# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0000940400-26-023036
**Filing Date:** 2026-6
**Character Count:** 1217630
**Document Hash:** 6d6c1d2c8f2ab16529defa4009eac387
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-023036.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-023036

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Voya FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001066602

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08895
- **FILM NUMBER:** 261048956

**BUSINESS ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258
- **BUSINESS PHONE:** 800-992-0180

**MAIL ADDRESS:**
- **STREET 1:** 7337 E. DOUBLETREE RANCH ROAD, STE 100
- **CITY:** SCOTTSDALE
- **STATE:** AZ
- **ZIP:** 85258

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 20020205

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PILGRIM FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010312

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ING FUNDS TRUST
- **DATE OF NAME CHANGE:** 19980721

## Series and Classes Contracts Data

### Voya Intermediate Bond Fund (Series ID: S000008396)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000023011 | Class R      | IIBOX           |
| C000023012 | Class A      | IIBAX           |
| C000023014 | Class C      | IICCX           |
| C000023015 | Class I      | IICIX           |
| C000057276 | Class W      | IIBWX           |
| C000122010 | Class R6     | IIBZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Voya Funds Trust

- **b. Investment Company Act file number:** 811-08895

- **c. CIK number of Registrant:** 0001066602

- **d. LEI of Registrant:** 5493002OZLWDCTJEFB81

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

  - **Street Address 1:** 7337 East Doubletree Ranch Road

  - **City:** Scottsdale

  - **State:** AZ

  - **Foreign country:** US

  - **Zip / Postal Code:** 85258

  - **Telephone number:** 1-800-992-0180

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

- **a. Name of Series:** VOYA INTERMEDIATE BOND FUND

- **b. EDGAR series identifier (if any):** S000008396

- **c. LEI of Series:** 549300FK6EUCD2VZ8U23

**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:** $13650143387.66

**Total Liabilities:** $2466527634.06

**Net Assets:** $11183615753.60

**Delayed Delivery Securities:** $23471886.87

**Stand-by Commitments:** $1276211566.45

**Cash Not Reported:** $277640867.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11425.74209000 | **1-Year:** 410507.21111000 | **5-Year:** 2330124.99731000 | **10-Year:** 1020714.41728000 | **30-Year:** 78121.39843000

