09-25      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SCF Equipment Trust Llc                   | SCF Equipment Leasing 2024-1 LLC                                                | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101684.21    | 0.06%             | 2032-01-20      | Fixed         | 5.52%                 | No            | 2                  | On Loan: No      |
| Sabey Data Center Issuer LLC              | Sabey Data Center Issuer LLC                                                    | CUSIP: 78520EAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50000 | PA      | $50582.95     | 0.03%             | 2049-04-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                            | Salesforce Inc                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110196.95    | 0.06%             | 2029-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                            | Salesforce Inc                                                                  | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114886.39    | 0.07%             | 2033-03-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                            | Salesforce Inc                                                                  | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    255000 | PA      | $257085.14    | 0.15%             | 2046-03-15      | Fixed         | 6.40%                 | No            | 2                  | On Loan: No      |
| SALESFORCE INC                            | Salesforce Inc                                                                  | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142974.92    | 0.08%             | 2066-03-15      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| SAUDI ARABIAN OIL CO                      | Saudi Arabian Oil Co                                                            | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $199284.77    | 0.12%             | 2055-06-02      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F012445<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    895000 | PA      | $804901.96    | 0.47%             | 2036-04-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    990000 | PA      | $833031.99    | 0.48%             | 2049-09-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   1995000 | PA      | $1923476.18   | 1.11%             | 2041-05-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2590000 | PA      | $2602298.72   | 1.51%             | 2053-03-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3395000 | PA      | $3406214.47   | 1.97%             | 2041-05-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F060642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1705000 | PA      | $1738090.81   | 1.01%             | 2054-03-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1700000 | PA      | $1730802.37   | 1.00%             | 2041-05-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae or Freddie Mac                 | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F062648<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |   2315000 | PA      | $2394487.70   | 1.39%             | 2053-04-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B1WE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43839 | PA      | $41970.04     | 0.02%             | 2048-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B3BD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26431 | PA      | $25827.27     | 0.01%             | 2056-10-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B4EJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54842 | PA      | $52739.51     | 0.03%             | 2057-11-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B4FP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48995 | PA      | $47296.52     | 0.03%             | 2049-04-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B5PK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47972 | PA      | $43585.20     | 0.03%             | 2049-08-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136B8NW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132272 | PA      | $126307.95    | 0.07%             | 2058-08-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136BPRL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515000 | PA      | $510265.66    | 0.30%             | 2041-12-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2069000 | PA      | $1015183.94   | 0.59%             | 2050-08-15      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $533926.17    | 0.31%             | 2050-11-15      | Fixed         | 1.62%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-4                                                 | CUSIP: 03464EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    108065 | PA      | $92880.21     | 0.05%             | 2065-01-20      | Variable      | 1.03%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2022-2                                                 | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39110 | PA      | $37462.95     | 0.02%             | 2067-01-25      | Variable      | 4.04%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2020-R1                                                | CUSIP: 034651AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26833 | PA      | $25939.92     | 0.02%             | 2053-04-25      | Variable      | 0.99%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-1                                                 | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58573 | PA      | $52211.02     | 0.03%             | 2066-01-25      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-2                                                 | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65898 | PA      | $57251.46     | 0.03%             | 2066-04-25      | Variable      | 0.98%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-3                                                 | CUSIP: 03465EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124833 | PA      | $108545.40    | 0.06%             | 2066-05-25      | Variable      | 1.07%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-5                                                 | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156397 | PA      | $136379.37    | 0.08%             | 2066-07-25      | Variable      | 0.95%                 | No            | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                  | Angel Oak Mortgage Trust 2021-8                                                 | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120218 | PA      | $107717.15    | 0.06%             | 2066-11-25      | Variable      | 1.82%                 | No            | 2                  | On Loan: No      |
| Bank                                      | BANK 2020-BNK28                                                                 | CUSIP: 06540YAN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1491920 | PA      | $94440.18     | 0.05%             | 2063-03-15      | Variable      | 1.76%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2020-NQM1 Trust                                                            | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41724 | PA      | $40130.73     | 0.02%             | 2065-05-25      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2020-RPL4 Trust                                                            | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136090 | PA      | $122945.73    | 0.07%             | 2060-01-25      | Variable      | 2.00%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2017-FHA1 Trust                                                            | CUSIP: 12651RAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     16256 | PA      | $15334.32     | 0.01%             | 2047-04-25      | Variable      | 3.25%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2020-RPL1 Trust                                                            | CUSIP: 19687YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235308 | PA      | $201647.79    | 0.12%             | 2065-01-25      | Variable      | 1.39%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-1 Mortgage Loan Trust                                                 | CUSIP: 19688EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96036 | PA      | $83740.87     | 0.05%             | 2066-06-25      | Variable      | 0.91%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2021-3 Mortgage Loan Trust                                                 | CUSIP: 19688FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194524 | PA      | $163113.35    | 0.09%             | 2066-09-27      | Variable      | 0.96%                 | No            | 2                  | On Loan: No      |