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

- **3-Month:** 691.50161000 | **1-Year:** 75289.42281000 | **5-Year:** 211157.24684000 | **10-Year:** 42267.71457000 | **30-Year:** 1328.89382000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023011 | 0.23%                | 1.55%                | -1.89%               |
| Class ID C000023012 | 0.25%                | 1.57%                | -1.88%               |
| Class ID C000122010 | 0.17%                | 1.72%                | -1.84%               |
| Class ID C000023014 | 0.19%                | 1.52%                | -1.94%               |
| Class ID C000023015 | 0.28%                | 1.60%                | -1.84%               |
| Class ID C000057276 | 0.27%                | 1.59%                | -1.74%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $24024797.97             | $-24955149.21                              |
| Month 2  | $6888532.59              | $71927302.49                               |
| Month 3  | $-4364775.54             | $-155891030.81                             |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jersey Central Power & Light Co.                                                                       | FE 2.75 03/01/32 144A                                                            | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     623000 | PA      | $559927.79    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| RCKT MORTGAGE TRUST 2021-1                                                                             | RCKT 2021-1 AX1                                                                  | CUSIP: 749350AS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  225934512 | PA      | $2795487.72   | 0.02%             | 2051-03-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-10 ZC                                                                   | CUSIP: 31397QPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     618055 | PA      | $624507.13    | 0.01%             | 2041-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q54870                                                                        | CUSIP: 3132XXMU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     151718 | PA      | $145790.32    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                      | WFC V6.491 10/23/34                                                              | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     718000 | PA      | $777650.79    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2594 IY                                                                      | CUSIP: 31393PYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      24344 | PA      | $3342.88      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5                                                         | WFCM 2025-VTT B                                                                  | CUSIP: 94990GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3090000 | PA      | $3096892.55   | 0.03%             | 2038-03-17      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2014-58 SG                                                                   | CUSIP: 38379BRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    5175757 | PA      | $272565.72    | 0.00%             | 2044-04-16      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)                                                   | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)                             | CUSIP: 13606DNW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5001319.00   | 0.04%             | 2026-09-18      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                                             | NGGLN 1.96 06/27/30 144A                                                         | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    3256000 | PA      | $2930031.94   | 0.03%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                                 | CB 4.9 08/15/35                                                                  | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    5174000 | PA      | $5096578.39   | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5051 BI                                                                      | CUSIP: 3137F7XG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   81064920 | PA      | $13748776.63  | 0.12%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q00053                                                                        | CUSIP: 3132GDBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     173829 | PA      | $174136.15    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | META 4.6 11/15/32                                                                | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3490618.77   | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | TRS TREASURY BOND                                                                | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-498681.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $91388.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                                  | IBM 4.95 02/03/36                                                                | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    7256000 | PA      | $7070913.30   | 0.06%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                        | CVS 5.125 02/21/30                                                               | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1664000 | PA      | $1687819.38   | 0.02%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2861 Z                                                                       | CUSIP: 31395GJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      38301 | PA      | $39067.64     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                                  | IBM 5 02/10/32 ..                                                                | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3709000 | PA      | $3747417.93   | 0.03%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Company                                                                       | PCG 4.45 04/15/42                                                                | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     761000 | PA      | $628394.63    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ1                                                           | GSMBS 2020-PJ1 A1                                                                | CUSIP: 36258FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     252314 | PA      | $228468.54    | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $693296.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $51407.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                           | AVGO 4.9 07/15/32                                                                | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4244000 | PA      | $4282662.12   | 0.04%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc.                                                                           | GSK 4.875 04/15/35                                                               | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    3629000 | PA      | $3616333.37   | 0.03%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| COMM 2024-CBM MORTGAGE TRUST                                                                           | COMM 2024-CBM B                                                                  | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3034000 | PA      | $3086431.16   | 0.03%             | 2041-12-12      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V2.475 01/21/28                                                               | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6221000 | PA      | $6124268.43   | 0.05%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV1                                                                     | JPMMT 2019-INV1 B3                                                               | CUSIP: 46591DAZ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500055 | PA      | $1455237.53   | 0.01%             | 2049-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Station Casinos LLC                                                                                    | RRR 6.625 03/15/32 144A                                                          | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3616740.00   | 0.03%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Crown Castle Inc.                                                                                      | CCI 4.8 09/01/28                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3964000 | PA      | $3985804.50   | 0.04%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                                | FR SD8099                                                                        | CUSIP: 3132DV7L3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    3452450 | PA      | $2937126.92   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                                | CHTR 5.875 11/15/40                                                              | CUSIP: 88732JAY4<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |     589000 | PA      | $534266.32    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN AL6167                                                                        | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1788031 | PA      | $1682368.71   | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                                                                                | ARW 5.15 08/21/29                                                                | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    4723000 | PA      | $4776090.87   | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                                                                    | IBM 4.75 02/05/31                                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    4276000 | PA      | $4283475.73   | 0.04%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2021-41 MI                                                                   | CUSIP: 3136BHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   25877731 | PA      | $4313097.10   | 0.04%             | 2048-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                                     | R 5 03/15/30                                                                     | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3653000 | PA      | $3696952.53   | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-116 NS                                                                  | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     452899 | PA      | $31743.79     | 0.00%             | 2040-09-16      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| 1345 TRUST 2025-AOA                                                                                    | 1345T 2025-AOA A                                                                 | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6489874.30   | 0.06%             | 2042-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2024-7 IO                                                                    | CUSIP: 3136BQX20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   62941444 | PA      | $5505034.91   | 0.05%             | 2038-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                       | GATX 4 06/30/30                                                                  | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1310055.31   | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA7963                                                                        | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2941784 | PA      | $2509466.88   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                           | AVGO 4.926 05/15/37 144A                                                         | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $7570536.17   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc.                                                                                  | J 4.75 03/03/31                                                                  | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    2841000 | PA      | $2802344.22   | 0.03%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -128817500 | NC      | $-165548.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Cedar Funding IV CLO Ltd.                                                                              | CEDF 2014-4A CR3                                                                 | CUSIP: 150323BQ5<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9979650.00   | 0.09%             | 2038-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3556 NT                                                                      | CUSIP: 31398EKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       4990 | PA      | $5171.14      | 0.00%             | 2038-03-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| SDAL TRUST 2025-DAL                                                                                    | SDAL 2025-DAL A                                                                  | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1004311.80   | 0.01%             | 2042-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL16 LLC                                                                                      | BDS 2025-FL16 A                                                                  | CUSIP: 05556XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9007715.25   | 0.08%             | 2043-07-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                                                       | SMB 2014-A C                                                                     | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2445093.81   | 0.02%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4892 SA                                                                      | CUSIP: 3137FMT51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   20253509 | PA      | $2054326.61   | 0.02%             | 2049-07-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 4.812 03/15/39                                                                | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2591273.34   | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3736 ZP                                                                      | CUSIP: 3137GAMD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1484629 | PA      | $1434988.45   | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS5074                                                                        | CUSIP: 3138WET82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     282916 | PA      | $274506.85    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR3                                                           | GSMBS 2021-GR3 B4                                                                | CUSIP: 36263TBM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1319263 | PA      | $1101909.46   | 0.01%             | 2052-04-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Company                                                                          | FTSCN 5.2 09/15/34                                                               | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3170529.56   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                           | BRAZIL 6.125 03/15/34                                                            | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4825000 | PA      | $4822756.38   | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -268424000 | NC      | $258568.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                                     | NRUC 1.65 06/15/31 MTN                                                           | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $1798368.36   | 0.02%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                                            | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD                                      | CUSIP: 05253MA38<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4850284.21   | 0.04%             | 2026-04-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4753 VZ                                                                      | CUSIP: 3137FE2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    4470307 | PA      | $3613982.40   | 0.03%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS TRUST 2026-ORL                                                                                      | FS 2026-ORL A                                                                    | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1499461.05   | 0.01%             | 2041-02-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| SUNRUN PANGEA ISSUER 2025-2 LLC                                                                        | SUNRN 2025-2A A1                                                                 | CUSIP: 86773EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3494901 | PA      | $3493070.33   | 0.03%             | 2054-01-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CLNY TRUST 2019-IKPR                                                                                   | CLNY 2019-IKPR A                                                                 | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1590600 | PA      | $1575417.81   | 0.01%             | 2038-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                               | VST 4.375 05/01/29 144A                                                          | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3054000 | PA      | $2983233.11   | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA5471                                                                        | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19933708 | PA      | $20338298.96  | 0.18%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Health Care Service Corp A Mutual Legal Reserve Co.                                                    | HCSERV 5.2 06/15/29 144A                                                         | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    4409000 | PA      | $4473094.60   | 0.04%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2009-31 ZL                                                                   | CUSIP: 38374TWL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     272441 | PA      | $273436.00    | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 347 C26                                                                      | CUSIP: 31325WG71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4857527 | PA      | $886630.02    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3893 PU                                                                      | CUSIP: 3137ADA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1289778 | PA      | $1257413.25   | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                                    | CSCO 4.95 02/26/31                                                               | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3533000 | PA      | $3620674.61   | 0.03%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Enbridge U S Inc                                                                                       | Enbridge U S Inc 0% CP 27/05/2026                                                | CUSIP: 29251VET9<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   27950000 | PA      | $27768646.43  | 0.25%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WINWATER MORTGAGE LOAN TRUST 2015-5                                                                    | WIN 2015-5 B4                                                                    | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     703755 | PA      | $651495.67    | 0.01%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| LifePoint Health, Inc                                                                                  | RGCARE 8.375 02/15/32 144A                                                       | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2906706.24   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                                         | BANK 2017-BNK7 B                                                                 | CUSIP: 06541XAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4181483.70   | 0.04%             | 2060-09-17      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| MED COMMERCIAL MORTGAGE TRUST 2024-MOB                                                                 | MED 2024-MOB A                                                                   | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7825000 | PA      | $7772035.71   | 0.07%             | 2041-05-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-86 BS                                                                   | CUSIP: 3136AQJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    8436008 | PA      | $448492.76    | 0.00%             | 2045-11-25      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-4                                                  | MSRM 2024-4 B3                                                                   | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1668350 | PA      | $1724805.98   | 0.02%             | 2054-09-25      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                   | GM 5.9 01/07/35                                                                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4061000 | PA      | $4135544.28   | 0.04%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| PFP 2024-11 LTD                                                                                        | PFP 2024-11 A                                                                    | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2177858 | PA      | $2182611.09   | 0.02%             | 2039-09-19      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1248371.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2024-BRVE                                                                                     | BX 2024-BRVE A                                                                   | CUSIP: 05612KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7651238 | PA      | $7663347.23   | 0.07%             | 2041-04-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                                  | IBM 5.2 02/10/35 ..                                                              | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2909000 | PA      | $2925188.99   | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4100 JA                                                                      | CUSIP: 3137ASYR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     348164 | PA      | $336429.22    | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.75 02/15/41                                                                  | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20000000 | PA      | $20117187.60  | 0.18%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| PCI Gaming                                                                                             | PCI Gaming Term Loan B 200 2031-05-29                                            | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |    2294162 | PA      | $2296211.13   | 0.02%             | 2031-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                              | CRBG 3.9 04/05/32                                                                | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1159082.54   | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Energizer Holdings Inc                                                                                 | ENR 4.375 03/31/29 144A                                                          | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2904207.56   | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Talen Energy Supply LLC                                                                                | TLN 6.5 02/01/36 144A                                                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2095559.92   | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 5.25 04/01/53                                                               | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2686000 | PA      | $2108469.23   | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | CAS 2022-R01 1B1                                                                 | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   13600000 | PA      | $13729869.12  | 0.12%             | 2041-12-26      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                                    | General Mills, Inc. 0% CP 06/04/2026                                             | CUSIP: 3703E1D62<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | STIV             | CORP              | US        |   31000000 | PA      | $30980020.50  | 0.28%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                       | MS V4.734 07/18/31                                                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1744915.10   | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                                      | McCormick & Company, Incorporated 0% CP 21/04/2026                               | CUSIP: 57978DDM8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | STIV             | CORP              | US        |   28400000 | PA      | $28333120.84  | 0.25%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                | MPLX 5 01/15/33                                                                  | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3031000 | PA      | $3009859.23   | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS9968                                                                        | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3568731 | PA      | $3422038.35   | 0.03%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                                        | CUSIP: 01F022642<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   93952000 | PA      | $79007760.00  | 0.71%             | 2056-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-93 GS                                                                   | CUSIP: 3136A0R90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1033378 | PA      | $94997.92     | 0.00%             | 2039-04-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                | UNH 3.5 08/15/39                                                                 | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1023285.29   | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                                      | WASPRO 7 02/01/33 144A                                                           | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2757402.72   | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                                     | HNDA 4.7 01/12/28                                                                | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3589000 | PA      | $3596892.39   | 0.03%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G06747                                                                        | CUSIP: 3128M8ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     325724 | PA      | $322935.53    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 3.9 03/01/38                                                               | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1551089.06   | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Pro Mach                                                                                               | Pro Mach Term Loan B 275 2032-10-04                                              | CUSIP: 74273JAL7<br>LEI: 5493008SZGSVUCSNB151 | Long             | LON              | CORP              | US        |    2294250 | PA      | $2291813.51   | 0.02%             | 2032-10-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2014-3 SU                                                                    | CUSIP: 38378YA25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2885454 | PA      | $237886.62    | 0.00%             | 2039-07-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET 5.2 04/01/30                                                                  | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2556000 | PA      | $2613832.13   | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cobank ACB                                                                                             | COBKAC V7.125 PERP M                                                             | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |     878000 | PA      | $907123.26    | 0.01%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA7255                                                                        | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7247806 | PA      | $6243788.59   | 0.06%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BQ1407                                                                        | CUSIP: 3140KLR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87479 | PA      | $74501.64     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                                                     | BX 2025-ROIC C                                                                   | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4880078 | PA      | $4845141.82   | 0.04%             | 2030-03-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-2                                                                          | SEMT 2025-2 A19                                                                  | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1802639 | PA      | $1807550.72   | 0.02%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V5.572 04/22/36                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $4205968.12   | 0.04%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| Duke Energy Carolinas LLC                                                                              | DUK 2.55 04/15/31                                                                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1132000 | PA      | $1035903.91   | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                                    | General Mills, Inc. 0% CP 10/04/2026                                             | CUSIP: 3703E1DA3<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | STIV             | CORP              | US        |   25000000 | PA      | $24973025.00  | 0.22%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WIND RIVER 2021-2 CLO LTD                                                                              | WINDR 2021-2A BR                                                                 | CUSIP: 97315VAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8300000 | PA      | $8260292.80   | 0.07%             | 2034-07-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                        | CI 4.8 08/15/38                                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $4101494.12   | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HTL COMMERCIAL MORTGAGE TRUST 2024-T53                                                                 | HTL 2024-T53 A                                                                   | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6048703.20   | 0.05%             | 2039-05-12      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Unlock Hea Trust 2025-1                                                                                | UNLOK 2025-1 A                                                                   | CUSIP: 91528BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4735035 | PA      | $4752727.93   | 0.04%             | 2041-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                      | PNC V6.037 10/28/33                                                              | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3191000 | PA      | $3376565.04   | 0.03%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                                | DUK 2.4 12/15/31                                                                 | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3061000 | PA      | $2737170.38   | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                                                                      | MIZUHO BANK LTD (NEW YORK BRANCH)                                                | CUSIP: 60701AA45<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3952526.14   | 0.04%             | 2026-08-10      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BM1911                                                                        | CUSIP: 3140J6DR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     653554 | PA      | $629796.64    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                        | DANBNK V4.613 10/02/30 144A                                                      | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2467000 | PA      | $2460598.83   | 0.02%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V5.012 01/23/30                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $1114532.18   | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | META 5.5 11/15/45                                                                | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6147000 | PA      | $5820941.67   | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 347 C28                                                                      | CUSIP: 31325WG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4256202 | PA      | $862751.01    | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                              | TD 5.298 01/30/32                                                                | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3596000 | PA      | $3698185.70   | 0.03%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| COMMONWEALTH BANK OF AUSTRALIA                                                                         | COMMONWEALTH BANK OF AUSTRALIA                                                   | CUSIP: 20272FFJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4299855.95   | 0.04%             | 2026-08-19      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AL8400                                                                        | CUSIP: 3138ETKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     365272 | PA      | $334867.17    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE 2023-8                                                                              | JPMMT 2023-8 B3                                                                  | CUSIP: 46657CAR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2209790 | PA      | $2182689.72   | 0.02%             | 2054-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                      | LPLA 5.2 03/15/30                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3834766.25   | 0.03%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                                                               | WYNFIN 6.25 03/15/33 144A                                                        | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4259641.92   | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Constellation Software Inc.                                                                            | CSUCN 5.158 02/16/29 144A                                                        | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    3085000 | PA      | $3099495.52   | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| American Honda Finance Corporation                                                                     | HNDA 5.65 11/15/28                                                               | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1985580.28   | 0.02%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                                | VW 4.85 09/11/30 144A                                                            | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    3043000 | PA      | $3016399.28   | 0.03%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Sirius Xm Radio LLC                                                                                    | SIRI 5.875 04/15/32 144A                                                         | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2391436.76   | 0.02%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                                           | MAR 2.85 04/15/31 HH                                                             | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2303720.46   | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-88 IO                                                                   | CUSIP: 3136AQZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   16277754 | PA      | $3584187.19   | 0.03%             | 2045-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-A                                                                | SMB 2023-A A1A                                                                   | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1659646 | PA      | $1678357.15   | 0.02%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5200 IC                                                                      | CUSIP: 3137H6FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   54182865 | PA      | $11059776.65  | 0.10%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V5.734 01/28/56                                                               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3392000 | PA      | $3314007.44   | 0.03%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 655311                                                                        | CUSIP: 31390TAL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2567 | PA      | $2654.91      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                                                | NACN 5.6 12/18/28                                                                | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4247000 | PA      | $4375943.42   | 0.04%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                         | DGX 4.625 12/15/29                                                               | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    4723000 | PA      | $4757791.98   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Virginia Electric and Power Company                                                                    | D 4.95 03/15/36                                                                  | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5719000 | PA      | $5577303.20   | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                             | VMED 6.75 01/15/33 144A                                                          | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    3700000 | PA      | $3310724.11   | 0.03%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-110 CA                                                                  | CUSIP: 3136A9HT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     293780 | PA      | $270022.92    | 0.00%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | META 5.55 08/15/64                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4144000 | PA      | $3727863.83   | 0.03%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2019-IV / LLC                                                                          | BABSN 2019-4A CR                                                                 | CUSIP: 06761VAU1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |    6250000 | PA      | $6256993.75   | 0.06%             | 2037-07-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                                                   | ROSW 5.489 11/13/30 144A                                                         | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    6213000 | PA      | $6500884.88   | 0.06%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group, L.P.                                                                                | KRG 4 10/01/26                                                                   | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $1046238.99   | 0.01%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-127 UY                                                                  | CUSIP: 3136A2VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      44681 | PA      | $42234.76     | 0.00%             | 2041-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | META 5.625 11/15/55 .                                                            | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3693000 | PA      | $3464255.28   | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 CE2019                                                                        | CUSIP: 3617VQG42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2226677 | PA      | $1946508.44   | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                                  | WEC 5.15 10/01/27                                                                | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1167763.54   | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                          | ENBCN V5.75 07/15/80 20-A                                                        | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4698000 | PA      | $4691921.73   | 0.04%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4804                                                                        | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4463126 | PA      | $4221231.69   | 0.04%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd. / Octagon Investment Partners 29 LLC                               | OCT29 2016-1A A1R2                                                               | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |   13850000 | PA      | $13865276.55  | 0.12%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Xvi Limited                                                                            | SNDPT 2017-2A CR                                                                 | CUSIP: 83610KAN3<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $18021222.00  | 0.16%             | 2030-07-22      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                        | CRM 4.9 09/15/31                                                                 | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    5107000 | PA      | $5100974.86   | 0.05%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 5.5 09/27/64                                                                | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2161000 | PA      | $1656500.29   | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-59 PC                                                                   | CUSIP: 31398RNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3210258 | PA      | $3247722.99   | 0.03%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST                                                               | CSAIL 2020-C19 B                                                                 | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3746000 | PA      | $3082736.99   | 0.03%             | 2053-03-17      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Ballyrock Clo 2020-1 Ltd.                                                                              | BALLY 2021-18A A2R                                                               | CUSIP: 05875YAL0<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   14200000 | PA      | $14183996.60  | 0.13%             | 2038-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA6711                                                                        | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18507267 | PA      | $15904916.68  | 0.14%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST 2022                                                                    | BXSC 2022-WSS E                                                                  | CUSIP: 05610BAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2901642 | PA      | $2901815.23   | 0.03%             | 2035-03-15      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2018-82 SA                                                                   | CUSIP: 3136B3PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   20442395 | PA      | $1663438.56   | 0.01%             | 2048-11-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-1                                                                        | JPMMT 2024-1 A9                                                                  | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3360441 | PA      | $3383963.91   | 0.03%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AK4460                                                                        | CUSIP: 3138E85W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276703 | PA      | $265915.71    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2006-AR2 TRUST                                                  | WFMBS 2006-AR4 2A4                                                               | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76651 | PA      | $76416.94     | 0.00%             | 2036-04-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3923 GY                                                                      | CUSIP: 3137AFLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2098997 | PA      | $2052891.94   | 0.02%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CB2840                                                                        | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22710171 | PA      | $18649133.29  | 0.17%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                                    | ETR 2.8 06/15/30                                                                 | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1124000 | PA      | $1045632.56   | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2005-7 AH                                                                    | CUSIP: 38374KA37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     128635 | PA      | $8927.83      | 0.00%             | 2035-02-16      | Floating      | 2.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS5082                                                                        | CUSIP: 3138WEUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     723219 | PA      | $696032.53    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                                       | HES 4.3 04/01/27                                                                 | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    4618000 | PA      | $4621623.38   | 0.04%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BSPRT 2023-FL10 ISSUER LLC                                                                             | BSPRT 2023-FL10 A                                                                | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3021802 | PA      | $3025648.94   | 0.03%             | 2035-09-17      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2008-40 PS                                                                   | CUSIP: 38375QLL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     106295 | PA      | $5907.75      | 0.00%             | 2038-05-16      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-53 CI                                                                   | CUSIP: 3136BBJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    7182783 | PA      | $1680443.65   | 0.02%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                                    | XEL 5.3 05/15/35                                                                 | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    9531000 | PA      | $9564184.46   | 0.09%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                      | ES 1.4 08/15/26 U                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2241000 | PA      | $2216287.26   | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| LOANCORE 2025-CRE8 ISSUER LLC                                                                          | LNCR 2025-CRE8 A                                                                 | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5000334.00   | 0.04%             | 2042-08-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 2.355 03/15/32                                                                | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2307000 | PA      | $2014507.44   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                           | MEXPCP 5.5 08/17/30 144A                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |    8150000 | PA      | $8178525.00   | 0.07%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-120 DE                                                                  | CUSIP: 38380YXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     890527 | PA      | $828446.91    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-1 S                                                                     | CUSIP: 31398GM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1999984 | PA      | $174609.71    | 0.00%             | 2040-02-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| LSEG US Finance Corp                                                                                   | LSELN 5.297 03/28/34 144A                                                        | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    2901000 | PA      | $2922185.31   | 0.03%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                      | HSBC V2.804 05/24/32                                                             | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2677000 | PA      | $2408372.55   | 0.02%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank 2018-Bnk14                                                                                        | BANK 2018-BN14 XA                                                                | CUSIP: 06035RBH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  172837068 | PA      | $1807193.02   | 0.02%             | 2060-09-17      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 5 01/15/36                                                                    | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4153781.34   | 0.04%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ford Motor Credit Company LLC                                                                          | F 4.125 08/17/27                                                                 | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5242000 | PA      | $5175702.70   | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile S A                                                                 | SQM V5.625 04/22/56 144A                                                         | CUSIP: 833636AQ6<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    3525000 | PA      | $3446568.75   | 0.03%             | 2056-04-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-9 D                                                                     | CUSIP: 3136AQ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     266449 | PA      | $243884.43    | 0.00%             | 2046-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q32808                                                                        | CUSIP: 3132QPDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1821283 | PA      | $1663138.32   | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                              | NEE 4.625 05/15/30                                                               | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1714000 | PA      | $1731879.90   | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                                              | FLEX 5.25 01/15/32                                                               | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    4723000 | PA      | $4753345.28   | 0.04%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-9                                                                          | SEMT 2024-9 A20                                                                  | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2401446 | PA      | $2384899.78   | 0.02%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P                                                                          | REXR 2.15 09/01/31                                                               | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    8108000 | PA      | $7035059.68   | 0.06%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                                    | DAL 4.75 10/20/28 144A                                                           | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     559337 | PA      | $558729.75    | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                                         | FBINUS 3.25 09/15/29                                                             | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2302520.01   | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                         | DGX 2.95 06/30/30                                                                | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     900000 | PA      | $843742.83    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                                        | CUSIP: 01F052649<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35849000 | PA      | $36019718.67  | 0.32%             | 2056-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2024-184 SN                                                                  | CUSIP: 38384XW66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  101829075 | PA      | $5532551.83   | 0.05%             | 2054-11-20      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2005-AR13 A1C3                                                              | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     552288 | PA      | $535305.45    | 0.00%             | 2045-10-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Rehlko (formerly Kohler Energy)                                                                        | Rehlko (formerly Kohler Energy) Term Loan B 300 2031-05-01                       | CUSIP: 25472PAD2<br>LEI: 254900T31FAYMRQSAA12 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2300000.00   | 0.02%             | 2031-05-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2024-AIR2 A                                                                   | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3357130 | PA      | $3364232.17   | 0.03%             | 2041-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-47 GS                                                                   | CUSIP: 31397UDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3422067 | PA      | $198555.34    | 0.00%             | 2041-06-25      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                       | PM 4.75 11/01/31                                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3110247.15   | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                                                  | AMH 4.25 02/15/28                                                                | CUSIP: 02666TAA5<br>LEI: 549300ZJUO7A58PNUW40 | Long             | DBT              | CORP              | US        |    1402000 | PA      | $1395005.35   | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2019-VI LTD                                                                               | CIFC 2019-6A A2R                                                                 | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $2988054.00   | 0.03%             | 2037-07-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                                            | CRGYFN 7.625 04/01/32 144A                                                       | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2040911.79   | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Comm 2004-Lnb3 Commercial Mortgage Pass-Through Certificates                                           | ILPT 2025-LPF2 C                                                                 | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2506380.50   | 0.02%             | 2042-07-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4682 HZ                                                                      | CUSIP: 3137BXYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    4723751 | PA      | $4379173.20   | 0.04%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-13840.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                                    | BMW 5.05 03/21/30 144A                                                           | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    2123000 | PA      | $2147284.25   | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                               | GNR 2014-56 SP                                                                   | CUSIP: 38379BCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1521115 | PA      | $97267.32     | 0.00%             | 2039-12-16      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-5                                                                          | SEMT 2021-5 B3                                                                   | CUSIP: 81748XCF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     894635 | PA      | $750247.21    | 0.01%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                        | CRM 6.55 03/15/56                                                                | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    6940000 | PA      | $6968743.61   | 0.06%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2023-111 ZL                                                                  | CUSIP: 38384CJJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   13656323 | PA      | $13733975.33  | 0.12%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                                                          | FSRIA 2024-FL9 A                                                                 | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9017094.60   | 0.08%             | 2039-10-19      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                                     | American Honda Finance Corporation 0% CP 24/06/2026                              | CUSIP: 02665KFQ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |   18540000 | PA      | $18359574.28  | 0.16%             | 2026-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.687 04/22/32                                                              | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2737000 | PA      | $2481211.15   | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                                  | UBER 4.3 01/15/30                                                                | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2951000 | PA      | $2927627.78   | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                     | SANTAN V5.538 03/14/30                                                           | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3000000 | PA      | $3072518.01   | 0.03%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2024-SPBX                                                                                     | DK 2024-SPBX D                                                                   | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2755571.50   | 0.02%             | 2034-03-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)                                        | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)                  | CUSIP: 22532XG93<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4950346.97   | 0.04%             | 2026-04-14      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                                  | DUK 2.125 06/01/30                                                               | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1322917.62   | 0.01%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp.                                                                                  | TRGP 5.5 02/15/35                                                                | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     872000 | PA      | $880102.77    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET 5.35 01/15/36                                                                 | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4621000 | PA      | $4590635.78   | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN 253951                                                                        | CUSIP: 31371KBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        869 | PA      | $894.08       | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                      | OMC 5 06/02/33                                                                   | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    6042000 | PA      | $5903492.41   | 0.05%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                                     | BX 2025-LUNR A                                                                   | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1945650 | PA      | $1950163.07   | 0.02%             | 2040-06-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BV3096                                                                        | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4315568 | PA      | $3853952.44   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3820 NC                                                                      | CUSIP: 3137A8AM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1525588 | PA      | $1514358.07   | 0.01%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5513 Z                                                                       | CUSIP: 3137HKFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    5059212 | PA      | $4946479.17   | 0.04%             | 2054-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-116 ZA                                                                  | CUSIP: 3136A1M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2095466 | PA      | $1993147.85   | 0.02%             | 2041-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BV3098                                                                        | CUSIP: 3140MGNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3376221 | PA      | $3006818.52   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                                         | FSRIA 2026-FL11 B                                                                | CUSIP: 30343TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2503259.00   | 0.02%             | 2044-01-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                                   | RKT 6.5 08/01/29 144A                                                            | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3948771.14   | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                                     | NRUC 4.15 12/15/32                                                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     608000 | PA      | $589889.36    | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                                  | GSMS 2019-GC39 B                                                                 | CUSIP: 36260JAJ6<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |    3261000 | PA      | $2956857.94   | 0.03%             | 2052-05-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V5.073 01/30/37                                                               | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   23822000 | PA      | $23347789.26  | 0.21%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                                   | AREIT 2025-CRE10 A                                                               | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $5999803.20   | 0.05%             | 2029-12-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                       | Duke Energy Corp 0% CP 02/04/2026                                                | CUSIP: 26244JD22<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   12500000 | PA      | $12497315.00  | 0.11%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                      | ES V6.35 08/15/56 B                                                              | CUSIP: 30040WBD9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2670072.69   | 0.02%             | 2056-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 347 C24                                                                      | CUSIP: 31325WG55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3800299 | PA      | $672298.55    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BW6296                                                                        | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5682417 | PA      | $5531046.10   | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC (NEW YORK BRANCH)                                                                    | BARCLAYS BANK PLC (NEW YORK BRANCH)                                              | CUSIP: 06745GJA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3105038.59   | 0.03%             | 2026-09-28      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q45099                                                                        | CUSIP: 3132WJUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4129166 | PA      | $3880741.17   | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 889139                                                                        | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42657 | PA      | $43717.74     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2020-3                                                                          | SEMT 2020-3 B2                                                                   | CUSIP: 81748ACD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2598932 | PA      | $2280935.65   | 0.02%             | 2050-04-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                       | PCG 4.3 03/15/45                                                                 | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1001056.36   | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                           | NSC 5.55 03/15/34                                                                | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     994000 | PA      | $1030782.85   | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                              | O 3.95 08/15/27                                                                  | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     647000 | PA      | $644003.82    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3199 S                                                                       | CUSIP: 31397A4R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2159153 | PA      | $184092.31    | 0.00%             | 2036-08-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 4801                                                                          | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5902975 | PA      | $5853104.22   | 0.05%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | Ultra U.S. Treasury Bond Futures, Jun-2026,ETH                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       4196 | NC      | $-11313690.12 | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                                | NXPI 4.3 06/18/29                                                                | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |    2114000 | PA      | $2096014.09   | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-431616.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-80 MY                                                                   | CUSIP: 3136A7UD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     500000 | PA      | $447817.25    | 0.00%             | 2042-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCR 2024-HTL MORTGAGE TRUST                                                                            | MCR 2024-HTL D                                                                   | CUSIP: 55286PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3222769 | PA      | $3218832.10   | 0.03%             | 2037-02-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                          | GOOGL 4.7 11/15/35                                                               | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4857000 | PA      | $4800520.08   | 0.04%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                        | TDG 6.75 01/31/34 144a                                                           | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2438321.28   | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Natwest Markets PLC                                                                                    | NWG 5.41 05/17/29 144A                                                           | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    5488000 | PA      | $5635376.62   | 0.05%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-D TRUST                                                            | SOFI 2018-D BFX                                                                  | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5804170.20   | 0.05%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AL7377                                                                        | CUSIP: 3138EQFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1122132 | PA      | $1055773.37   | 0.01%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                                   | ELV 4.6 09/15/32                                                                 | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3038000 | PA      | $2992954.36   | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5117 IO                                                                      | CUSIP: 3137H0UH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   52378945 | PA      | $7236355.48   | 0.06%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V4.457 04/22/39                                                               | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1458000 | PA      | $1337511.80   | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                      | INTC 5.6 02/21/54                                                                | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     245000 | PA      | $224935.76    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Apidos Clo XXXII                                                                                       | APID 2019-32A A1R                                                                | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    1464794 | PA      | $1467118.60   | 0.01%             | 2033-01-21      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                            | VTRS 4 06/22/50                                                                  | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1719000 | PA      | $1127596.75   | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge U S Inc                                                                                       | Enbridge U S Inc 0% CP 10/04/2026                                                | CUSIP: 29251VDA1<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   45000000 | PA      | $44950194.00  | 0.40%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V4.133 10/18/29 I                                                             | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     656000 | PA      | $648523.24    | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CB3068                                                                        | CUSIP: 3140QNMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9792232 | PA      | $8292783.96   | 0.07%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-2-GS                                                                      | MSAIC 2018-2GS A                                                                 | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2606450 | PA      | $2438469.24   | 0.02%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LSEG US Finance Corp                                                                                   | LSELN 4.875 03/28/27 144A                                                        | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    3028000 | PA      | $3042672.08   | 0.03%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V3.593 07/21/28 GMTN                                                         | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3684000 | PA      | $3645332.07   | 0.03%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                       | BPLN 4.893 09/11/33                                                              | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1053858.02   | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MORTGAGE SECURITIES 2007-2 INC                                                         | BOAMS 2007-2 A8                                                                  | CUSIP: 05952FAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500923 | PA      | $49633.81     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q15612                                                                        | CUSIP: 3132J6VE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     559397 | PA      | $513184.32    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                                                 | SEE 7.25 02/15/31 144A                                                           | CUSIP: 812127AB4<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2964132.13   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Broadcom Inc                                                                                           | AVGO 4.8 10/15/34                                                                | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3037000 | PA      | $2992365.97   | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 4853                                                                          | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      83685 | PA      | $81002.10     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BM1182                                                                        | CUSIP: 3140J5J42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2196087 | PA      | $2134613.03   | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS2040                                                                        | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21105832 | PA      | $17154347.38  | 0.15%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                           | The Sherwin-Williams Company 0% CP 04/05/2026                                    | CUSIP: 82434UE45<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19927366.00  | 0.18%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-PT-A                                                             | SMB 2020-PTA A2A                                                                 | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13799855 | PA      | $13053122.37  | 0.12%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                           | PEG 5.4 03/15/35                                                                 | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1187000 | PA      | $1201963.92   | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                                                 | GSMS 2019-GC42 B                                                                 | CUSIP: 36257UAR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1015000 | PA      | $903767.37    | 0.01%             | 2052-09-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM4                                                                 | IMPRL 2021-NQM4 M1                                                               | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1586449.80   | 0.01%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                                  | AON 5.125 03/01/27                                                               | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1211463.33   | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-8                                                                          | SEMT 2025-8 B3                                                                   | CUSIP: 81749WCK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1983356 | PA      | $1988453.45   | 0.02%             | 2055-09-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                                                 | ACN 4.25 10/04/31                                                                | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    8911000 | PA      | $8809618.22   | 0.08%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 CE2003                                                                        | CUSIP: 3617VQGL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3912886 | PA      | $3441060.64   | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                                              | SANOFI SA                                                                        | CUSIP: 8010M3FB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4962420.00   | 0.04%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                                                     | VRT 5.65 03/15/46                                                                | CUSIP: 92537NAB4<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |    4229000 | PA      | $4036482.13   | 0.04%             | 2046-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FSPC T-48 1A                                                                     | CUSIP: 31392UZ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     622637 | PA      | $599734.40    | 0.01%             | 2033-07-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| HSI ASSET LOAN OBLIGATION TRUST 2007-WF1                                                               | HALO 2007-WF1 A6                                                                 | CUSIP: 40431KAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     105605 | PA      | $73521.11     | 0.00%             | 2036-12-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                                                               | RABOBK F 08/28/26                                                                | CUSIP: 21688ABG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2102072.55   | 0.02%             | 2026-08-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS AUD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $241522.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 784793                                                                        | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4742406 | PA      | $4398199.78   | 0.04%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                       | FN BP5001                                                                        | CUSIP: 3140KCRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149669 | PA      | $127358.57    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                         | INTNED V5.42 03/23/37                                                            | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10149000 | PA      | $10123427.36  | 0.09%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2007-52 NS                                                                   | CUSIP: 31396WAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     683852 | PA      | $61525.17     | 0.00%             | 2037-06-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOANS 2017-1 LLC                                                                          | MSAIC 2018-1A A                                                                  | CUSIP: 61946FAA3<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |    1546277 | PA      | $1458886.63   | 0.01%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                                                | BASF SE 0% CP 29/06/2026                                                         | CUSIP: 05526MFV2<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |   29000000 | PA      | $28702750.00  | 0.26%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS 3.125 07/27/26 MTN                                                            | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     764000 | PA      | $761417.45    | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-30 ZA                                                                   | CUSIP: 31397SMB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1656113 | PA      | $1682083.41   | 0.02%             | 2041-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                                               | WAB 4.7 09/15/28                                                                 | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $2466615.42   | 0.02%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                                  | TRGP 5.4 07/30/36                                                                | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4244000 | PA      | $4214759.22   | 0.04%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-26 JS                                                                   | CUSIP: 3136ADVU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     454590 | PA      | $14585.03     | 0.00%             | 2032-10-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                                            | NAVSL 2020-DA A                                                                  | CUSIP: 63941HAA0<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |    1178386 | PA      | $1126052.35   | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Amentum (AECOM management business)                                                                    | Amentum (AECOM management business) Term Loan B 225 2031-07-22                   | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    2093417 | PA      | $2095051.89   | 0.02%             | 2031-09-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOMEBANC MORTGAGE TRUST 2005-1                                                                         | HMBT 2004-1 2A                                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23433 | PA      | $23094.67     | 0.00%             | 2029-08-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE 5.85 03/01/56                                                                | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5039000 | PA      | $4921644.71   | 0.04%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                                                | STACR 2021-HQA3 M2                                                               | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |   11160000 | PA      | $11200915.91  | 0.10%             | 2041-09-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                                                                                  | BOFA SECURITIES INC                                                              | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | Long             | RA               | CORP              | US        |   19015452 | PA      | $19015452.00  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS4782                                                                        | CUSIP: 3138WEJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3972868 | PA      | $3627991.43   | 0.03%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ExamWorks                                                                                              | ExamWorks Term Loan B 250 2033-01-24                                             | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2300000 | PA      | $2298741.90   | 0.02%             | 2033-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-28390.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-116 KB                                                                  | CUSIP: 38378VH40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     328394 | PA      | $325327.96    | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                                          | SGI 3.875 10/15/31 144A                                                          | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1651665.61   | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 3.9 06/01/52                                                                | CUSIP: 161175CA0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    4554000 | PA      | $2901877.70   | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                               | HONA 5.732 03/16/56 144A                                                         | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7487870.72   | 0.07%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2845 QH                                                                      | CUSIP: 31395EDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     199082 | PA      | $201352.19    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                                             | CNHI 5.5 01/12/29                                                                | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    4120000 | PA      | $4224459.43   | 0.04%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2018-26 KA                                                                   | CUSIP: 3136B1TV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2447352 | PA      | $2220709.58   | 0.02%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AREIT 2023-CRE8 LTD                                                                                    | AREIT 2023-CRE8 A                                                                | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3559122 | PA      | $3563589.12   | 0.03%             | 2041-08-19      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                                               | SWCH 2025-DATA C                                                                 | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5500000 | PA      | $5425707.65   | 0.05%             | 2042-02-18      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-11 SA                                                                   | CUSIP: 38376TZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1924208 | PA      | $168488.20    | 0.00%             | 2040-01-16      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2025-3                                                                           | RFT 2025-3 A                                                                     | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3560314 | PA      | $3594140.31   | 0.03%             | 2056-12-28      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS V ISSUER LLC                                                                            | SNVA 2021-A A                                                                    | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2695469 | PA      | $2005044.58   | 0.02%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2020-A                                                                              | AQFIT 2020-AA A                                                                  | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     478662 | PA      | $452204.08    | 0.00%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Symphony Clo 47 Ltd.                                                                                   | SYMP 2025-47A B                                                                  | CUSIP: 87170XAE8<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | KY        |   11990000 | PA      | $11869104.83  | 0.11%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Arcosa Inc                                                                                             | ACA 6.875 08/15/32 144A                                                          | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2635311.41   | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CCUBS COMMERCIAL MORTGAGE TRUST 2017-C1                                                                | CCUBS 2017-C1 XA                                                                 | CUSIP: 12508GAV8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   58216017 | PA      | $616199.07    | 0.01%             | 2050-11-17      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                                        | UHS 4.625 10/15/29                                                               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $1686564.53   | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                              | TRGP 4.875 02/01/31                                                              | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2996440.32   | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KIND COMMERCIAL MORTGAGE TRUST 2024-1                                                                  | KIND 2024-1 A                                                                    | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5004157.00   | 0.04%             | 2041-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                                             | EVRG 5.25 03/15/35                                                               | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1818000 | PA      | $1833351.26   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 347 C5                                                                       | CUSIP: 31325WGJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7506806 | PA      | $1124162.61   | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA5497                                                                        | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19474654 | PA      | $19586519.61  | 0.18%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                                      | HSY 4.95 02/24/32                                                                | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    6612000 | PA      | $6773413.60   | 0.06%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association (Utah)                                                       | MS V5.504 05/26/28 BKNT                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     545000 | PA      | $551295.79    | 0.00%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                                   | RKT 6.375 08/01/33 144A                                                          | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2924662.66   | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4980 KI                                                                      | CUSIP: 3137FTLA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   44030169 | PA      | $9976280.81   | 0.09%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.875 03/31/31                                                                 | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13105000 | PA      | $13063534.99  | 0.12%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Depository Trust & Clearing Corporation                                                            | DEPTCC V3.375 PERP D                                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    2157000 | PA      | $2145403.75   | 0.02%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                           | CARGIL 2.125 04/23/30 144A                                                       | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1741547.94   | 0.02%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2019-41 S                                                                    | CUSIP: 3136B5E68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   35845102 | PA      | $3534841.39   | 0.03%             | 2059-08-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 3.5 09/01/30                                                                 | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4749744.95   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                              | TOYOTA 4.55 08/09/29                                                             | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2828000 | PA      | $2845683.20   | 0.03%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Sotera Health Holdings LLC                                                                             | STENOR 7.375 06/01/31 144A                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2663124.23   | 0.02%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 347 C14                                                                      | CUSIP: 31325WGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6365901 | PA      | $1093356.59   | 0.01%             | 2044-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $781844.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BX TRUST 2021-LBA                                                                                      | BX 2021-LBA EV                                                                   | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1423458 | PA      | $1422379.89   | 0.01%             | 2036-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Company                                                                       | CP 2.875 11/15/29                                                                | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1551000 | PA      | $1473509.12   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                            | OVV 5.65 05/15/28                                                                | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1041000 | PA      | $1069193.36   | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1                                                          | CAS 2020-SBT1 1M2                                                                | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     800000 | PA      | $818350.00    | 0.01%             | 2040-02-27      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C5                                                            | CGCMT 2018-C5 XA                                                                 | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   67822662 | PA      | $799225.64    | 0.01%             | 2051-06-12      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                                                                | HYT 2024-RGCY A                                                                  | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2403450.24   | 0.02%             | 2041-09-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                                                                   | SHEARE 7.875 03/01/31 144A                                                       | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1981746.89   | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -268424000 | NC      | $-517371.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Owens Brockway Glass Container Inc.                                                                    | OI 7.25 05/15/31 144A                                                            | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2344396.07   | 0.02%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2012-133 NS                                                                  | CUSIP: 3136AAZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    9146039 | PA      | $934894.84    | 0.01%             | 2042-12-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5082 IQ                                                                      | CUSIP: 3137FFX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   67392475 | PA      | $11371412.07  | 0.10%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Incorporated                                                                     | HBAN V5.605 01/28/41                                                             | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   16453000 | PA      | $16064289.32  | 0.14%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                                                  | DTV 8.875 02/01/30 144a                                                          | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4325779.55   | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA3763                                                                        | CUSIP: 3140QBFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8167219 | PA      | $7979634.85   | 0.07%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                           | Equifax Inc. 0% CP 20/04/2026                                                    | CUSIP: 29442LDL9<br>LEI: 5493004MCF8JDC86VS77 | Long             | STIV             | CORP              | US        |   13543000 | PA      | $13512662.33  | 0.12%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                                     | ATH 6.625 05/19/55                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    7343000 | PA      | $7081609.39   | 0.06%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                    | CGCMT 2023-SMRT D                                                                | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $995837.20    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212500 | NC      | $-148547.