| COX COMMUNICATIONS INC                    | Cox Communications Inc                                                          | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100560.17    | 0.06%             | 2054-09-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Credit Acceptance Auto Loan Tr            | Credit Acceptance Auto Loan Trust 2024-2                                        | CUSIP: 22536VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $311525.23    | 0.18%             | 2034-08-15      | Fixed         | 6.11%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Mortgage Trust              | CSMC 2021-NQM5 Trust                                                            | CUSIP: 22946DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104049 | PA      | $86029.02     | 0.05%             | 2066-05-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F82T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291242 | PA      | $9692.31      | 0.01%             | 2030-11-25      | Variable      | 0.87%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82000 | PA      | $81085.15     | 0.05%             | 2027-08-25      | Fixed         | 3.24%                 | No            | 2                  | On Loan: No      |
| FHLMC Multifamily Structured P            | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FREK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680871 | PA      | $23834.85     | 0.01%             | 2030-01-25      | Variable      | 1.11%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXLS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4168 | PA      | $4027.87      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXT27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2470 | PA      | $2383.78      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138AXWX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4954 | PA      | $4778.32      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E03K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2363 | PA      | $2279.13      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E0LU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6192 | PA      | $5974.45      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E0W62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3519 | PA      | $3403.74      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E0WA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2311 | PA      | $2230.60      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E2LL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27407 | PA      | $26489.81     | 0.02%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E4FL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4774 | PA      | $4615.92      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E4S93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10662 | PA      | $10302.85     | 0.01%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E4TV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4447 | PA      | $4298.77      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138E6A55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8924 | PA      | $8624.68      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1315125.00   | 0.76%             | 2042-02-15      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1660000 | PA      | $1183430.87   | 0.69%             | 2052-08-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2190000 | PA      | $1834082.23   | 1.06%             | 2042-08-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| US TREASURY N/B                           | United States Treasury Note/Bond                                                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    695000 | PA      | $611301.37    | 0.35%             | 2053-08-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| N/A                                       | US 5YR NOTE (CBT) Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -43 | NC      | $39274.36     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US 2YR NOTE (CBT) Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        58 | NC      | $-9211.94     | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                       | US 10yr Ultra Fut Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -1 | NC      | $2467.35      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EG3Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11017 | PA      | $10646.01     | 0.01%             | 2041-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGF58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17399 | PA      | $17592.86     | 0.01%             | 2041-05-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGGZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21467 | PA      | $21256.44     | 0.01%             | 2041-04-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EGQJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3299 | PA      | $3335.59      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EHBC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22697 | PA      | $22950.42     | 0.01%             | 2041-02-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EKBW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70342 | PA      | $71126.17     | 0.04%             | 2042-03-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138EMY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14441 | PA      | $13986.91     | 0.01%             | 2041-01-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138MRK67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121575 | PA      | $108271.08    | 0.06%             | 2043-01-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31455.76     | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| ALABAMA POWER CO                          | Alabama Power Co                                                                | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163389.73    | 0.09%             | 2031-03-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Aligned Data Centers Issuers L            | Aligned Data Centers Issuer LLC                                                 | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $211509.06    | 0.12%             | 2048-08-17      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                              | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    235000 | PA      | $217703.08    | 0.13%             | 2065-05-15      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136A36C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9067 | PA      | $8627.64      | 0.01%             | 2041-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136A4TG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18361 | PA      | $17276.46     | 0.01%             | 2041-12-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136A6AN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15837 | PA      | $15281.31     | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae REMICS                                                               | CUSIP: 3136APKJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11363 | PA      | $11206.10     | 0.01%             | 2043-02-25      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419FNE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3054 | PA      | $2951.82      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419FWH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       514 | PA      | $495.91       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419KVH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6073 | PA      | $5864.95      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161791.83    | 0.09%             | 2034-06-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50137.01     | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                   | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178808.96    | 0.10%             | 2033-01-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| MSWF