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 1.95 01/15/31                                                              | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1698000 | PA      | $1506863.71   | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-24 HS                                                                   | CUSIP: 3136A4DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      78468 | PA      | $537.56       | 0.00%             | 2040-09-25      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                           | Cargill Inc. 0% CP 01/04/2026                                                    | CUSIP: 14178MD13<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | STIV             | CORP              | US        |   65000000 | PA      | $64993389.50  | 0.58%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                                         | AZO 6.25 11/01/28                                                                | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1341984.80   | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V5.744 02/12/36                                                              | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3463000 | PA      | $3524060.34   | 0.03%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| Toyota Motor Credit Corp.                                                                              | TOYOTA 5.55 11/20/30                                                             | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2087000 | PA      | $2173961.74   | 0.02%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bx Trust 2025-OMG                                                                                      | BX 2025-OMG A                                                                    | CUSIP: 05619HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6992422.50   | 0.06%             | 2042-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                               | H 5.25 06/30/29                                                                  | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1421000 | PA      | $1443592.12   | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2019-2 HT                                                                   | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1377952 | PA      | $1208515.34   | 0.01%             | 2058-08-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                                    | BAHA 2024-MAR A                                                                  | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1379319.30   | 0.01%             | 2041-12-12      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G61574                                                                        | CUSIP: 31335BXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2668915 | PA      | $2413003.97   | 0.02%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                            | FISV 5.15 03/15/27                                                               | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2923000 | PA      | $2937848.66   | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                               | Toyota Motor Credit Corp                                                         | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1200051.42   | 0.01%             | 2026-05-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4386 LS                                                                      | CUSIP: 3137BE6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1918236 | PA      | $180076.33    | 0.00%             | 2044-09-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                      | ES 2.55 03/15/31                                                                 | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2179097.84   | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TIAA BANK MORTGAGE LOAN TRUST 2018-2                                                                   | TBMLT 2018-2 B2                                                                  | CUSIP: 886312CC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1897610 | PA      | $1734988.97   | 0.02%             | 2048-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM7520                                                                        | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9806885 | PA      | $8088492.44   | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                         | MEX 7.375 05/13/55                                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1940000 | PA      | $2041442.60   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FP0067                                                                        | CUSIP: 3140XTCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   94675767 | PA      | $81286799.27  | 0.73%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                                                    | CMPCCI 6.125 02/26/34 144A                                                       | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1491990.00   | 0.01%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Acrec 2026-FL4 LLC                                                                                     | ACREC 2026-FL4 A                                                                 | CUSIP: 004970AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8400000 | PA      | $8415928.50   | 0.08%             | 2043-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                                   | SUMIBK 5.24 04/15/30                                                             | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3708000 | PA      | $3790119.63   | 0.03%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-LUNR                                                                                     | BX 2025-LUNR B                                                                   | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1945650 | PA      | $1947808.63   | 0.02%             | 2040-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Swch Commercial Mortgage Trust 2025-Data                                                               | SWCH 2025-DATA B                                                                 | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4939171.00   | 0.04%             | 2042-02-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                           | NSC 5.95 03/15/64                                                                | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     172000 | PA      | $170443.49    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V1.593 05/04/27                                                               | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3517000 | PA      | $3507289.00   | 0.03%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                            | RIOLN 5 03/14/32                                                                 | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3629000 | PA      | $3704668.68   | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO XVII LTD                                                                              | OCTR 2025-17A C                                                                  | CUSIP: 67516JAC8<br>LEI: 254900KM4PPG4IPSWJ70 | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4577027.60   | 0.04%             | 2038-03-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMEDIATE LLC                                                                       | AMEPIP 7.625 08/15/33 144A                                                       | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2014597.65   | 0.02%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2014-185 SB                                                                  | CUSIP: 38379HZL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1717444 | PA      | $111444.41    | 0.00%             | 2044-12-20      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                                 | GM 6.25 04/15/35                                                                 | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3014000 | PA      | $3135838.87   | 0.03%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5125 MI                                                                      | CUSIP: 3137H1EB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   40293213 | PA      | $9259507.16   | 0.08%             | 2048-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                                  | AON 5.75 03/01/54                                                                | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4030000 | PA      | $3886101.27   | 0.03%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE TRUST 2019-1                                                                           | RCKT 2019-1 A13                                                                  | CUSIP: 749357AN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     510699 | PA      | $463964.96    | 0.00%             | 2049-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2007-23 ST                                                                   | CUSIP: 38375JVH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     648651 | PA      | $52062.81     | 0.00%             | 2037-04-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                                                                    | VLO 5.15 03/10/36                                                                | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    9077000 | PA      | $8951289.99   | 0.08%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q32108                                                                        | CUSIP: 3132QNKW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     639857 | PA      | $585024.39    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2019-1 HT                                                                   | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2742295 | PA      | $2401957.34   | 0.02%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET 4.9 03/15/35                                                                  | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     264000 | PA      | $255497.49    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                                                               | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $113884.39    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-100 JB                                                                  | CUSIP: 38381XQ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     176532 | PA      | $129833.64    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                                  | LOW 4.5 10/15/32                                                                 | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6059000 | PA      | $5956865.25   | 0.05%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2014-28 BS                                                                   | CUSIP: 3136AJL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     526456 | PA      | $27336.17     | 0.00%             | 2043-08-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                                | FR SD7552                                                                        | CUSIP: 3132DVL94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   13134657 | PA      | $11286209.01  | 0.10%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-A                                                                | SMB 2017-A B                                                                     | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |     929454 | PA      | $923741.79    | 0.01%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 5.3 05/15/35                                                                | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3404000 | PA      | $3433607.96   | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PPL Electric Utilities Corporation                                                                     | PPL Electric Utilities Corporation 0% CP 07/04/2026                              | CUSIP: 6935A3D75<br>LEI: 549300GCZLSGYEYPIR35 | Long             | STIV             | CORP              | US        |   45000000 | PA      | $44965264.50  | 0.40%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-99 CZ                                                                   | CUSIP: 3136A1KE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    5181318 | PA      | $5131466.13   | 0.05%             | 2041-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -26314000 | NC      | $-65677.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                           | AVGO 2.45 02/15/31                                                               | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5501000 | PA      | $4997200.60   | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Old Line Funding LLC                                                                                   | Old Line Funding LLC 0% CP 28/09/2026                                            | CUSIP: 67983UJU8<br>LEI: 5493004QSN8OZAIU2J90 | Long             | ABS-APCP         | CORP              | US        |   25000000 | PA      | $24505980.00  | 0.22%             | 2026-09-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV12                                                                              | PMTLT 2025-INV12 A29                                                             | CUSIP: 73015KBE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2720363 | PA      | $2700406.03   | 0.02%             | 2056-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Recette Clo Ltd                                                                                        | RCTTE 2015-1A BR3                                                                | CUSIP: 75620TBK3<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   11850000 | PA      | $11826868.80  | 0.11%             | 2034-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   51527000 | NC      | $-43794.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2020-A-GS                                                                | CBSLT 2020-AGS A                                                                 | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2020957 | PA      | $1817297.05   | 0.02%             | 2050-08-25      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                           | EXC 5.15 03/15/28                                                                | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    4339000 | PA      | $4391822.29   | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-136 PZ                                                                  | CUSIP: 3136A2X65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    5114678 | PA      | $4917725.48   | 0.04%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                                               | SNAP 6.875 03/15/34 144A                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3003014.32   | 0.03%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN 653872                                                                        | CUSIP: 31390RMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        796 | PA      | $823.26       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR12 2A3                                                               | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     128437 | PA      | $118133.00    | 0.00%             | 2036-10-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V5.173 01/16/30                                                               | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1263729.91   | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $338018.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2020-3                                                                          | SEMT 2020-3 AIO1                                                                 | CUSIP: 81748ABA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  164861932 | PA      | $2929975.72   | 0.03%             | 2050-04-25      | Variable      | 0.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 BD0104                                                                        | CUSIP: 3617BFDH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     560436 | PA      | $518033.24    | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                                            | NTRCN 5.875 12/01/36                                                             | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     303000 | PA      | $312281.06    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                        | CVS 5.45 09/15/35                                                                | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4617000 | PA      | $4636614.91   | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MF1 2022-FL9 LLC                                                                                       | MF1 2022-FL9 A                                                                   | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1210061 | PA      | $1211249.19   | 0.01%             | 2037-06-22      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS6623                                                                        | CUSIP: 3138WGLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1995791 | PA      | $1920358.22   | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA4316                                                                        | CUSIP: 3140QBYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1473686 | PA      | $1380422.32   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                               | T 3.8 12/01/57                                                                   | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $698395.39    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2019-1                                                                      | JPMMT 2019-1 A3                                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     116388 | PA      | $108896.99    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                               | GNR 2020-188 PI                                                                  | CUSIP: 38382LZ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   16301275 | PA      | $3100061.47   | 0.03%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                           | EFX 3.1 05/15/30                                                                 | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2262169.15   | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                          | STWD 6.5 07/01/30 144A                                                           | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2401298.15   | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS2789                                                                        | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     929116 | PA      | $939451.96    | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                                | FR SD7549                                                                        | CUSIP: 3132DVL60<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    4069116 | PA      | $3351017.75   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                            | ABBV 4.65 03/15/28                                                               | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1823000 | PA      | $1840203.14   | 0.02%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4505 PB                                                                      | CUSIP: 3137BKWN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2913000 | PA      | $2644411.50   | 0.02%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                                    | ABT 5.6 03/15/66                                                                 | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2409000 | PA      | $2350002.87   | 0.02%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2005-75 ES                                                                   | CUSIP: 31394FBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3506007 | PA      | $237151.90    | 0.00%             | 2035-09-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                                            | TRACTC 5.875 03/01/31 144A                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1844648.30   | 0.02%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST                         | WMALT 2005-5 CB3                                                                 | CUSIP: 93934FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     421710 | PA      | $397629.22    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 6.1 09/26/65                                                                | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3227863.81   | 0.03%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-63 MW                                                                   | CUSIP: 3136A6TH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3214838 | PA      | $3204238.40   | 0.03%             | 2034-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2021-161 IC                                                                  | CUSIP: 38383AW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   16250643 | PA      | $3608255.47   | 0.03%             | 2051-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                           | MAR 5.35 03/15/35                                                                | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2083000 | PA      | $2097363.47   | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AL0998                                                                        | CUSIP: 3138EHDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128893 | PA      | $127391.91    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4096                                                                        | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1603484 | PA      | $1364140.82   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                      | WFC V4.96 01/23/37                                                               | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9474000 | PA      | $9232555.11   | 0.08%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: —       |
| Outfront Media Capital LLC / Outfront Media Capital Corp                                               | OUT 4.625 03/15/30 144A                                                          | CUSIP: 69007TAC8<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2104628.68   | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2020-34 IO                                                                   | CUSIP: 3136BAHH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   38223532 | PA      | $8738457.56   | 0.08%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                                     | TTWO 5.4 06/12/29                                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2204000 | PA      | $2252802.49   | 0.02%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                           | The Sherwin-Williams Company 0% CP 20/04/2026                                    | CUSIP: 82434UDL8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   26075000 | PA      | $26019462.86  | 0.23%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank, National Association                                                                 | WFC F 05/28/26 CD                                                                | CUSIP: 95001KTF1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | STIV             | CORP              | US        |    3200000 | PA      | $3201231.04   | 0.03%             | 2026-05-28      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                                                  | GUYS 2023-1A A2                                                                  | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |    5184375 | PA      | $5285958.16   | 0.05%             | 2054-01-25      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-3                                                                           | ARRW 2019-3 A3                                                                   | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     359325 | PA      | $345987.53    | 0.00%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Company LLC                                                                  | Concord Minutemen Capital Company LLC 0% CP 07/05/2026                           | CUSIP: 2063C1E71<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | ABS-APCP         | CORP              | US        |   21000000 | PA      | $20916321.30  | 0.19%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2021-77 AI                                                                   | CUSIP: 3136BJSJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   65527018 | PA      | $13941007.42  | 0.12%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                              | CWALT 2006-19CB A28                                                              | CUSIP: 02147QBD3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |     642968 | PA      | $274953.23    | 0.00%             | 2036-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3934 KB                                                                      | CUSIP: 3137AG7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     446897 | PA      | $457302.36    | 0.00%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                                              | TransDigm Term Loan N 250 2033-02-07                                             | CUSIP: 89364MCG7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    2150000 | PA      | $2153022.90   | 0.02%             | 2033-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2008-16 Z                                                                    | CUSIP: 31396YSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     140495 | PA      | $144986.66    | 0.00%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNW TRUST 2026-ARTE                                                                                    | PNW 2026-ARTE B                                                                  | CUSIP: 73020TAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2997985.20   | 0.03%             | 2041-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2017-6                                                                        | JPMMT 2017-6 B3                                                                  | CUSIP: 46649HBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1135861 | PA      | $1040085.14   | 0.01%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| BROAD RIVER BSL FUNDING CLO LTD                                                                        | BDRVR 2020-1A AR                                                                 | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    7570000 | PA      | $7567017.42   | 0.07%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2016-ASHF                                                   | BAMLL 2025-ASHF B                                                                | CUSIP: 05494CAC9<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7490197.50   | 0.07%             | 2042-02-18      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 9 LTD                                                                               | OAKC 2021-9A CR                                                                  | CUSIP: 67690AAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6700000 | PA      | $6708830.60   | 0.06%             | 2037-10-19      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd. / GS REFT 2026-FL1 Co-issuer LLC                                          | GSREFT 2026-FL1 AS                                                               | CUSIP: 36274DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5200000 | PA      | $5209095.32   | 0.05%             | 2043-10-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2017-5                                                                          | SEMT 2017-5 B3                                                                   | CUSIP: 81746DCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     513154 | PA      | $467232.42    | 0.00%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners Llc                                                                   | HOWARD 7.375 07/15/32 144A                                                       | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3248304.61   | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES K-123                                          | FHMS K123 X1                                                                     | CUSIP: 3137F8ZX4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   40226506 | PA      | $1172333.13   | 0.01%             | 2030-12-25      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FSPC T-31 A7                                                                     | CUSIP: 3133TR7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3211719 | PA      | $3210616.83   | 0.03%             | 2031-05-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Nord Anglia Education Limited                                                                          | Nord Anglia Education Limited Term Loan B 225 2032-01-01                         | CUSIP: 000000000<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | US        |    2119688 | PA      | $2098490.63   | 0.02%             | 2032-01-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                                               | AJAXM 2019-F A3                                                                  | CUSIP: 00969PAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1564000 | PA      | $1493650.65   | 0.01%             | 2059-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4585 AS                                                                      | CUSIP: 3137BPFF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   41152311 | PA      | $3423162.37   | 0.03%             | 2046-05-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA6890                                                                        | CUSIP: 3140QEUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     613505 | PA      | $522634.63    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | META 4.875 11/15/35                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4704000 | PA      | $4616691.17   | 0.04%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                             | LHX 5.05 06/01/29                                                                | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2203000 | PA      | $2241916.99   | 0.02%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                                           | ORCL 5.95 09/26/55                                                               | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11915000 | PA      | $10031147.95  | 0.09%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2014-61 PY                                                                   | CUSIP: 3136ALFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     970000 | PA      | $877692.96    | 0.01%             | 2044-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 6.05 03/13/76                                                               | CUSIP: 023135DK9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4406000 | PA      | $4383599.98   | 0.04%             | 2076-03-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                                                                      | FE 3.9 07/15/27 B                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3349000 | PA      | $3322553.45   | 0.03%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 4.9 09/01/29                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4723000 | PA      | $4750670.83   | 0.04%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                                 | CMS V3.75 12/01/50                                                               | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1392000 | PA      | $1270712.40   | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2023-PJ6                                                           | GSMBS 2023-PJ6 B2                                                                | CUSIP: 36268FBS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2017135 | PA      | $2079512.45   | 0.02%             | 2054-04-25      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-170 ZD                                                                  | CUSIP: 38378U7S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    6480185 | PA      | $5731891.74   | 0.05%             | 2043-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SABAL ISSUER 2026-1 LLC                                                                                | PALMET 2026-1A A1                                                                | CUSIP: 78518CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4850000 | PA      | $4868595.39   | 0.04%             | 2061-05-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Midas Opco Holdings LLC                                                                                | STGW 5.625 08/15/29 144A                                                         | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1877227.58   | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Sabra Health Care Ltd Partnership / Sabra Capital Corp                                                 | SBRA 3.2 12/01/31                                                                | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1421920.31   | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                         | CWALT 2004-J7 M1                                                                 | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     771610 | PA      | $768778.48    | 0.01%             | 2034-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G67712                                                                        | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2990467 | PA      | $2882545.19   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                              | CWALT 2007-3T1 1A11                                                              | CUSIP: 02149VAL3<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |     817762 | PA      | $348005.71    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANC OF AMERICA FUNDING 2006-I TRUST                                                                   | BAFC 2007-2 1A16                                                                 | CUSIP: 05951GBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     426830 | PA      | $308808.15    | 0.00%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-HQA1                                                                | STACR 2025-HQA1 M2                                                               | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-O            | USGSE             | US        |    3350000 | PA      | $3357348.56   | 0.03%             | 2045-02-27      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | CAS 2021-R02 2B1                                                                 | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2500000 | PA      | $2536109.00   | 0.02%             | 2041-11-25      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-D TRUST                                                            | SOFI 2018-D A2FX                                                                 | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355633 | PA      | $353871.30    | 0.00%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2015-2                                                            | AAL 3.6 09/22/27                                                                 | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     254161 | PA      | $251276.18    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                                                    | TMCL 2021-3A A                                                                   | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    4370000 | PA      | $3888005.63   | 0.03%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2022-172 SB                                                                  | CUSIP: 38383YS37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   35811739 | PA      | $2659521.17   | 0.02%             | 2052-10-20      | Floating      | 2.03%                 | No            |                  2 | On Loan: No      |
| MF1 2026-FL21 LLC                                                                                      | MF1 2026-FL21 A                                                                  | CUSIP: 55287NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4994708.50   | 0.04%             | 2041-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4444 CZ                                                                      | CUSIP: 3137BGJS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6969357 | PA      | $6287023.59   | 0.06%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-164 MD                                                                  | CUSIP: 38377NN26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     243576 | PA      | $237327.65    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                                | AAP 7.375 08/01/33 144A                                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    3335000 | PA      | $3380572.78   | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA2                                                                | STACR 2024-HQA2 M2                                                               | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-O            | USGSE             | US        |   11000000 | PA      | $11034584.00  | 0.10%             | 2044-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4492                                                                        | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24646226 | PA      | $19978383.84  | 0.18%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                                            | COR 5.125 02/15/34                                                               | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2328000 | PA      | $2348303.35   | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                                                      | SLB 2.65 06/26/30 144A                                                           | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    2072000 | PA      | $1924277.46   | 0.02%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                                   | JPM V4.898 01/22/37                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5714000 | PA      | $5593352.38   | 0.05%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                                   | JPM V4.81 10/22/36                                                               | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9048000 | PA      | $8788610.13   | 0.08%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG V83169                                                                        | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     464462 | PA      | $447890.54    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3351 ZC                                                                      | CUSIP: 31397JR97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     195145 | PA      | $200331.27    | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q32110                                                                        | CUSIP: 3132QNKY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     616553 | PA      | $561963.70    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                           | PEG 4.9 03/15/30                                                                 | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2666000 | PA      | $2693515.71   | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GSR Mtg Loan Trust                                                                                     | GSR 2007-1F 3A13                                                                 | CUSIP: 3622MPBC1<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |     105342 | PA      | $62367.08     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2009-25 KS                                                                   | CUSIP: 38374XQG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     365341 | PA      | $31558.59     | 0.00%             | 2039-04-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5525 LZ                                                                      | CUSIP: 3137HKQL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    4564239 | PA      | $4448725.85   | 0.04%             | 2055-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                                                                    | TMCL 2021-1A A                                                                   | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    3649000 | PA      | $3432942.82   | 0.03%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                                        | BHP 5.25 09/08/30                                                                | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    2751000 | PA      | $2832514.08   | 0.03%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                              | CRBG 6.05 09/15/33                                                               | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2833000 | PA      | $2966889.73   | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA                                                             | WFALT 2007-PA2 2A1                                                               | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     311936 | PA      | $274504.45    | 0.00%             | 2037-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2018-CH1                                                                        | SEMT 2018-CH1 A19                                                                | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-O            | CORP              | US        |      95934 | PA      | $89611.80     | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                      | HSBC V5.597 05/17/28                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2231000 | PA      | $2256421.35   | 0.02%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3639 ZN                                                                      | CUSIP: 31398WQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2030751 | PA      | $2081911.58   | 0.02%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Narragansett Electric Co.                                                                              | PPL 3.395 04/09/30 144A                                                          | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    2608000 | PA      | $2494236.82   | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2025-VOLT C                                                                   | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4981160.00   | 0.04%             | 2044-12-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B3 COMMERCIAL MORTGAGE TRUST                                                            | BMARK 2018-B3 B                                                                  | CUSIP: 08161BBB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2806791.90   | 0.03%             | 2051-04-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Cno Global Funding                                                                                     | CNO 5.875 06/04/27 144A                                                          | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    4409000 | PA      | $4470929.83   | 0.04%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                                  | IBM 5.8 02/03/56                                                                 | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    9043000 | PA      | $8651926.96   | 0.08%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| BX Trust 2018-Bilt                                                                                     | BX 2021-21M E                                                                    | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5302500 | PA      | $5302462.35   | 0.05%             | 2036-10-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4545 PL                                                                      | CUSIP: 3137BMPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    8068266 | PA      | $7254423.24   | 0.06%             | 2046-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $284708.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                | HILT 2024-ORL A                                                                  | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3001478.40   | 0.03%             | 2037-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                                | HYNMTR 5.15 03/27/30 144A                                                        | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3619567.38   | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CME Group Inc.                                                                                         | CME 4.4 03/15/30                                                                 | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    6071000 | PA      | $6091902.82   | 0.05%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| EOG Resources Inc.                                                                                     | EOG 5.35 01/15/36                                                                | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    3063000 | PA      | $3109560.51   | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5113 AI                                                                      | CUSIP: 3137H0HT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   16007537 | PA      | $2476514.78   | 0.02%             | 2041-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                                | LVLT 6.875 06/30/33 144A                                                         | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1238220.04   | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BX 2024-PALM MORTGAGE TRUST                                                                            | BX 2024-PALM A                                                                   | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5192308 | PA      | $5195005.62   | 0.05%             | 2037-06-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B30 MORTGAGE TRUST                                                                      | BMARK 2021-B30 D                                                                 | CUSIP: 08163KAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $1387730.93   | 0.01%             | 2054-11-18      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                                   | ESA 2025-ESH E                                                                   | CUSIP: 30227TAJ9<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4519593.90   | 0.04%             | 2042-10-15      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                                                          | SUMMPL 8.625 10/31/29 144A                                                       | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2258889.87   | 0.02%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                               | G2 MA7650                                                                        | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2079785 | PA      | $1860303.07   | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-123 SL                                                                  | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1434787 | PA      | $89117.65     | 0.00%             | 2040-11-25      | Floating      | 2.29%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORPORATION LTD                                                                | OVERSEA-CHINESE BANKING CORPORATION LTD                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3202260.69   | 0.03%             | 2026-09-03      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $203960.