Commercial Mortgage Trust            | MSWF Commercial Mortgage Trust 2023-2                                           | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229616 | PA      | $12393.05     | 0.01%             | 2056-12-15      | Variable      | 0.92%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mor            | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1                        | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227671 | PA      | $226904.45    | 0.13%             | 2070-12-25      | Variable      | 4.81%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     13000 | PA      | $9697.01      | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    132000 | PA      | $99101.96     | 0.06%             | 2048-03-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $48033.28     | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45216.92     | 0.03%             | 2030-06-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57973.15     | 0.03%             | 2032-02-01      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Mount Vernon Liquid Assets Portfolio, LLC | Mount Vernon Liquid Assets Portfolio, LLC                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | PF                | US        |     40097 | NS      | $40097.00     | 0.02%             |  |  |  | No            | N/A                | On Loan: No      |
| N/A                                       | IRS PAY FIXED 1.56% 12/15/2051                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $235846.11    | 0.14%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 2.88% 3/15/2053                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $63638.59     | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 2.97% 03/15/2053                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $106713.11    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 3.59% 9/20/2053                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $16633.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | IRS PAY FIXED 4.16% 03/19/2045                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-8488.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | CDS ORCLE 1 12-30 1.0000% 12-20-30 (SELL PROTECTIO                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $-14582.91    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | CDX-NAIGS45V1-5Y.Dec.2030 (SELL PROTECTION)                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | NC      | $46556.52     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                       | US 10YR NOTE (CBT)Jun26                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6 | NC      | $-11227.15    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3138WFCF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137812 | PA      | $132663.09    | 0.08%             | 2045-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                  | Fedex Freight Holding Co Inc                                                    | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83522.91     | 0.05%             | 2031-03-15      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                  | Fedex Freight Holding Co Inc                                                    | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78092.62     | 0.05%             | 2033-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                       | Freddie Mac STACR REMIC Trust 2023-HQA1                                         | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $99252.58     | 0.06%             | 2043-05-25      | Floating      | 7.16%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37435.52     | 0.02%             | 2047-05-11      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    205000 | PA      | $143593.85    | 0.08%             | 2047-12-08      | Fixed         | 3.73%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     18000 | PA      | $11405.29     | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60859.25     | 0.04%             | 2050-03-25      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| INTEL CORP                                | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77051.14     | 0.04%             | 2062-08-05      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| INTERCONTINENTALEXCHANGE                  | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $136018.07    | 0.08%             | 2040-09-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| STATE OF ISRAEL                           | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $203109.41    | 0.12%             | 2030-02-19      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     40000 | PA      | $41270.41     | 0.02%             | 2033-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     40000 | PA      | $40106.60     | 0.02%             | 2037-03-10      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44286.89     | 0.03%             | 2029-01-23      | Variable      | 3.51%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51783.83     | 0.03%             | 2030-10-15      | Variable      | 2.74%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142320.69    | 0.08%             | 2032-11-08      | Variable      | 2.54%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor            | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN                   | CUSIP: 46652BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $81447.44     | 0.05%             | 2037-01-16      | Fixed         | 2.81%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     20000 | PA      | $20000.12     | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     30000 | PA      | $29217.15     | 0.02%             | 2056-03-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 472140AK8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    235000 | PA      | $230135.97    | 0.13%             | 2066-04-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     90000 | PA      | $98982.00     | 0.06%             | 2034-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                  | JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     55000 | PA      | $60531.09     | 0.04%             | 2053-11-15      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| JERSEY CENTRAL PWR & LT                   | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35026.54     | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $69620.76     | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| ORACLE CORP                               | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27758.04     | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     82000 | PA      | $72836.11     | 0.04%             | 2052-06-01      | Fixed         | 5.45%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CAL EDISON                       | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     88000 | PA      | $81106.77     | 0.05%             | 2053-03-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $180904.54    | 0.10%             | 2048-07-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Stack Infrastructure Issuer LL            | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAM4<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101132.30    | 0.06%             | 2049-03-25      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Starwood Residential Mortgage             | STAR 2021-1 Trust                                                               | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61175 | PA      | $57723.79     | 0.03%             | 2065-05-25      | Variable      | 1.22%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential             | Starwood Mortgage Residential Trust 2021-2                                      | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18319 | PA      | $17492.27     | 0.01%             | 2065-05-25      | Variable      | 0.94%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential             | Starwood Mortgage Residential Trust 2020-3                                      | CUSIP: 85573MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5342 | PA      | $5253.65      | 0.00%             | 2065-04-25      | Variable      | 1.49%                 | No            | 2                  | On Loan: No      |
| Starwood Mortgage Residential             | Starwood Mortgage Residential Trust 2021-6                                      | CUSIP: 85573RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199766 | PA      | $176864.64    | 0.10%             | 2066-11-25      | Variable      | 1.92%                 | No            | 2                  | On Loan: No      |
| SYNCHRONY FINANCIAL                       | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8728.72      | 0.01%             | 2031-10-28      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2019-3                                      | CUSIP: 64830EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73236 | PA      | $70728.13     | 0.04%             | 2058-11-25      | Variable      | 3.75%                 | No            | 2                  | On Loan: No      |
| New Residential Mortgage Loan             | New Residential Mortgage Loan Trust 2019-5                                      | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51823 | PA      | $49008.68     | 0.03%             | 2059-08-25      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                  | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54966.54     | 0.03%             | 2026-05-24      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                          | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    130000 | PA      | $77702.86     | 0.05%             | 2050-05-19      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CF Hippolyta Issuer LLC                   | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105441 | PA      | $105579.11    | 0.06%             | 2062-08-15      | Fixed         | 5.97%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2020-2R Mortgage Loan Trust                                                | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27479 | PA      | $26145.39     | 0.02%             | 2065-10-26      | Variable      | 1.32%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $163028.82    | 0.09%             | 2035-10-23      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $52465.52     | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $45996.39     | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $53903.89     | 0.03%             | 2049-07-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $32218.95     | 0.02%             | 2061-12-01      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     44000 | PA      | $30223.47     | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $46989.72     | 0.03%             | 2034-02-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                  | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62355.65     | 0.04%             | 2034-06-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271963.41    | 0.16%             | 2031-09-11      | Variable      | 4.50%                 | No            | 2                  | On Loan: No      |
| CLECO CORPORATE HOLDINGS                  | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAE9<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46763.00     | 0.03%             | 2029-09-15      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                          | COLT 2026-1 Mortgage Loan Trust                                                 | CUSIP: 196926AD1<br>LEI: 2138009O96115X8GVT44 | Long             | ABS-MBS          | CORP              | US        |    136469 | PA      | $135598.10    | 0.08%             | 2071-02-25      | Variable      | 4.76%                 | No            | 2                  | On Loan: No      |
| Elmwood CLO 23 Ltd                        | Elmwood CLO 23 Ltd                                                              | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249873.00    | 0.14%             | 2036-04-16      | Floating      | 5.42%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                        | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     86000 | PA      | $71512.19     | 0.04%             | 2050-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70446.43     | 0.04%             | 2036-01-15      | Fixed         | 5.20%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage             | Citigroup Commercial Mortgage Trust 2016-P4                                     | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $503054.99    | 0.29%             | 2049-07-10      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| EQUINOR ASA                               | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     45000 | PA      | $37698.36     | 0.02%             | 2040-04-06      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120822 | PA      | $97755.10     | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31410GDH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18922 | PA      | $19337.21     | 0.01%             | 2034-04-01      | Floating      | 6.25%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31410MMX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1442 | PA      | $1481.93      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31410V4C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22 | PA      | $22.10        | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31411ERV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       752 | PA      | $787.22       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31412LB74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        19 | PA      | $19.44        | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31414FPP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        40 | PA      | $40.69        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31414KJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $9.27         | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31414MHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        44 | PA      | $45.07        | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415PKV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        28 | PA      | $29.00        | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415RPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        20 | PA      | $20.36        | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415YEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        12 | PA      | $11.88        | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31415YXG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4602 | PA      | $4438.34      | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31416PP27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       769 | PA      | $745.66       | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31416SVH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16831 | PA      | $16316.24     | 0.01%             | 2039-06-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31416WU26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3053 | PA      | $2949.50      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31417ANM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5206 | PA      | $5033.22      | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31417C4N2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42760 | PA      | $40331.31     | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31417CEB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12163 | PA      | $11835.42     | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31418X7J1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2514 | PA      | $2422.17      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                | Fannie Mae Pool                                                                 | CUSIP: 31419CZ48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       462 | PA      | $445.83       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Ellington Financial Mortgage T            | Ellington Financial Mortgage Trust 2022-1                                       | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164375 | PA      | $147175.28    | 0.09%             | 2067-01-25      | Variable      | 2.21%                 | No            | 2                  | On Loan: No      |

### Signature

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

**Name of Applicant:** GPS Funds I

**Signature:** /s/ Patrick Young

**Name of Signer:** Patrick Young

**Title:** Principal Financial Officer/Treasurer