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 5.8 03/13/56                                                                | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4141000 | PA      | $4140596.17   | 0.04%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4159                                                                        | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3683629 | PA      | $3132645.86   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2                                                           | WLAKE 2024-1A B                                                                  | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8172567 | PA      | $8188945.72   | 0.07%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS0770                                                                        | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10058877 | PA      | $8271157.65   | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                           | AM 6.625 02/01/32 144A                                                           | CUSIP: 03690AAK2<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3907475.04   | 0.03%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating, LLC                                                                       | PR 6.25 02/01/33 144A                                                            | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2701213.90   | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                               | DE 4.85 06/11/29 MTN                                                             | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2816000 | PA      | $2868496.55   | 0.03%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                                | Volkswagen Group of America Finance LLC 0% CP 11/05/2026                         | CUSIP: 92866CEB5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | STIV             | CORP              | US        |   82000000 | PA      | $81609507.80  | 0.73%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITICORP MORTGAGE SECURITIES INC 2006-3                                                                | CMSI 2006-3 1A4                                                                  | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     599078 | PA      | $548481.58    | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                                                                          | JEFFERIES LLC                                                                    | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |    6706835 | PA      | $6706835.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                                    | LIGPLL 7.25 08/15/32 144A                                                        | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2808668.93   | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BMD 2 RE-REMIC TRUST                                                                                   | BMD2 2019-FRR1 6B10                                                              | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6784173 | PA      | $5927845.85   | 0.05%             | 2052-05-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3006 YI                                                                      | CUSIP: 31395WTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     307925 | PA      | $25621.93     | 0.00%             | 2035-07-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2025-FL10 ISSUER LLC                                                                         | FSRIA 2025-FL10 A                                                                | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5000129.25   | 0.04%             | 2042-08-19      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4914 DB                                                                      | CUSIP: 3137FNKT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     606535 | PA      | $418351.27    | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -12881000 | NC      | $40276.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2019-4 M55D                                                                 | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     836243 | PA      | $786271.89    | 0.01%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                           | Equifax Inc. 0% CP 04/05/2026                                                    | CUSIP: 29442LE46<br>LEI: 5493004MCF8JDC86VS77 | Long             | STIV             | CORP              | US        |    3000000 | PA      | $2988432.30   | 0.03%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BV3028                                                                        | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6819000 | PA      | $5585754.11   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                                              | NIPLIF 4.748 04/02/31 144A                                                       | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    5205000 | PA      | $5219950.43   | 0.05%             | 2031-04-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                            | CQP 4.5 10/01/29                                                                 | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2294000 | PA      | $2284682.94   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2024-MF D                                                                     | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5295904 | PA      | $5306179.81   | 0.05%             | 2039-02-15      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2020-1                                                  | MSRM 2020-1 A5A                                                                  | CUSIP: 61771QBQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $719703.00    | 0.01%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R07                                                           | CAS 2023-R07 2B1                                                                 | CUSIP: 20753BAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2210000 | PA      | $2353071.64   | 0.02%             | 2043-09-25      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| BHMS COMMERCIAL MORTGAGE TRUST 2025-ATLS                                                               | BHMS 2025-ATLS B                                                                 | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $9022375.80   | 0.08%             | 2042-08-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD                                                                    | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |  172918503 | PA      | $172918503.00 | 1.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2022-C17                                                                          | BBCMS 2022-C17 XA                                                                | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10822966 | PA      | $655137.40    | 0.01%             | 2055-09-17      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                                  | TRGP 6.25 07/01/52                                                               | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     467000 | PA      | $466809.32    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                                 | ES 1.95 08/15/31                                                                 | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1122042.28   | 0.01%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-B                                                       | NAVSL 2021-BA A                                                                  | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2939955 | PA      | $2684241.96   | 0.02%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                                     | R 5.25 06/01/28 MTN                                                              | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2235602.93   | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V5.193 02/05/37                                                              | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16947000 | PA      | $16659574.47  | 0.15%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-53 JZ                                                                   | CUSIP: 31398R3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1364063 | PA      | $1350798.80   | 0.01%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES (USA) INC.                                                                      | MIRAE ASSET SECURITIES (USA) INC                                                 | CUSIP: 000000000<br>LEI: 25490087B4GFZLJZE912 | Long             | RA               | CORP              | US        |  110105196 | PA      | $110105196.00 | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 8.5 06/01/28 144A                                                            | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     755000 | PA      | $779726.25    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2021-6INV                                                                      | FSMT 2021-6INV B1                                                                | CUSIP: 33851GBK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1354115 | PA      | $1179700.56   | 0.01%             | 2051-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G67701                                                                        | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     814014 | PA      | $738165.67    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS0356                                                                        | CUSIP: 3138W9ME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     343366 | PA      | $331597.25    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                   | GM 6.15 07/15/35                                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3434816.59   | 0.03%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| BPCE SA                                                                                                | BPCEGP 5.281 05/30/29 144A                                                       | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    6133000 | PA      | $6257068.01   | 0.06%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| MCR 2024-TWA MORTGAGE TRUST                                                                            | MCR 2024-TWA A                                                                   | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5037756.00   | 0.05%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V5.042 07/19/30                                                               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1924000 | PA      | $1946637.00   | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS2640                                                                        | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16041305 | PA      | $13643466.94  | 0.12%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                                 | HPQ 2.65 06/17/31                                                                | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2449000 | PA      | $2178905.25   | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Bluemountain CLO 2014-2 Ltd.                                                                           | BLUEM 2014-2A A2R2                                                               | CUSIP: 09626QBA4<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1999868.00   | 0.02%             | 2030-10-21      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                                      | McCormick & Company, Incorporated 0% CP 01/04/2026                               | CUSIP: 57978DD14<br>LEI: 549300JQQA6MQ4OJP259 | Long             | STIV             | CORP              | US        |   48700000 | PA      | $48694759.88  | 0.44%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                                            | MTCHII 3.625 10/01/31 144A                                                       | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3320727.24   | 0.03%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-164503.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 675964                                                                        | CUSIP: 31391S5Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7126 | PA      | $7272.31      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                                                               | GRAHAM PACKAGING/GPC CAP                                                         | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2278437.50   | 0.02%             | 2033-01-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 785436                                                                        | CUSIP: 3622AA4V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4063015 | PA      | $3502969.08   | 0.03%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 4.125 06/15/29                                                               | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7469000 | PA      | $7367427.05   | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2019-17 LTD                                                                                    | OCP 2019-17A AR2                                                                 | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    6010000 | PA      | $6012001.33   | 0.05%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CB8331                                                                        | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2563855 | PA      | $2583806.95   | 0.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                     | ACAFP V4.818 09/25/33 144A                                                       | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7556000 | PA      | $7405209.97   | 0.07%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2007-23CB                                                                       | CWALT 2007-23CB A3                                                               | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     791279 | PA      | $264146.02    | 0.00%             | 2037-09-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2005-AR11 A1C3                                                              | CUSIP: 92922F2N7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     805981 | PA      | $785091.07    | 0.01%             | 2045-08-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                                      | NGGLN 5.418 01/11/34                                                             | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    2878000 | PA      | $2933940.72   | 0.03%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C8                                                                       | CUSIP: 31325VVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2154279 | PA      | $344709.60    | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                                                  | WCNCN 4.8 07/15/36                                                               | CUSIP: 94106BAK7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    4572000 | PA      | $4481216.31   | 0.04%             | 2036-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2012-111 SL                                                                  | CUSIP: 3136A9FX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1155168 | PA      | $93164.56     | 0.00%             | 2041-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2005-37 SI                                                                   | CUSIP: 38374LBJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     610216 | PA      | $39871.84     | 0.00%             | 2035-05-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 190308                                                                        | CUSIP: 31368HKV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        297 | PA      | $305.37       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                                                                      | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9160000 | PA      | $9066503.88   | 0.08%             | 2037-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V2.947 02/24/28                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4173000 | PA      | $4121090.97   | 0.04%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                                     | BX 2024-VLT4 A                                                                   | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3482463.60   | 0.03%             | 2041-06-17      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS5018                                                                        | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2432771 | PA      | $2343079.74   | 0.02%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B19 MORTGAGE TRUST                                                                      | BMARK 2020-B19 XA                                                                | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   91437620 | PA      | $3866092.28   | 0.03%             | 2053-09-17      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                              | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: G1MLHIS0N32I3QPILB75 | N/A              | DFE              | CORP              | US        |          1 | NC      | $444254.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  102426000 | NC      | $2374.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BV3027                                                                        | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6687297 | PA      | $5480017.76   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-FNX                                                                                      | BX 2024-FNX A                                                                    | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6021564 | PA      | $6028702.78   | 0.05%             | 2041-11-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2021-78 AI                                                                   | CUSIP: 3136BJVM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  101420576 | PA      | $17015619.07  | 0.15%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                   | RY V4.969 08/02/30 GMTN                                                          | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2325000 | PA      | $2354949.60   | 0.02%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| CRH Smw Finance DAC                                                                                    | CRHID 5.2 05/21/29                                                               | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    3184000 | PA      | $3254489.81   | 0.03%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                         | MEX 5.85 07/02/32                                                                | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3927000 | PA      | $3976185.68   | 0.04%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-68 MS                                                                   | CUSIP: 38377GTD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     529148 | PA      | $46039.52     | 0.00%             | 2040-06-20      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                                   | MTB V5.4 07/30/35                                                                | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   17461000 | PA      | $17410017.90  | 0.16%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MF1 2025-FL17 LLC                                                                                      | MF1 2025-FL17 A                                                                  | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8005316.00   | 0.07%             | 2040-02-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Aimco Clo Series 2018-B Ltd / Llc                                                                      | AIMCO 2018-BA CR3                                                                | CUSIP: 00900PBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5003750.00   | 0.04%             | 2037-04-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ZAXBYS FUNDING LLC                                                                                     | ZAXBY 2021-1A A2                                                                 | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15136750 | PA      | $14377492.13  | 0.13%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                                                       | AQNCN 5.869 01/31/34 144A                                                        | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    3667000 | PA      | $3806648.60   | 0.03%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-153 B                                                                   | CUSIP: 3136ABDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1221082 | PA      | $1325960.58   | 0.01%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 AY2401                                                                        | CUSIP: 36196RU22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     341144 | PA      | $315947.07    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V5.33 07/23/35                                                                | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1933000 | PA      | $1940197.76   | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                       | CYH 5.25 05/15/30 144A                                                           | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2197475.05   | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4407 CS                                                                      | CUSIP: 3137BF6P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    5906912 | PA      | $430820.07    | 0.00%             | 2044-06-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                                           | AEE 1.75 03/15/28                                                                | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2069179.62   | 0.02%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2018-86 SM                                                                   | CUSIP: 3136B3SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   20911862 | PA      | $1616016.44   | 0.01%             | 2048-12-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Wind River 2016-1K Clo Ltd.                                                                            | WINDR 2016-1KRA BR3                                                              | CUSIP: 97314DAS7<br>LEI: 5493007RTV1I163M1B07 | Long             | ABS-CBDO         | CORP              | KY        |   12580000 | PA      | $12517578.04  | 0.11%             | 2034-10-16      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4776 AZ                                                                      | CUSIP: 3137F4LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   11631614 | PA      | $11037218.56  | 0.10%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc.                                                                                      | CNK 7 08/01/32 144A                                                              | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2704710.41   | 0.02%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Consolidated Inc                                                                             | COKE 5.25 06/01/29                                                               | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3164241.74   | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPELINE COMPANY LLC                                                              | WMB 3.25 05/15/30                                                                | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1016000 | PA      | $966154.32    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES 2020-K119                                      | FHMS K119 X1                                                                     | CUSIP: 3137F6GV3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   98899172 | PA      | $3361800.42   | 0.03%             | 2030-09-25      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                                 | MRVL 5.75 02/15/29                                                               | CUSIP: 573874AP9<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $2071471.65   | 0.02%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2007-91 AS                                                                   | CUSIP: 31396XYS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1123599 | PA      | $95863.56     | 0.00%             | 2037-10-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                             | BA 7.008 05/01/64                                                                | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2673000 | PA      | $2957816.81   | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIX LT                                                                    | BSP 2022-29A AR                                                                  | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |   20100000 | PA      | $20049910.80  | 0.18%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                                         | ANGSJ 3.75 10/01/30                                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    4750000 | PA      | $4545132.50   | 0.04%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| 720 EAST CLO VII LTD                                                                                   | NWML 2025-7A C                                                                   | CUSIP: 81800WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7020000 | PA      | $6953520.60   | 0.06%             | 2037-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R09                                                           | CAS 2022-R09 2B1                                                                 | CUSIP: 20753DAF5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    1000000 | PA      | $1073677.80   | 0.01%             | 2042-09-25      | Floating      | 10.41%                | No            |                  2 | On Loan: No      |
| South Jersey Industries Inc                                                                            | SJI 5.02 04/15/31                                                                | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    4593000 | PA      | $4017610.59   | 0.04%             | 2031-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                                           | MAR 4.5 10/15/31                                                                 | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    6059000 | PA      | $5990817.65   | 0.05%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PSMC 2021-1 TRUST                                                                                      | PSMC 2021-1 AX1                                                                  | CUSIP: 693650BC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  119591098 | PA      | $2371407.76   | 0.02%             | 2051-03-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                                     | IR 5.45 06/15/34                                                                 | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     808000 | PA      | $825326.98    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 4680 GZ                                                                      | CUSIP: 3137BY6K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6351465 | PA      | $5861056.32   | 0.05%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH4686                                                                        | CUSIP: 3140GTF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     511383 | PA      | $503215.52    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 347 C25                                                                      | CUSIP: 31325WG63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3459238 | PA      | $636324.47    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2025-IND3                                                                                   | ARES1 2025-IND3 A                                                                | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6508809.45   | 0.06%             | 2042-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4437                                                                        | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8160746 | PA      | $6619410.40   | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G08655                                                                        | CUSIP: 3128MJWR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     307730 | PA      | $296786.09    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO 2023-I LTD                                                                                | NWML 2023-IA A1R                                                                 | CUSIP: 81785EAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   40830000 | PA      | $40751361.42  | 0.36%             | 2038-04-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 784748                                                                        | CUSIP: 3622AAEV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4266693 | PA      | $3977774.30   | 0.04%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Select Medical Corporation                                                                             | SEM 6.25 12/01/32 144A                                                           | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1803112.67   | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Exelon Corp.                                                                                           | EXC 5.15 03/15/29                                                                | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1911000 | PA      | $1948019.99   | 0.02%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   47099000 | NC      | $448842.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                                     | RPRX 2.2 09/02/30                                                                | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4451000 | PA      | $4010119.24   | 0.04%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 10 LTD                                                                                 | BGCLO 2024-10A A                                                                 | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    8750000 | PA      | $8750035.00   | 0.08%             | 2038-01-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                             | OXY 5.375 01/01/32                                                               | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1817884.19   | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                                     | ET 4.55 01/15/31                                                                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5508000 | PA      | $5460114.94   | 0.05%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines Lng LLC                                                                     | VEGLPL 6.75 01/15/36 144A                                                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1716879.24   | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                       | AJG 5.55 02/15/55                                                                | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    4308000 | PA      | $4024370.67   | 0.04%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CNX Resources Corporation                                                                              | CNX 7.25 03/01/32 144A                                                           | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1304317.47   | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2021-81 LI                                                                   | CUSIP: 3136BKEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   14747409 | PA      | $2089772.00   | 0.02%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                    | Constellation Energy Generation LLC 0% CP 04/05/2026                             | CUSIP: 21038QE42<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   10000000 | PA      | $9957557.00   | 0.09%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc.                                                                           | RJF 5.65 09/11/55                                                                | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    8035000 | PA      | $7613192.47   | 0.07%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                                     | ET 3.75 05/15/30                                                                 | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2334311.06   | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AY1512                                                                        | CUSIP: 3138YEVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     977576 | PA      | $940426.92    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES COMMERCIAL MORTGAGE TRUST 2024-IND                                                                | ARES1 2024-IND A                                                                 | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5007854.00   | 0.04%             | 2041-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-35 CS                                                                   | CUSIP: 31398PJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     645818 | PA      | $64011.70     | 0.00%             | 2050-04-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BK1188                                                                        | CUSIP: 3140HEKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     570284 | PA      | $529496.79    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.551 02/04/28 MTN                                                          | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1874000 | PA      | $1845686.18   | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                                  | IBM 4.8 02/10/30 ..                                                              | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    6251000 | PA      | $6321617.80   | 0.06%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-1                                                                        | JPMMT 2018-1 B2                                                                  | CUSIP: 46648RAZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1510646 | PA      | $1377087.00   | 0.01%             | 2048-06-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| The Hartford Insurance Group Inc.                                                                      | HIG F 02/12/47 ICON                                                              | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    5869000 | PA      | $5632603.72   | 0.05%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: —       |
| Occidental Petroleum Corp.                                                                             | OXY 6.6 03/15/46                                                                 | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     568000 | PA      | $588739.95    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                    | Constellation Energy Generation LLC 0% CP 01/04/2026                             | CUSIP: 21038QD19<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |    1100000 | PA      | $1099866.68   | 0.01%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                                                | STACR 2021-DNA6 M2                                                               | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |    2954454 | PA      | $2957948.32   | 0.03%             | 2041-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V5.065 01/21/37                                                               | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4419000 | PA      | $4321979.57   | 0.04%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: —       |
| DZ Bank AG Deutsche Zentral-Genossenschaftsbank                                                        | DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0% CP 10/08/2026                 | CUSIP: 26821MHA4<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | STIV             | CORP              | DE        |    5000000 | PA      | $4928756.50   | 0.04%             | 2026-08-10      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2003-49 SW                                                                   | CUSIP: 31393C2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     332597 | PA      | $24760.51     | 0.00%             | 2033-01-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                                                | EQH 5 03/27/30 144A                                                              | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    6221000 | PA      | $6274936.63   | 0.06%             | 2030-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS0736                                                                        | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24442648 | PA      | $21007795.04  | 0.19%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP                                                       | WFCM 2025-B33RP A                                                                | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6000568.80   | 0.05%             | 2042-08-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -268424000 | NC      | $263449.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                               | JPMMT 2005-A4 B1                                                                 | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     836194 | PA      | $827196.52    | 0.01%             | 2035-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WACHOVIA MORTGAGE LOAN TRUST LLC SERIES 2005-B                                                         | WMLT 2005-B 2A1                                                                  | CUSIP: 92977YBP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     182160 | PA      | $179272.51    | 0.00%             | 2035-10-20      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2015-2                                                                          | SEMT 2015-2 B3                                                                   | CUSIP: 81733YEG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     655934 | PA      | $571705.72    | 0.01%             | 2045-05-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AE3695                                                                        | CUSIP: 31419EC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56454 | PA      | $55901.12     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA SOL II ISSUER LLC                                                                              | SNVA 2020-2A A                                                                   | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6699474 | PA      | $5822398.43   | 0.05%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| VENTURE 37 CLO LTD                                                                                     | VENTR 2019-37A A1RR                                                              | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |    8020348 | PA      | $8024069.16   | 0.07%             | 2032-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                                                                    | AXL 7.75 10/15/33 144A                                                           | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $3102549.91   | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q03275                                                                        | CUSIP: 3132GJJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     329853 | PA      | $327028.67    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 440 C50                                                                      | CUSIP: 31424U8E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  112523002 | PA      | $25989932.94  | 0.23%             | 2053-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2025-D                                                                       | NSLT 2025-DA A1A                                                                 | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1077943 | PA      | $1065515.78   | 0.01%             | 2054-08-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2009-90 TS                                                                   | CUSIP: 31398FB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     678420 | PA      | $53525.05     | 0.00%             | 2039-11-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 AU7089                                                                        | CUSIP: 36194U2W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2391344 | PA      | $2193191.24   | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                                   | CLIF 2021-1A A                                                                   | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    4480239 | PA      | $4158755.89   | 0.04%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA4720                                                                        | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6219230 | PA      | $5946048.09   | 0.05%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-20 DL                                                                   | CUSIP: 3136ACTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     818275 | PA      | $801053.61    | 0.01%             | 2033-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC                                                                                       | CHTR 4.5 05/01/32                                                                | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5645000 | PA      | $5047676.87   | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                               | G2 5082                                                                          | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3893194 | PA      | $3839580.28   | 0.03%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                                         | Autozone, Inc. 0% CP 01/04/2026                                                  | CUSIP: 05333UD15<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | STIV             | CORP              | US        |   75000000 | PA      | $74991870.00  | 0.67%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                                                   | FE 3.55 05/15/27 144A                                                            | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2192000 | PA      | $2171112.63   | 0.02%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| BX TRUST 2021-LBA                                                                                      | BX 2021-LBA EJV                                                                  | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3797123.02   | 0.03%             | 2036-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                              | MGM 6.5 04/15/32                                                                 | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4201776.95   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Diamondback Energy Inc                                                                                 | FANG 5.9 04/18/64                                                                | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     895000 | PA      | $847611.47    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V5.581 04/22/30                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1340053.08   | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                                      | LNW 6.25 10/01/33 144A                                                           | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2720804.25   | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2014-15 SB                                                                   | CUSIP: 3136AJZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3893196 | PA      | $395768.33    | 0.00%             | 2044-04-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V5.192 04/17/31                                                               | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     486000 | PA      | $493355.78    | 0.00%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank 2019-Bnk16                                                                                        | BANK 2019-BN16 XA                                                                | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   21289934 | PA      | $410001.55    | 0.00%             | 2052-02-16      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2006-72 HS                                                                   | CUSIP: 31396KKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       1607 | PA      | $7.61         | 0.00%             | 2026-08-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR16 2A3                                                               | CUSIP: 92925GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     956227 | PA      | $855678.77    | 0.01%             | 2036-12-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                          | TACHEM 5.8 07/05/64                                                              | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2423000 | PA      | $2341076.94   | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV1                                                                                    | CIM 2019-INV1 A1                                                                 | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      44772 | PA      | $42857.61     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                                                   | ETR 5.75 01/15/56                                                                | CUSIP: 29366MAJ7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    5021000 | PA      | $4926764.06   | 0.04%             | 2056-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Primo Brands (BlueTriton Brands/Nestl Waters NA)                                                       | Primo Brands (BlueTriton Brands/Nestl Waters NA) Term Loan B 275 2031-03-15      | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    2275000 | PA      | $2280971.88   | 0.02%             | 2031-03-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2026-3                                                                          | SEMT 2026-3 A19                                                                  | CUSIP: 816948AW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2477511 | PA      | $2422057.68   | 0.02%             | 2056-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                                  | SO 4.65 05/16/28                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1444795.97   | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Focus Financial                                                                                        | Focus Financial Term Loan B-8 (add-on) 275 2031-09-01                            | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |    2984962 | PA      | $2891216.58   | 0.03%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-8                                                                        | JPMMT 2019-8 A15                                                                 | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     191471 | PA      | $173502.06    | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Wcore Commercial Mortgage Trust 2024-Core                                                              | WCORE 2024-CORE A                                                                | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4750000 | PA      | $4757262.75   | 0.04%             | 2041-11-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                      | HSBC V2.206 08/17/29                                                             | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5958000 | PA      | $5640723.09   | 0.05%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Playtika Holding Corp                                                                                  | PLTK 4.25 03/15/29 144A                                                          | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1637033.00   | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                                                                             | AMP 5.7 12/15/28                                                                 | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2269000 | PA      | $2346139.74   | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA7312                                                                        | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17048518 | PA      | $14688509.60  | 0.13%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                                    | DC 2023-DC A                                                                     | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4080695.20   | 0.04%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2024-UNIV                                                               | BFLD 2024-UNIV A                                                                 | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4506893.10   | 0.04%             | 2041-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                      | INTC 5.7 02/10/53                                                                | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2994962.10   | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAY 2025-LIVN MORTGAGE TRUST                                                                           | BAY 2025-LIVN A                                                                  | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $996456.50    | 0.01%             | 2035-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                          | SPLLLC 5 03/15/27                                                                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    3548000 | PA      | $3555088.19   | 0.03%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 2.625 02/15/29                                                              | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1650534.18   | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                                   | MCMLT 2015-2 B2                                                                  | CUSIP: 599808BL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2482000 | PA      | $2298701.82   | 0.02%             | 2057-09-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners Clo XXI Ltd.                                                                   | BSP 2020-21A A1R2                                                                | CUSIP: 08186RAY5<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5495875.00   | 0.05%             | 2039-01-18      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V5.664 04/17/36                                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4921000 | PA      | $5042169.49   | 0.05%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                                                    | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  130068000 | PA      | $125673478.33 | 1.12%             | 2056-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2007-41 SL                                                                   | CUSIP: 38375KWV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    3955653 | PA      | $340441.70    | 0.00%             | 2037-07-20      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                                     | R 5.375 03/15/29 MTN                                                             | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     421000 | PA      | $430955.82    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3                                                             | NRZT 2017-3A B2                                                                  | CUSIP: 64828MBB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1256132 | PA      | $1246507.17   | 0.01%             | 2057-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE 5.3 03/15/32                                                                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3002000 | PA      | $3075852.20   | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                                | VW 5.25 03/22/29 144A                                                            | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6622000 | PA      | $6702737.41   | 0.06%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Boeing Co.                                                                                             | BA 5.93 05/01/60                                                                 | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1512000 | PA      | $1452599.21   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORPORATION                                                                    | SUMITOMO MITSUI BANKING CORPORATION                                              | CUSIP: 86564KDD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4950682.61   | 0.04%             | 2026-09-23      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | INVESCO EXCHANGE TRADED FUND TRUST II SR LN ETF                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DE               | CORP              | GB        |    -810000 | NC      | $-69959.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hilcorp Energy I L.P/Hilcorp Finance Co                                                                | HILCRP 8.375 11/01/33 144A                                                       | CUSIP: 431318BC7<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $2030729.77   | 0.02%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 AU5827                                                                        | CUSIP: 36194TPL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     571363 | PA      | $524720.36    | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                        | CI 5.25 01/15/36                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7917000 | PA      | $7930209.51   | 0.07%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2014-17 DS                                                                   | CUSIP: 3136AJXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     167376 | PA      | $1792.14      | 0.00%             | 2043-02-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q37476                                                                        | CUSIP: 3132QUJW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7604504 | PA      | $7324643.41   | 0.07%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2020-99 IB                                                                   | CUSIP: 3136BDFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   25382448 | PA      | $4792118.61   | 0.04%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                                                                                     | MACQUARIE BANK LTD                                                               | CUSIP: 55607NH60<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000117.00   | 0.04%             | 2026-04-07      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                                                                       | BMARK 2019-B9 XA                                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   32517909 | PA      | $704415.94    | 0.01%             | 2052-03-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-44 DI                                                                   | CUSIP: 3136BAK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   17532670 | PA      | $2178947.03   | 0.02%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4611 BS                                                                      | CUSIP: 3137BRCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   11783552 | PA      | $974644.69    | 0.01%             | 2041-06-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                         | CWALT 2005-53T2 2A6                                                              | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     304612 | PA      | $149919.46    | 0.00%             | 2035-11-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2018-4 HT                                                                   | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2424355 | PA      | $2108261.64   | 0.02%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 365 C23                                                                      | CUSIP: 31325XVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14656566 | PA      | $2554801.45   | 0.02%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                        | CRM 5.2 03/15/33                                                                 | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    6127000 | PA      | $6118302.66   | 0.05%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 5.65 03/13/46                                                               | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6040000 | PA      | $6022674.62   | 0.05%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                          | CNC 4.625 12/15/29                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2789000 | PA      | $2649375.41   | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                                  | AL 5.2 07/15/31 MTN                                                              | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2787041.46   | 0.02%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ1                                                           | GSMBS 2020-PJ1 A8                                                                | CUSIP: 36258FAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1009304 | PA      | $911226.39    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BDS 2021-FL10 LTD                                                                                      | BDS 2021-FL10 A                                                                  | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     625849 | PA      | $625915.24    | 0.01%             | 2036-12-18      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST 2022-MINI                                                               | SMRT 2022-MINI D                                                                 | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9973190.00   | 0.09%             | 2039-01-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR RA5256                                                                        | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21067932 | PA      | $17084448.62  | 0.15%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2023-PJ4                                                           | GSMBS 2023-PJ4 A3                                                                | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2441528 | PA      | $2460145.02   | 0.02%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-147 KZ                                                                  | CUSIP: 38381AGF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     222906 | PA      | $179429.14    | 0.00%             | 2048-10-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA7767                                                                        | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15313640 | PA      | $13192943.85  | 0.12%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2021-139 PI                                                                  | CUSIP: 38382XLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   70737413 | PA      | $10155236.34  | 0.09%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge U S Inc                                                                                       | Enbridge U S Inc 0% CP 14/04/2026                                                | CUSIP: 29251VDE3<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   13000000 | PA      | $12979760.30  | 0.12%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp                                                                          | EFNCN 5.643 03/13/27 144A                                                        | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    4906000 | PA      | $4947547.98   | 0.04%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| EG Group                                                                                               | EG Group Term Loan B 325 2031-01-25                                              | CUSIP: 28228QAB5<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2305750.00   | 0.02%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 425 C3                                                                       | CUSIP: 31422MRJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6878185 | PA      | $1270697.82   | 0.01%             | 2049-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                                     | NRUC 2.4 03/15/30                                                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4164000 | PA      | $3868069.18   | 0.03%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2023-23 AI                                                                   | CUSIP: 3136BP4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   27748012 | PA      | $5793157.71   | 0.05%             | 2051-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                          | GOOGL 5.7 11/15/75                                                               | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3081000 | PA      | $2988430.31   | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (HOUSTON BRANCH)                                                                   | BANK OF NOVA SCOTIA (HOUSTON BRANCH)                                             | CUSIP: 06418NNX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5005981.33   | 0.04%             | 2026-09-16      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                                                               | AFL 5.991 08/15/55                                                               | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9491000 | PA      | $9387177.67   | 0.08%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant Group                                                                                 | Flynn Restaurant Group Term Loan B (Incremental) 375 2032-01-05                  | CUSIP: 34410JAG6<br>LEI: 5493008VE8TQONGO3817 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2262625.00   | 0.02%             | 2032-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AJ9611                                                                        | CUSIP: 3138E2VD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78551 | PA      | $75857.64     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                                                | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    4299000 | PA      | $3991825.44   | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                                  | BELL 2025-1A A2I                                                                 | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1973687.00   | 0.02%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -268424000 | NC      | $-565094.34   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-8                                                                        | JPMMT 2020-8 B2                                                                  | CUSIP: 46652TCG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     841852 | PA      | $747186.34    | 0.01%             | 2051-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-72 YS                                                                   | CUSIP: 3136AFCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     552706 | PA      | $31175.65     | 0.00%             | 2033-07-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                                        | ASTRAZENECA PLC                                                                  | CUSIP: 04635RFR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4803949.25   | 0.04%             | 2026-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 3.85 07/15/36                                                               | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     177000 | PA      | $146734.96    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PELICAN PIPELI 03/18/2033                                                                              | PELICAN PIPELI 03/18/2033                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2275000 | PA      | $2279977.70   | 0.02%             | 2033-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V1.47 09/22/27                                                               | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3068000 | PA      | $3026254.31   | 0.03%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                      | OMC 5.3 06/02/36                                                                 | CUSIP: 681919BX3<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2127210.47   | 0.02%             | 2036-06-02      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN BC9554                                                                        | CUSIP: 3140F5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     571711 | PA      | $517371.83    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DK TRUST 2024-SPBX                                                                                     | DK 2024-SPBX C                                                                   | CUSIP: 23346LAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5500000 | PA      | $5507751.70   | 0.05%             | 2034-03-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                            | ABBV 4.5 05/14/35                                                                | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2997000 | PA      | $2899721.25   | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                        | SOLV 5.6 03/23/34                                                                | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1800849.85   | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2024-2                                                                        | JPMMT 2024-2 A9                                                                  | CUSIP: 46657TAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1393622 | PA      | $1414071.96   | 0.01%             | 2054-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                                  | UBER 5.35 09/15/54                                                               | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    6533000 | PA      | $6019024.06   | 0.05%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| GSMS TRUST 2024-FAIR                                                                                   | GSMS 2024-FAIR C                                                                 | CUSIP: 36270JAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3060689.40   | 0.03%             | 2029-07-15      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                                                                         | CURRENCY CONTRACT - BRL                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1424.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-1 BI                                                                    | CUSIP: 3136BDU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   38985999 | PA      | $6251999.48   | 0.06%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.572 10/20/32                                                              | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3851000 | PA      | $3427591.45   | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-1 LTD                                                                  | PSTAT 2025-1A B                                                                  | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7410000 | PA      | $7357692.81   | 0.07%             | 2033-02-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-27 KA                                                                   | CUSIP: 38378FZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      58085 | PA      | $54364.83     | 0.00%             | 2043-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                                                 | PLDTLF 5.25 04/01/29 144A                                                        | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    4453000 | PA      | $4539540.76   | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PRM5 TRUST 2025-PRM5                                                                                   | PRM5 2025-PRM5 C                                                                 | CUSIP: 693980AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2970168.60   | 0.03%             | 2033-03-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Bojangles Inc                                                                                          | BOJA 2024-1A A2                                                                  | CUSIP: 09748RAC2<br>LEI: 549300V7MGDZ6K056B43 | Long             | ABS-O            | CORP              | US        |    2786000 | PA      | $2805130.90   | 0.03%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        | -515270000 | NC      | $136070.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Company                                                                               | AXP V5.085 01/30/31                                                              | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1795276.40   | 0.02%             | 2031-01-30      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                                      | BMARK 2020-B21 XA                                                                | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   44745863 | PA      | $2259216.37   | 0.02%             | 2053-12-17      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                      | EPD V0 08/16/77 D                                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2311000 | PA      | $2310207.79   | 0.02%             | 2077-08-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HELIOS XI ISSUER LLC                                                                           | SNVA 2023-A A                                                                    | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11717506 | PA      | $10797996.93  | 0.10%             | 2050-05-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                 | COLOM 7.75 11/07/36                                                              | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1737000 | PA      | $1781336.93   | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                                             | LH 4.8 10/01/34                                                                  | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2077000 | PA      | $2023155.19   | 0.02%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                               | T 4.9 08/15/37                                                                   | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2079000 | PA      | $2001591.84   | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                                   | SUMIBK 5.424 07/09/31                                                            | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4395000 | PA      | $4500979.14   | 0.04%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                                   | MCMLT 2017-2 M2                                                                  | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3300449 | PA      | $3230786.42   | 0.03%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V4.456 02/06/32                                                              | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2859383.57   | 0.03%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR16 2A1                                                               | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     413613 | PA      | $370120.73    | 0.00%             | 2036-12-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 6 11/30/65                                                                    | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $4853671.82   | 0.04%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V5.045 02/06/37                                                              | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4557000 | PA      | $4498206.45   | 0.04%             | 2037-02-06      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 6.33 01/13/35 144A                                                          | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    8425000 | PA      | $8784157.75   | 0.08%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4834 AZ                                                                      | CUSIP: 3137FHQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1551775 | PA      | $1432059.45   | 0.01%             | 2048-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R04                                                           | CAS 2023-R04 1B1                                                                 | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    4000000 | PA      | $4279258.40   | 0.04%             | 2043-05-26      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                              | MSCI 5.15 03/15/36                                                               | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    3519000 | PA      | $3410267.33   | 0.03%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Symphony CLO XVI Ltd.                                                                                  | SYMP 2015-16A ARR                                                                | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    2948233 | PA      | $2949751.64   | 0.03%             | 2031-10-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                                          | OGS 5.1 04/01/29                                                                 | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $1496382.59   | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Japan Tobacco Inc                                                                                      | JAPTOB 5.25 06/15/30 144A                                                        | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    2524000 | PA      | $2589492.52   | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                                   | JPM V1.953 02/04/32                                                              | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1737000 | PA      | $1529897.51   | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                                                                      | TSN 5.4 03/15/29                                                                 | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    2097000 | PA      | $2152146.30   | 0.02%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4194 GI                                                                      | CUSIP: 3137B1JS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1378300 | PA      | $205049.89    | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2024-32 SG                                                                   | CUSIP: 3136BSAY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   13450915 | PA      | $995469.97    | 0.01%             | 2042-04-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FR QA7260                                                                        | CUSIP: 3133A2B58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12079 | PA      | $10289.50     | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2022-1                                                                          | SEMT 2022-1 AIO1                                                                 | CUSIP: 81749CBB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  110807749 | PA      | $3212953.80   | 0.03%             | 2052-02-25      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                                                 | EQTSS 5.85 05/08/35 144A                                                         | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    3371000 | PA      | $3383900.45   | 0.03%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                            | ABBV 5.6 03/15/55                                                                | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3458000 | PA      | $3409576.10   | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MAREX CAPITAL MARKETS INC.                                                                             | MAREX CAPITAL MARKETS INC                                                        | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | Long             | RA               | CORP              | US        |  103584692 | PA      | $103584692.00 | 0.93%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                           | PEG 5.2 04/01/29                                                                 | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3888000 | PA      | $3964615.76   | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                                                 | BX 1.625 08/05/28 144A                                                           | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1392156.43   | 0.01%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-122 SB                                                                  | CUSIP: 3136A94S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2226624 | PA      | $237022.10    | 0.00%             | 2042-11-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2004-AR4 A6                                                                 | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1408425 | PA      | $1382807.50   | 0.01%             | 2034-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-Pj3                                                           | GSMBS 2020-PJ3 B4                                                                | CUSIP: 36258WBQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     867063 | PA      | $706160.21    | 0.01%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                                         | KR 5.65 09/15/64                                                                 | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3291000 | PA      | $3053657.95   | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                                     | HNDA 4.85 10/23/31 GMTN                                                          | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4424000 | PA      | $4386928.56   | 0.04%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                        | CVS 4.78 03/25/38                                                                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2343000 | PA      | $2160428.03   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH3304                                                                        | CUSIP: 3140GRU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     467960 | PA      | $461363.40    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHASE FUNDING TRUST SERIES 2003-3                                                                      | CFAB 2003-5 2A2                                                                  | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      21278 | PA      | $21385.08     | 0.00%             | 2033-07-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | META 5.75 11/15/65                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3693000 | PA      | $3432765.66   | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AY5562                                                                        | CUSIP: 3138YKFC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     701349 | PA      | $670587.11    | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-3                                                                       | TPMT 2017-3 M1                                                                   | CUSIP: 89169DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2200000 | PA      | $2141724.64   | 0.02%             | 2057-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 4.65 11/20/35                                                               | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4628000 | PA      | $4539717.66   | 0.04%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2019-3 HT                                                                   | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     635592 | PA      | $559297.73    | 0.01%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IV LTD                                                                                     | ELMW4 2020-1A AR                                                                 | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22500000 | PA      | $22507065.00  | 0.20%             | 2037-04-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5638 SC                                                                      | CUSIP: 3137HQMD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  138557170 | PA      | $16450172.24  | 0.15%             | 2056-03-25      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS5322                                                                        | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251210 | PA      | $243989.03    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                              | MARS 5.65 05/01/45 144a                                                          | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2409000 | PA      | $2380299.08   | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                                         | MCK 4.95 05/30/32                                                                | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    4108000 | PA      | $4174153.22   | 0.04%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                         | WES 5.45 11/15/34                                                                | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3841000 | PA      | $3805402.19   | 0.03%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                        | XEL 5.6 04/15/35                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    3119000 | PA      | $3171167.15   | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance Plc                                                                            | IMBLN 5.5 02/01/30 144A                                                          | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    4355000 | PA      | $4470213.35   | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  103054000 | NC      | $233273.27    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                      | HSBC V5.279 03/10/37                                                             | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3653000 | PA      | $3588754.80   | 0.03%             | 2037-03-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4771 HZ                                                                      | CUSIP: 3137FELR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   38778744 | PA      | $35570698.89  | 0.32%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $284935.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V4.995 07/22/30                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2733000 | PA      | $2773419.07   | 0.02%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                                                    | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  137677000 | PA      | $138295684.64 | 1.24%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                               | DE 4.9 03/07/31 MTN                                                              | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5217000 | PA      | $5327929.07   | 0.05%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2021-57 IG                                                                   | CUSIP: 38382QAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   26180666 | PA      | $4946586.88   | 0.04%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                                        | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  129419000 | PA      | $127653856.85 | 1.14%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROSPECT CAPITAL CORP                                                                                  | PRIME 2007-1 A4                                                                  | CUSIP: 74162FAD7<br>LEI: 549300FSD8T39P5Q0O47 | Long             | ABS-O            | CORP              | US        |      43785 | PA      | $38948.44     | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | META 5.4 08/15/54                                                                | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    3952000 | PA      | $3582355.21   | 0.03%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                                               | SW 5.438 04/03/34                                                                | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    2183000 | PA      | $2216200.48   | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-CCM1                                                                     | JPMMT 2025-CCM1 A9                                                               | CUSIP: 46593MAV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3304378 | PA      | $3281610.46   | 0.03%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AL7262                                                                        | CUSIP: 3138EQB84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     412441 | PA      | $405039.97    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 6.1 04/01/64                                                                 | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     440000 | PA      | $425172.48    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| JP MORGAN MORTGAGE TRUST 2024-9                                                                        | JPMMT 2024-9 A9A                                                                 | CUSIP: 46593DAV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2054681 | PA      | $2040524.21   | 0.02%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                              | VNOM 5.7 08/01/35                                                                | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    4818000 | PA      | $4858495.29   | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Driven Brands Funding Llc                                                                              | HONK 2021-1A A2                                                                  | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5090802 | PA      | $4599773.04   | 0.04%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE MORTGAGE ACCEPTANCE CORP                                                                   | RAMC 2005-3 AF4                                                                  | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     247407 | PA      | $247505.97    | 0.00%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                            | NBNAUS 1.625 01/08/27 144A                                                       | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    3097000 | PA      | $3035612.10   | 0.03%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| Davita Inc                                                                                             | DVA 4.625 06/01/30 144A                                                          | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    4095000 | PA      | $3939800.32   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -20094000 | NC      | $-283404.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AH1161                                                                        | CUSIP: 3138A2JF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3505 | PA      | $3470.81      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA8569                                                                        | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     938194 | PA      | $936084.81    | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-111 BA                                                                  | CUSIP: 3136AGN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1462057 | PA      | $1404638.36   | 0.01%             | 2033-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXIX LTD                                                                               | SNDPT 2021-1A CR                                                                 | CUSIP: 83614VAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9950000 | PA      | $9901404.20   | 0.09%             | 2034-04-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V3.97 03/05/29 MTN                                                           | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     783000 | PA      | $776151.27    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                                    | HII 4.2 05/01/30                                                                 | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2369297.43   | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                                                     | BANK OF AMERICA NA                                                               | CUSIP: 06053RCX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4849999.51   | 0.04%             | 2026-09-02      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS5091                                                                        | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     460075 | PA      | $447117.87    | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 5.2 09/26/35                                                                | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2644000 | PA      | $2481392.02   | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Primo Water Holdings Inc / Triton Water Holdings Inc.                                                  | PRMWCN 4.375 04/30/29 144a                                                       | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1862101.00   | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                               | GNR 2012-91 QI                                                                   | CUSIP: 38378E3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      82709 | PA      | $4705.26      | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-129 AI                                                                  | CUSIP: 38381Y7J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   70392955 | PA      | $13362184.28  | 0.12%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2018                                                                                      | CIFC 2018-2A A1R                                                                 | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    7160000 | PA      | $7166171.92   | 0.06%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                                           | CAS 2023-R05 1B1                                                                 | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    7418600 | PA      | $7863594.33   | 0.07%             | 2043-06-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| TRUPS FINANCIALS NOTE SECURITIZATION 2026-1                                                            | TFINS 2026-1A A1                                                                 | CUSIP: 897930AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12000000 | PA      | $12060300.00  | 0.11%             | 2038-01-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2018-8 AB                                                                    | CUSIP: 3136B0WK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     830110 | PA      | $793001.86    | 0.01%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2020-PJ1                                                           | GSMBS 2020-PJ1 A4                                                                | CUSIP: 36258FAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     404663 | PA      | $364276.66    | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xxxv Ltd / Llc                                                                              | APID 2021-35A C                                                                  | CUSIP: 03768UAC3<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9964500.00   | 0.09%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                                                | BAH 3.875 09/01/28 144A                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    4276000 | PA      | $4167231.90   | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                         | MEX 6.875 05/13/37                                                               | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5523000 | PA      | $5790865.50   | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| SUNNOVA SOL III ISSUER LLC                                                                             | SNVA 2021-1 A                                                                    | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7461528 | PA      | $6382274.03   | 0.06%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AH0575                                                                        | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1834 | PA      | $1816.53      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHERRY SECURITIZATION TRUST 2025-1                                                                     | CHRY 2025-1A A                                                                   | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7577595.00   | 0.07%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ICNQ 2024-MF MORTGAGE TRUST                                                                            | ICNQ 2024-MF B                                                                   | CUSIP: 450953AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4101135.20   | 0.04%             | 2034-12-12      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                                          | ED 5.3 03/01/35 05-A                                                             | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     436000 | PA      | $443192.50    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2018-2                                                                         | FSMT 2018-2 B2                                                                   | CUSIP: 33851HBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1024871 | PA      | $945684.35    | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2025-105 ES                                                                  | CUSIP: 38381NDN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   73637683 | PA      | $7424084.89   | 0.07%             | 2049-11-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| LC AHAB US BIDCO LLC                                                                                   | AmaWaterways Term Loan B 350 2031-04-01                                          | CUSIP: 50180PAB7<br>LEI: 254900949U9K2Q5C5A85 | Long             | LON              | CORP              | US        |    2294177 | PA      | $2275537.02   | 0.02%             | 2031-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                                    | HNDA 4.688 07/08/30                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    6679000 | PA      | $6630869.59   | 0.06%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                                  | CAH 4.7 11/15/26                                                                 | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    3981000 | PA      | $3988594.55   | 0.04%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   66490400 | NC      | $1078180.03   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac New Zealand Limited                                                                            | WSTPNZ 5.132 02/26/27 144A                                                       | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    3280000 | PA      | $3305584.52   | 0.03%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-133 AS                                                                  | CUSIP: 3136AAXL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2610028 | PA      | $254267.39    | 0.00%             | 2042-10-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                                                                | HYT 2024-RGCY B                                                                  | CUSIP: 449173AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2604658.16   | 0.02%             | 2041-09-16      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2022-IV LTD                                                                               | CIFC 2022-4A AR                                                                  | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21000000 | PA      | $20970894.00  | 0.19%             | 2035-07-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                        | SCRT 2016-1 M2                                                                   | CUSIP: 35563PAE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     163207 | PA      | $151321.40    | 0.00%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                                           | VSAT 5.625 04/15/27 144A                                                         | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2485062.25   | 0.02%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                                                                      | TRS IBOXXLLTR INDEX                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1008000.00  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-116 SK                                                                  | CUSIP: 38377LBJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1880459 | PA      | $144053.99    | 0.00%             | 2040-08-20      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2016-1                                                            | AAL 3.575 01/15/28 AA                                                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1510839 | PA      | $1490868.57   | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-44 KW                                                                   | CUSIP: 3136A5C61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       3492 | PA      | $3300.16      | 0.00%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-43 VS                                                                   | CUSIP: 31398RDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     542896 | PA      | $40218.04     | 0.00%             | 2040-05-25      | Floating      | 2.67%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                                     | STT V3.031 11/01/34                                                              | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    8244000 | PA      | $7762655.02   | 0.07%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                                    | Entergy Corporation 0% CP 21/04/2026                                             | CUSIP: 29366GDM0<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |    2000000 | PA      | $1995290.20   | 0.02%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOLDINGS (US) INC                                                                    | GFLCN 5.5 02/01/34 144A                                                          | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2111398.69   | 0.02%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3740 KE                                                                      | CUSIP: 3137GAQM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1111946 | PA      | $1066379.03   | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO CAPITAL MARKETS LLC                                                                             | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: OV6W8S6QX2D1J857QP30 | N/A              | DIR              | CORP              | US        |  515270000 | NC      | $-301846.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V2.484 09/16/36                                                               | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2097000 | PA      | $1805027.08   | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2004-50 VZ                                                                   | CUSIP: 31394AJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     384697 | PA      | $397365.57    | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5264 S                                                                       | CUSIP: 3137H9BZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   30906895 | PA      | $2347727.95   | 0.02%             | 2052-10-25      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 3.875 04/15/30                                                              | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5024000 | PA      | $4894090.51   | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN TRUST SERIES 2007-1                                                            | NHELI 2007-1 2A4A                                                                | CUSIP: 65537KAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     472160 | PA      | $432690.47    | 0.00%             | 2037-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS VII LTD                                                                            | OAKC 2012-7A CR4                                                                 | CUSIP: 67102QBR8<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   10700000 | PA      | $10642819.20  | 0.10%             | 2038-02-22      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2023-R07                                                           | CAS 2023-R07 2M2                                                                 | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    9300000 | PA      | $9565293.66   | 0.09%             | 2043-09-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                             | BATSLN 4.39 08/15/37                                                             | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3783000 | PA      | $3439138.12   | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | TRS TREASURY BOND                                                                | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-605543.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                           | PEG 5.85 11/15/27                                                                | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $3016007.81   | 0.03%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                                         | BANK 2017-BNK4 XA                                                                | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   27589235 | PA      | $183413.24    | 0.00%             | 2050-05-17      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BAUSCH + LOMB CORP                                                                                     | BAUSCH + LOMB CORP                                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    2275000 | PA      | $2282821.45   | 0.02%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAHA TRUST 2024-MAR                                                                                    | BAHA 2024-MAR B                                                                  | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2580433.50   | 0.02%             | 2041-12-12      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES US FINCO INC                                                                          | SCGALO 6.625 03/01/30 144A                                                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2342333.71   | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Key Commercial Mortgage Securities                                                                     | KCM 2018-S1 AS                                                                   | CUSIP: 49307WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1730000 | PA      | $1689181.86   | 0.02%             | 2053-10-20      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA0682                                                                        | CUSIP: 3140Q7XL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10474945 | PA      | $9841448.45   | 0.09%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2020-1A                                                      | UAL 5.875 10/15/27 20-1                                                          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     463012 | PA      | $471055.81    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Csmc Trust 2015-2                                                                                      | CSMC 2015-2 B3                                                                   | CUSIP: 12649RAX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     515363 | PA      | $496578.41    | 0.00%             | 2045-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-R02                                                           | CAS 2020-R02 2B1                                                                 | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    4578457 | PA      | $4638165.12   | 0.04%             | 2040-01-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 MORTGAGE TRUST                                                                             | CD 2017-CD4 XA                                                                   | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   24258671 | PA      | $136515.67    | 0.00%             | 2050-05-12      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | 10-Year T-Note Futures, Jun-2026,ETH                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       2162 | NC      | $475756.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 418 59                                                                       | CUSIP: 31395QQ37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87976 | PA      | $1699.64      | 0.00%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-1 LZ                                                                    | CUSIP: 38380UE82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    4853477 | PA      | $3931510.72   | 0.04%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2022-B34 MORTGAGE TRUST                                                                      | BMARK 2022-B34 A5                                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2775826.20   | 0.02%             | 2055-04-16      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                   | RY V4.65 10/18/30 GMTN                                                           | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4512101.63   | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                                      | SONIC 2021-1A A2II                                                               | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3820000 | PA      | $3273170.21   | 0.03%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                          | GOOGL 4.4 02/15/33                                                               | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    9053000 | PA      | $8942868.35   | 0.08%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                      | FDX 4.55 04/01/46 *                                                              | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     269000 | PA      | $224702.45    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                                        | SOLV 5.45 03/13/31                                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $3109494.17   | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                         | MEX 6.625 01/29/38                                                               | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3199000 | PA      | $3259860.98   | 0.03%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DRYDEN 75 CLO LTD                                                                                      | DRSLF 2019-75A CR2                                                               | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   11400000 | PA      | $11343672.60  | 0.10%             | 2034-04-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA5674                                                                        | CUSIP: 31418FJU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21998980 | PA      | $22437068.45  | 0.20%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                                                                     | TOYOTA 4.45 06/30/30                                                             | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    6156000 | PA      | $6163592.75   | 0.06%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN CA8827                                                                        | CUSIP: 3140QGYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8807673 | PA      | $7427959.99   | 0.07%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR SD8166                                                                        | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17307249 | PA      | $14042846.72  | 0.13%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp Capital I                                                                                      | KEY F 07/01/28                                                                   | CUSIP: 49326MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3134542.23   | 0.03%             | 2028-07-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Company                                                                                 | ES 5.4 06/01/34                                                                  | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     914000 | PA      | $934647.43    | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AL2277                                                                        | CUSIP: 3138EJQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     572045 | PA      | $552649.85    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   61700000 | NC      | $832033.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BU1225                                                                        | CUSIP: 3140M2LF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4111686 | PA      | $3378335.49   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2017-4 HT                                                                   | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   29893092 | PA      | $27453956.06  | 0.25%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                                  | LOW 5.85 04/01/63                                                                | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     248000 | PA      | $237595.62    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                                                   | KD 2.7 10/15/28                                                                  | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $2275109.22   | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                        | CRM 6.4 03/15/46                                                                 | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    4229000 | PA      | $4260918.00   | 0.04%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Oneok Partners Lp                                                                                      | OKE 6.2 09/15/43                                                                 | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     852000 | PA      | $853704.03    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                                 | NYC 2025-3BP C                                                                   | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1995269.60   | 0.02%             | 2042-02-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                                                | STACR 2022-DNA1 M2                                                               | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |    7000000 | PA      | $7055864.20   | 0.06%             | 2042-01-27      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| NOMURA HOME EQUITY LOAN TRUST SERIES 2007-1                                                            | NHELI 2007-1 2A3                                                                 | CUSIP: 65537KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     391968 | PA      | $360146.23    | 0.00%             | 2037-02-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                           | AVGO 5.15 11/15/31                                                               | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2439000 | PA      | $2502627.31   | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 347 C23                                                                      | CUSIP: 31325WG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3996861 | PA      | $714499.12    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q04674                                                                        | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     311302 | PA      | $300196.87    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                | UNH 5.15 07/15/34                                                                | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1673773.40   | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                        | GNR 2019-89 KB                                                                   | CUSIP: 38381W2F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     416445 | PA      | $305714.23    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                                                          | SDART 2025-4 C                                                                   | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2100000 | PA      | $2092802.04   | 0.02%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                       | BMO V4.64 09/10/30                                                               | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    7082000 | PA      | $7097600.02   | 0.06%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                                                | STACR 2022-DNA2 M2                                                               | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-O            | USGSE             | US        |   10400000 | PA      | $10619712.48  | 0.09%             | 2042-02-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                                 | WLSC 6.625 06/15/29 144A                                                         | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3597727.69   | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                      | LPLA 5.7 05/20/27                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2342000 | PA      | $2364181.74   | 0.02%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                                 | GM 6.25 10/02/43                                                                 | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     655000 | PA      | $643836.00    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5072 NI                                                                      | CUSIP: 3137F9AB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   23705016 | PA      | $4004005.95   | 0.04%             | 2050-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4208                                                                        | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15970681 | PA      | $13015032.89  | 0.12%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                                          | AEP 5.45 05/15/29                                                                | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    4409000 | PA      | $4522577.07   | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 5.1 05/01/33                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     696000 | PA      | $686527.41    | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                            | HUM 5.375 04/15/31                                                               | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3058355.77   | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA0241                                                                        | CUSIP: 3140Q7HT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     906856 | PA      | $866782.16    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-74 GI                                                                   | CUSIP: 3136BB6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   18402834 | PA      | $3390351.44   | 0.03%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2021-93 AI                                                                   | CUSIP: 3136BK4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   50979806 | PA      | $8331818.40   | 0.07%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q54156                                                                        | CUSIP: 3132XWTN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1523240 | PA      | $1499829.91   | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL                                                                | MTN 2022-LPFL A                                                                  | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4998563.50   | 0.04%             | 2039-03-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 347 C22                                                                      | CUSIP: 31325WG30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3668300 | PA      | $663924.40    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                                        | PFP 2026-13 A                                                                    | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8011254.80   | 0.07%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                              | NEE 5.3 06/15/34                                                                 | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $2063259.16   | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                      | ES 2.9 03/01/27                                                                  | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4069000 | PA      | $4017427.09   | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL15 LLC                                                                                      | MF1 2024-FL15 A                                                                  | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7524696.75   | 0.07%             | 2041-08-19      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                                      | PEG 5.2 03/01/34 MTN                                                             | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1465051.25   | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Eversource Energy                                                                                      | ES 5.5 01/01/34                                                                  | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1423000 | PA      | $1443663.71   | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                       | CFELEC 5.7 01/24/30 144A                                                         | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    3750000 | PA      | $3755625.00   | 0.03%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BA7251                                                                        | CUSIP: 3140ECBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     348366 | PA      | $343655.59    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -26314000 | NC      | $90491.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                              | FMBT 2024-FBLU C                                                                 | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2005986.20   | 0.02%             | 2039-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4664 KZ                                                                      | CUSIP: 3137BWQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    8359989 | PA      | $7754052.38   | 0.07%             | 2047-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-87 GB                                                                   | CUSIP: 3136A03G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    6254277 | PA      | $6206781.36   | 0.06%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                                                     | WEN 2018-1A A2II                                                                 | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    3384449 | PA      | $3323767.13   | 0.03%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 5.45 04/01/31                                                                | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2938000 | PA      | $3012078.29   | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-8348.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Company LLC                                                                  | Concord Minutemen Capital Company LLC 0% CP 25/06/2026                           | CUSIP: 2063C1FR6<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | ABS-APCP         | CORP              | US        |   38018000 | PA      | $37659197.52  | 0.34%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4293 KI                                                                      | CUSIP: 3137B7GR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     514986 | PA      | $53040.09     | 0.00%             | 2043-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY                                                                | SDR 2024-DSNY B                                                                  | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2499182.50   | 0.02%             | 2039-05-16      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                                      | BDS 2025-FL15 A                                                                  | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10003775.50  | 0.09%             | 2043-03-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-101 DB                                                                  | CUSIP: 3136A1F59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3432943 | PA      | $3352083.01   | 0.03%             | 2041-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.087 06/14/29 MTN                                                          | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4361000 | PA      | $4149862.14   | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                           | PEMEX 5.95 01/28/31                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   10350000 | PA      | $9925132.50   | 0.09%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                                 | NYC 2025-3BP A                                                                   | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3479555.45   | 0.03%             | 2042-02-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNS 418 20                                                                       | CUSIP: 31395QK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      92604 | PA      | $12166.08     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        | -515270000 | NC      | $-1134845.23  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q02429                                                                        | CUSIP: 3132GFVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130728 | PA      | $129332.05    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 6.7 12/01/55                                                                | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    6043000 | PA      | $5779384.22   | 0.05%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3510 AS                                                                      | CUSIP: 31397YYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3306564 | PA      | $283056.88    | 0.00%             | 2037-04-15      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2009-19 PW                                                                   | CUSIP: 31397NUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     578431 | PA      | $579238.52    | 0.01%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2025-GW A                                                                     | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5009146.00   | 0.04%             | 2042-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| HAWAII HOTEL TRUST 2025-MAUI                                                                           | HHT 2025-MAUI C                                                                  | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2603050.32   | 0.02%             | 2042-03-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                                   | SUMIBK V4.494 01/15/32                                                           | CUSIP: 86562MED8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3841000 | PA      | $3783579.51   | 0.03%             | 2032-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                                     | POST 6.375 03/01/33 144A                                                         | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $4935168.74   | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| GS REFT 2026-FL1 Issuer Ltd. / GS REFT 2026-FL1 Co-issuer LLC                                          | GSREFT 2026-FL1 A                                                                | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1001871.90   | 0.01%             | 2043-10-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                                | HYNMTR 5.3 06/24/29 144A                                                         | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3308000 | PA      | $3360565.28   | 0.03%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WSP Global Inc                                                                                         | WSPCN 5.039 09/18/31 144A                                                        | CUSIP: 92938WAG8<br>LEI: 549300IQ87LU6X6ERQ78 | Long             | DBT              | CORP              | CA        |    6037000 | PA      | $5989141.32   | 0.05%             | 2031-09-18      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                                | STACR 2021-HQA4 M2                                                               | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |   10000000 | PA      | $10072797.00  | 0.09%             | 2041-12-26      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B3 COMMERCIAL MORTGAGE TRUST                                                            | BMARK 2018-B3 AS                                                                 | CUSIP: 08161BBA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3920000 | PA      | $3770900.06   | 0.03%             | 2051-04-12      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2011-72 SA                                                                   | CUSIP: 38377WGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1240794 | PA      | $80789.55     | 0.00%             | 2041-05-16      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AD0362                                                                        | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     468605 | PA      | $481852.66    | 0.00%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-9                                                                          | SEMT 2025-9 A28                                                                  | CUSIP: 81750BBD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3010526 | PA      | $3033481.21   | 0.03%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS6612                                                                        | CUSIP: 3138WGK29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     217287 | PA      | $204596.82    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-4                                                  | MSRM 2024-4 A13                                                                  | CUSIP: 61777BAX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3881732 | PA      | $3835129.36   | 0.03%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                                    | KMI 5.3 12/01/34                                                                 | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4419000 | PA      | $4455498.02   | 0.04%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4246 ZX                                                                      | CUSIP: 3137B4Q66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     708452 | PA      | $701466.41    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS7728                                                                        | CUSIP: 3138WHSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1685792 | PA      | $1525870.04   | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.5 03/15/29                                                                   | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  132405800 | PA      | $131242077.48 | 1.17%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Brazil (Federative Republic)                                                                           | BRAZIL 7.125 05/13/54                                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3125000 | PA      | $3070937.50   | 0.03%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BE8836                                                                        | CUSIP: 3140FUZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2905041 | PA      | $2614361.59   | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2023-A                                                                | SMB 2023-A B                                                                     | CUSIP: 78450QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1926854.98   | 0.02%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3997 PB                                                                      | CUSIP: 3137AMCQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     520500 | PA      | $506841.13    | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-8 ZA                                                                    | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1715939 | PA      | $1666958.86   | 0.01%             | 2041-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                | MPLX 5.3 04/01/36                                                                | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1927770.78   | 0.02%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |          1 | NC      | $78178.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                              | INVH 2 08/15/31                                                                  | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    2809000 | PA      | $2405595.58   | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                             | BATSLN 7.079 08/02/43                                                            | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     736000 | PA      | $809617.23    | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MB0367                                                                        | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9507364 | PA      | $9686446.33   | 0.09%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                                  | WEC 2.2 12/15/28                                                                 | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2448000 | PA      | $2312433.87   | 0.02%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Applovin Corp.                                                                                         | APP 5.125 12/01/29                                                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    3737000 | PA      | $3759542.00   | 0.03%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                                         | MCK 5.25 05/30/35                                                                | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3286000 | PA      | $3349858.84   | 0.03%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-8 TI                                                                    | CUSIP: 3136BFEM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   20135312 | PA      | $4260412.59   | 0.04%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2003-45 FJ                                                                   | CUSIP: 31393CTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     145538 | PA      | $148306.35    | 0.00%             | 2033-06-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-54 AB                                                                   | CUSIP: 38381R7A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      71326 | PA      | $55715.60     | 0.00%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2018-3Inv                                                                      | FSMT 2018-3INV A3                                                                | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     529075 | PA      | $494266.07    | 0.00%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-149 GI                                                                  | CUSIP: 3136AA2U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     314058 | PA      | $22053.11     | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2021-SDMF                                                                                     | BX 2021-SDMF E                                                                   | CUSIP: 12434CAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     927976 | PA      | $927021.52    | 0.01%             | 2034-09-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS5144                                                                        | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     599351 | PA      | $582123.43    | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                         | SCHW V6.196 11/17/29                                                             | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1571000 | PA      | $1642375.21   | 0.01%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2021-909                                                                 | NYC 2025-28L B                                                                   | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6600000 | PA      | $6599289.84   | 0.06%             | 2038-11-05      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2024-89 NZ                                                                   | CUSIP: 3136BTWC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   10529920 | PA      | $10452693.96  | 0.09%             | 2054-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                                    | ETR 2.4 06/15/31                                                                 | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2072000 | PA      | $1841045.37   | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2024-WRHS                                                                                   | BFLD 2024-WRHS C                                                                 | CUSIP: 05555HAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4634985 | PA      | $4643420.89   | 0.04%             | 2039-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-1                                                                        | JPMMT 2018-1 B3                                                                  | CUSIP: 46648RBA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1996311 | PA      | $1814686.80   | 0.02%             | 2048-06-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                              | MARS 5.2 03/01/35 144A                                                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4959000 | PA      | $5008015.15   | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                                 | PFE 4.65 05/19/30                                                                | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    2054000 | PA      | $2070104.82   | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                                     | CVECN 5.4 06/15/47                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     459000 | PA      | $417026.47    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                            | EQNR 4.75 11/14/35                                                               | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9403000 | PA      | $9262348.23   | 0.08%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5228 EC                                                                      | CUSIP: 3137H7UK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1128592 | PA      | $1087883.60   | 0.01%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212500 | NC      | $-6820.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3375 QI                                                                      | CUSIP: 31397KXH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     547394 | PA      | $10163.73     | 0.00%             | 2037-10-15      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -128817500 | NC      | $-102245.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Quest Diagnostics Incorporated                                                                         | DGX 6.4 11/30/33                                                                 | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1606392.91   | 0.01%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2023-10                                                                       | JPMMT 2023-10 B3                                                                 | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1353257 | PA      | $1338725.45   | 0.01%             | 2054-05-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNGT 1998-T2 A6                                                                  | CUSIP: 31359U4M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       1874 | PA      | $1873.25      | 0.00%             | 2032-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 5.8 03/01/34                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1226474.59   | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                                 | CMS V4.75 06/01/50                                                               | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    5088000 | PA      | $4938228.61   | 0.04%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q49490                                                                        | CUSIP: 3132WPRL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2217485 | PA      | $2074999.43   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA5551                                                                        | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6721558 | PA      | $6493619.50   | 0.06%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA7589                                                                        | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6614299 | PA      | $5700444.30   | 0.05%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                                                       | THPT 2023-THL A                                                                  | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4168239 | PA      | $4199337.67   | 0.04%             | 2034-12-14      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2017-1                                                      | PAIA 2017-1A A2R2                                                                | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |    8600000 | PA      | $8588888.80   | 0.08%             | 2034-02-14      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $2427535.01   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gs Mortgage-backed Securities Trust 2024-PJ4                                                           | GSMBS 2024-PJ4 B3                                                                | CUSIP: 36269RBX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1890289 | PA      | $1864498.73   | 0.02%             | 2054-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-5C5                                                         | WFCM 2025-5C5 C                                                                  | CUSIP: 95004MAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1254289.88   | 0.01%             | 2058-07-17      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 2.95 04/01/30                                                               | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2301032.61   | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                             | SOAF 7.95 11/19/54 144A                                                          | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2475000 | PA      | $2453343.75   | 0.02%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 1.75 01/20/31                                                                 | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     272000 | PA      | $238554.06    | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                                | KEY V5.305 01/28/37                                                              | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    5906000 | PA      | $5786847.34   | 0.05%             | 2037-01-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Banque Federative du Credit Mutuel                                                                     | BFCM 4.591 10/16/28 144A                                                         | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    4522000 | PA      | $4525565.51   | 0.04%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2016-44 JA                                                                   | CUSIP: 38379V6P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     326675 | PA      | $306453.72    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INVESCO U.S CLO 2021-3 LTD                                                                             | INVCO 2021-3A BR                                                                 | CUSIP: 46151VAE1<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   17750000 | PA      | $17679656.75  | 0.16%             | 2034-10-22      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Boston Gas Company                                                                                     | NGGLN 5.843 01/10/35 144A                                                        | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2177404.99   | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                             | RABOBK V5.71 01/21/33 144A                                                       | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    8722000 | PA      | $9065880.55   | 0.08%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| Cf 2019-Cf3 Mortgage Trust                                                                             | CF 2019-CF3 B                                                                    | CUSIP: 12529TBB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4259000 | PA      | $3759196.98   | 0.03%             | 2053-01-17      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| WFLD 2014-MONT MORTGAGE TRUST                                                                          | WFLD 2014-MONT A                                                                 | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2732294 | PA      | $2677910.05   | 0.02%             | 2031-08-12      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                                                  | GSMS 2016-GS4 XA                                                                 | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   48895931 | PA      | $96007.16     | 0.00%             | 2049-11-15      | Variable      | 0.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 784756                                                                        | CUSIP: 3622AAE59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2823048 | PA      | $2624026.81   | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN 2019-1 LTD                                                                        | MCSLT 2019-1A A                                                                  | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     478130 | PA      | $448377.03    | 0.00%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                                              | AES 5.8 03/15/32                                                                 | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4326257.18   | 0.04%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| FRETE 2021-ML08 TRUST                                                                                  | OT FEDMFH 1.85 07/25/2037                                                        | CUSIP: 30318LAK3<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |   14787490 | PA      | $1682605.61   | 0.02%             | 2037-07-25      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR12 1A1                                                               | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     174584 | PA      | $164596.77    | 0.00%             | 2036-10-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO 4 LTD                                                                                       | ABBSL 2023-4A A1R                                                                | CUSIP: 00037VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1000750.00   | 0.01%             | 2038-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-68 YS                                                                   | CUSIP: 3136A7AP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     297631 | PA      | $30328.64     | 0.00%             | 2042-07-25      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| 3M Company                                                                                             | MMM 5.15 03/15/35                                                                | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2347000 | PA      | $2363684.52   | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UK CLEARING HOUSE LIMITED                                                                              | IRS ZAR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-98617.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2018-3 HT                                                                   | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    3066026 | PA      | $2670121.10   | 0.02%             | 2057-08-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                               | MPC 5.125 12/15/26                                                               | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3138000 | PA      | $3148781.32   | 0.03%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION LOAN TRUST 2021-D                                                            | NAVSL 2021-DA C                                                                  | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4519580 | PA      | $4218010.79   | 0.04%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-5                                                                        | JPMMT 2020-5 B3                                                                  | CUSIP: 46653JCA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1847563 | PA      | $1612732.43   | 0.01%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                           | BMY 5.1 02/22/31                                                                 | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2163000 | PA      | $2223981.37   | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4084 TZ                                                                      | CUSIP: 3137AS7J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    8530033 | PA      | $8199840.01   | 0.07%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V17 MORTGAGE TRUST                                                                      | BMARK 2025-V17 C                                                                 | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2258091.00   | 0.02%             | 2058-09-17      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA5039                                                                        | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40729436 | PA      | $41089908.97  | 0.37%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | SLST 2019-3 A2C                                                                  | CUSIP: 35564CEJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   32340000 | PA      | $30579235.76  | 0.27%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-C TRUST                                                            | SOFI 2018-C BFX                                                                  | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5800000 | PA      | $5619815.46   | 0.05%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                                         | FBINUS 4 03/25/32                                                                | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    1487000 | PA      | $1400742.85   | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-3                                                                          | SEMT 2024-3 A19                                                                  | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     766065 | PA      | $768841.96    | 0.01%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                                                | ETR 5 09/01/33                                                                   | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    1801000 | PA      | $1808829.92   | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 5.85 02/15/56                                                               | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3012000 | PA      | $2925115.52   | 0.03%             | 2056-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2143 ZB                                                                      | CUSIP: 3133TKML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     108283 | PA      | $110579.68    | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                                       | GATX 5.3 04/15/36 144A                                                           | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    4571000 | PA      | $4488805.97   | 0.04%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C59                                                         | WFCM 2021-C59 C                                                                  | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4132675.00   | 0.04%             | 2054-04-17      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-69 KA                                                                   | CUSIP: 38378TQB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     268690 | PA      | $241100.50    | 0.00%             | 2042-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                                                 | Culligan International Term Loan B 275 2028-07-01                                | CUSIP: 00132UAQ7<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2295165.40   | 0.02%             | 2028-07-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AH1141                                                                        | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3003 | PA      | $2973.22      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FH 1G1969                                                                        | CUSIP: 3128QSFJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1908 | PA      | $1967.49      | 0.00%             | 2037-05-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                                           | HON 4.75 02/01/32                                                                | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     316000 | PA      | $316825.54    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V3.509 01/23/29                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1112156.68   | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CB1273                                                                        | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4208074 | PA      | $3441359.27   | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Idaho Power Company                                                                                    | IDA 4.85 03/01/36                                                                | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    3844000 | PA      | $3764009.78   | 0.03%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN BV3099                                                                        | CUSIP: 3140MGNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9450492 | PA      | $8413318.17   | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC                                                                         | FSRIA 2026-FL11 A                                                                | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5005067.50   | 0.04%             | 2044-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 395086                                                                        | CUSIP: 31378C2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1285 | PA      | $1349.22      | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2007-7 EI                                                                    | CUSIP: 38375JJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     506756 | PA      | $41151.16     | 0.00%             | 2037-02-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| MUFG Bank Ltd New York Branch                                                                          | MUFG F 09/10/26 Ycd                                                              | CUSIP: 55381BTD0<br>LEI: N/A                  | Long             | STIV             | CORP              | JP        |    3650000 | PA      | $3650053.65   | 0.03%             | 2026-09-10      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                           | The Sherwin-Williams Company 0% CP 22/04/2026                                    | CUSIP: 82434UDN4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   18000000 | PA      | $17957793.60  | 0.16%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                                          | AIZ 5.55 02/15/36                                                                | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    7719000 | PA      | $7742903.43   | 0.07%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                                        | IEP 10 11/15/29 144A                                                             | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $986398.20    | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE SA                                                                                     | ACAFP V4.656 01/12/32 144a                                                       | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    3950000 | PA      | $3897133.00   | 0.03%             | 2032-01-12      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SPGN TRUST 2026-TFLM                                                                                   | SPGN 2026-TFLM A                                                                 | CUSIP: 847946AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9958908.00   | 0.09%             | 2041-02-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM                                                                             | SCLP 2025-1 C                                                                    | CUSIP: 83406YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4652000 | PA      | $4711734.01   | 0.04%             | 2034-02-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST 2016-2                                                                              | HERO 2016-2A A                                                                   | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     319239 | PA      | $303553.02    | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                                          | GS Mortgage-Backed Securities Trust 2026-PJ3                                     | CUSIP: 362976DC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1936188.20   | 0.02%             | 2056-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GN 723362                                                                        | CUSIP: 3620A9TT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     114913 | PA      | $116397.30    | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                          | ICE 3.625 09/01/28                                                               | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3738000 | PA      | $3683137.93   | 0.03%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BK8876                                                                        | CUSIP: 3140HN2J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2081981 | PA      | $1991785.19   | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                               | T 4.9 11/01/35                                                                   | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6059000 | PA      | $5913103.95   | 0.05%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Company                                                                             | PPL 5.45 04/15/33 KENT                                                           | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     873000 | PA      | $902662.47    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                                 | TFC V4.964 10/23/36 MTN                                                          | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     274000 | PA      | $265507.29    | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                                                  | BAC V2.972 02/04/33 MTN                                                          | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6254000 | PA      | $5662867.85   | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG V84335                                                                        | CUSIP: 3132L9Y82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     178790 | PA      | $176098.01    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                            | NBNAUS 6 10/06/33 144A                                                           | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1962000 | PA      | $2114626.69   | 0.02%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 6.55 06/01/34                                                               | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2649000 | PA      | $2751644.35   | 0.02%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2018-1                                                                         | FSMT 2018-1 B3                                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1867734 | PA      | $1713396.19   | 0.02%             | 2048-03-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                                                | STACR 2021-DNA7 M2                                                               | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-O            | USGSE             | US        |    1000000 | PA      | $1002805.60   | 0.01%             | 2041-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                            | TRS IBXXLLTR INDEX                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |          1 | NC      | $-198000.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BM6364                                                                        | CUSIP: 3140JBCA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     776865 | PA      | $766931.22    | 0.01%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE (NEW YORK BRANCH)                                                                     | SOCIETE GENERALE (NEW YORK BRANCH)                                               | CUSIP: 83369XZG6<br>LEI: 254900J6B390XMPVLV82 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5001400.10   | 0.04%             | 2026-05-12      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2019-21 AI                                                                   | CUSIP: 3136B4QN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    7944134 | PA      | $2365327.62   | 0.02%             | 2059-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wcore Commercial Mortgage Trust 2024-Core                                                              | WCORE 2024-CORE B                                                                | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3005414.40   | 0.03%             | 2041-11-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-1 LTD                                                                           | PLMRS 2021-1A BR                                                                 | CUSIP: 69701WAQ9<br>LEI: 549300O6Q3S8TEDA9I81 | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5764509.80   | 0.05%             | 2038-04-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Cargill Inc.                                                                                           | CARGIL 1.7 02/02/31 144A                                                         | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $1962637.56   | 0.02%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 6.1 06/01/29                                                                | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    4993000 | PA      | $5173038.89   | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                                 | BX 2026-VLT9 A                                                                   | CUSIP: 05618UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7478279.25   | 0.07%             | 2045-03-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM8785                                                                        | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3476446 | PA      | $2990073.76   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AU3741                                                                        | CUSIP: 3138X3EP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1843461 | PA      | $1737058.38   | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q36104                                                                        | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     494167 | PA      | $475878.22    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                              | TOYOTA 4.8 05/15/30                                                              | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $4925900.93   | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2015-2                                                                       | TPMT 2015-2 2B2                                                                  | CUSIP: 89171YBD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2619062 | PA      | $2612520.14   | 0.02%             | 2057-11-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| SoftBank Corp                                                                                          | SOBKCO 4.699 07/09/30 144A                                                       | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    3371000 | PA      | $3352477.91   | 0.03%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                       | CWALT 2006-18CB A10                                                              | CUSIP: 02147FAU0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108941 | PA      | $39374.50     | 0.00%             | 2036-07-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                                      | NWE 5.073 03/21/30 144A                                                          | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    7776000 | PA      | $7903053.62   | 0.07%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4950 KE                                                                      | CUSIP: 3137FRCP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3863387 | PA      | $3440825.34   | 0.03%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                                  | IBM 4.9 07/27/52                                                                 | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3191000 | PA      | $2693603.23   | 0.02%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                               | T 6.05 08/15/56                                                                  | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3031000 | PA      | $2987288.55   | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2018-1                                                                         | MSAIC 2018-2GS B                                                                 | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335095 | PA      | $304467.58    | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                                           | CAS 2025-R02 1B1                                                                 | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   10950000 | PA      | $10973557.83  | 0.10%             | 2045-02-27      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SOUND PNT CLO LTD 2022-33                                                                              | SNDPT 2022-1A BR                                                                 | CUSIP: 83616KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3000330.00   | 0.03%             | 2035-04-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc                                       | ALIANT 6.5 10/01/31 144A                                                         | CUSIP: 01883LAG8<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2703793.40   | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 3 02/15/41                                                                  | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     217000 | PA      | $158759.24    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2022-52 IO                                                                   | CUSIP: 3136BNZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   66963653 | PA      | $12324559.93  | 0.11%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 3394 ZY                                                                      | CUSIP: 31397PEZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      26699 | PA      | $27666.75     | 0.00%             | 2037-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS6542                                                                        | CUSIP: 3138WGHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133628 | PA      | $125683.50    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD                                                 | ARCREN 2026-FL1 A                                                                | CUSIP: 03881XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2350000 | PA      | $2354607.18   | 0.02%             | 2043-09-22      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-9 SM                                                                    | CUSIP: 3136ABQV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2126212 | PA      | $109953.24    | 0.00%             | 2033-02-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                                            | GLPI 5.25 02/15/33                                                               | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    7759000 | PA      | $7612686.99   | 0.07%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2017-10 SA                                                                   | CUSIP: 3136AVPH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   11568617 | PA      | $875286.15    | 0.01%             | 2047-03-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ2                                                           | GSMBS 2024-PJ2 B3                                                                | CUSIP: 36271PBW9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     805465 | PA      | $793125.99    | 0.01%             | 2054-07-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-137577.60   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2114 ZM                                                                      | CUSIP: 3133THQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      13210 | PA      | $13387.11     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                           | BRAZIL 6.625 03/15/35                                                            | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6075000 | PA      | $6228393.75   | 0.06%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-HR2                                                                | MSC 2017-HR2 XA                                                                  | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   36376439 | PA      | $481591.32    | 0.00%             | 2050-12-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                                                                | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5014.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                                | HYNMTR 5.68 06/26/28 144A                                                        | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2717000 | PA      | $2770952.69   | 0.02%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                   | RY V4.696 08/06/31                                                               | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3091000 | PA      | $3085287.52   | 0.03%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH3076                                                                        | CUSIP: 3140GRM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450184 | PA      | $440557.54    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust Series 2014-2A                                                      | UAL 3.75 09/03/26 A                                                              | CUSIP: 90932QAA4<br>LEI: 549300MKG4NHSVSIVR18 | Long             | ABS-O            | CORP              | US        |    3817569 | PA      | $3809104.54   | 0.03%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA7261                                                                        | CUSIP: 3140QFB73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17977364 | PA      | $15941978.94  | 0.14%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-168 BI                                                                  | CUSIP: 38377R4K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     815404 | PA      | $120974.06    | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                            | ABBV 5.65 03/15/66                                                               | CUSIP: 00287YEJ4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    6040000 | PA      | $5886643.61   | 0.05%             | 2066-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4941 CZ                                                                      | CUSIP: 3137FQRX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2127299 | PA      | $1880594.73   | 0.02%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2014-70 IO                                                                   | CUSIP: 3136ALUN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3675905 | PA      | $516917.89    | 0.00%             | 2044-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ohio Valley Midstream                                                                                  | Ohio Valley Midstream Term Loan B 325 2031-08-01                                 | CUSIP: 12673CAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2294686 | PA      | $2296597.79   | 0.02%             | 2031-08-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHRR R007 ZA                                                                     | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1524284 | PA      | $1590328.84   | 0.01%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                                       | DB 5.414 05/10/29                                                                | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6636000 | PA      | $6817535.35   | 0.06%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Mercedes-Benz Finance North America LLC                                                                | MBGGR 4.8 08/01/29 144A                                                          | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3556744.51   | 0.03%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Aqua Finance Trust 2019-A                                                                              | AQFIT 2019-A A                                                                   | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     284007 | PA      | $276720.63    | 0.00%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                                     | IRM 6.25 01/15/33 144A                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2030120.68   | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2018-15 SC                                                                   | CUSIP: 3136B1GM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   17514918 | PA      | $1595373.45   | 0.01%             | 2048-03-25      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                                                                  | LMT 2006-7 2A4                                                                   | CUSIP: 52520QAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12089604 | PA      | $1794046.46   | 0.02%             | 2036-11-25      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                                               | EDF 4.875 09/21/38 144A                                                          | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3791000 | PA      | $3516005.98   | 0.03%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BRSP 2026-FL3 Ltd / BRSP 2026-FL3 LLC                                                                  | BRSP 2026-FL3 A                                                                  | CUSIP: 116686AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10012387.00  | 0.09%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FR QD8210                                                                        | CUSIP: 3133B6DP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5225011 | PA      | $4465491.74   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                                                       | AQNCN 5.577 01/31/29 144A                                                        | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $2509244.62   | 0.02%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2021-1 LTD                                                                           | PLMRS 2021-1A A2R                                                                | CUSIP: 69701WAN6<br>LEI: 549300O6Q3S8TEDA9I81 | Long             | ABS-CBDO         | CORP              | KY        |   21880000 | PA      | $21762920.12  | 0.19%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                              | MARS 5 03/01/32 144A                                                             | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2888632.78   | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                                  | LOW 4.45 04/01/62                                                                | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     157000 | PA      | $118934.37    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-97 BI                                                                   | CUSIP: 3136AQF39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3171375 | PA      | $469820.92    | 0.00%             | 2046-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Company                                                                    | XEL 6 06/01/54                                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     497000 | PA      | $501044.10    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                                               | UNITED OVERSEAS BANK LTD                                                         | CUSIP: 91127RLA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5052855.93   | 0.05%             | 2026-08-03      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                               | AXP V5.098 02/16/28                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2732000 | PA      | $2747230.05   | 0.02%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Beacon Container Finance II LLC                                                                        | BEACN 2021-1A A                                                                  | CUSIP: 07359BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4399109 | PA      | $4098408.47   | 0.04%             | 2046-10-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG C01271                                                                        | CUSIP: 31292HMU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1154 | PA      | $1194.70      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BETHESDA SECURITIES, LLC                                                                               | BETHESDA SECURITIES LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   40395030 | PA      | $40395030.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDINGS LLC                                                                         | RCM 6.875 11/15/31 144A                                                          | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2918843.98   | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                                   | JPM V2.069 06/01/29                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4497000 | PA      | $4279570.05   | 0.04%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P4                                                            | CGCMT 2016-P4 XA                                                                 | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   25583921 | PA      | $1283.03      | 0.00%             | 2049-07-12      | Variable      | 1.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-116 UB                                                                  | CUSIP: 3136AG3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1008472 | PA      | $967004.64    | 0.01%             | 2043-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2007-17 IC                                                                   | CUSIP: 38375JSX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2911008 | PA      | $128556.53    | 0.00%             | 2037-04-16      | Floating      | 2.46%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2021-3                                                                             | RCKT 2021-3 AX1                                                                  | CUSIP: 74938DBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  177637623 | PA      | $1306906.64   | 0.01%             | 2051-07-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                             | NTRS V5.117 11/19/40                                                             | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   12118000 | PA      | $11804109.02  | 0.11%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                                  | DNKN 2019-1A A23                                                                 | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4441250 | PA      | $4396479.09   | 0.04%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 5.125 06/15/39                                                               | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2134000 | PA      | $2012269.11   | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAMELOT US ACQUISITION 1 CO                                                                            | CAMELOT US ACQUISITION LLC                                                       | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |    3000000 | PA      | $2610000.00   | 0.02%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C18                                                                      | CUSIP: 31325VVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1864335 | PA      | $325662.50    | 0.00%             | 2045-02-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co.                                                                                      | SO 5.85 11/15/33                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $1185292.26   | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                         | APP 5.375 12/01/31                                                               | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    5832000 | PA      | $5891334.07   | 0.05%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                     | META 4.2 11/15/30                                                                | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    4759000 | PA      | $4713919.56   | 0.04%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH1616                                                                        | CUSIP: 3140GPYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1774347 | PA      | $1749643.79   | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNW 2002-W9 A4                                                                   | CUSIP: 31392ESN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2217845 | PA      | $2229463.45   | 0.02%             | 2042-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3171 PS                                                                      | CUSIP: 31396TUX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     244708 | PA      | $16397.15     | 0.00%             | 2036-06-15      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2016-4                                                                        | JPMMT 2017-1 B4                                                                  | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     781036 | PA      | $699635.54    | 0.01%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 607367                                                                        | CUSIP: 31388KW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6583 | PA      | $6810.09      | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-15 PZ                                                                   | CUSIP: 3136A4LE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   10446134 | PA      | $10115730.13  | 0.09%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                       | American Electric Power Co, Inc. 0% CP 10/04/2026                                | CUSIP: 0255E3DA3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   25000000 | PA      | $24972330.00  | 0.22%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                                 | Southern Power Company 0% CP 02/04/2026                                          | CUSIP: 84364UD20<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | STIV             | CORP              | US        |    8000000 | PA      | $7998241.60   | 0.07%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4203 BN                                                                      | CUSIP: 3137B2BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1792949 | PA      | $1746679.44   | 0.02%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4301 SD                                                                      | CUSIP: 3137B8CC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   13518181 | PA      | $875578.01    | 0.01%             | 2037-07-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Heico Corp                                                                                             | HEI 5.25 08/01/28                                                                | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    4298000 | PA      | $4381568.55   | 0.04%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 6.44 01/26/36 144A                                                          | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3250000 | PA      | $3430537.50   | 0.03%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 784828                                                                        | CUSIP: 3622AAHD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11379187 | PA      | $10592717.62  | 0.09%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-17 QZ                                                                   | CUSIP: 3136A4F38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2868463 | PA      | $2788078.03   | 0.02%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                                                                       | SEE 1.573 10/15/26 144A                                                          | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2980647.21   | 0.03%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                                           | NSC 5.05 08/01/30                                                                | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     339000 | PA      | $346421.17    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Stryker Corporation                                                                                    | SYK 4.85 02/10/30                                                                | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3771000 | PA      | $3823242.60   | 0.03%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | 5-Year T-Note Futures, Jun-2026,ETH                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       7391 | NC      | $-4758009.46  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $2355569.19   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -966326400 | NC      | $-1281952.76  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2022-1 LTD                                                                                 | EMPWR 2022-1A A1R                                                                | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21900000 | PA      | $21900591.30  | 0.20%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GREYSTONE CRE NOTES 2025-FL4 LTD                                                                       | GSTNE 2025-FL4 A                                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7002857.40   | 0.06%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STREET CLO LTD                                                                              | SYMP 2012-9A CR3                                                                 | CUSIP: 13079WDG0<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6613635.60   | 0.06%             | 2032-07-16      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                                             | GWT 2024-WLF2 A                                                                  | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4255121.68   | 0.04%             | 2041-05-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Great American Outdoors (Bass Pro Shops)                                                               | Great American Outdoors (Bass Pro Shops) Term Loan B 325 2032-01-12              | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    2294192 | PA      | $2292962.23   | 0.02%             | 2032-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                                | FR SD8091                                                                        | CUSIP: 3132DV7C3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |     696992 | PA      | $593029.23    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                                                                           | AEE 5 01/15/29                                                                   | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1788000 | PA      | $1816571.40   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GALTON FUNDING MORTGAGE TRUST 2018-2                                                                   | GFMT 2018-2 A51                                                                  | CUSIP: 36418GBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     262419 | PA      | $255181.67    | 0.00%             | 2058-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2001-72 SC                                                                   | CUSIP: 31392BGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      85395 | PA      | $1537.74      | 0.00%             | 2031-12-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM                                                                 | AHPT 2024-ATRM B                                                                 | CUSIP: 04963XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4063010.80   | 0.04%             | 2029-11-10      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2009-98 DA                                                                   | CUSIP: 38374XF26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     367081 | PA      | $363387.37    | 0.00%             | 2039-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                                                      | LNT 5.375 03/30/34                                                               | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1502942.18   | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 2021-A LLC                                                                  | ELFI 2021-A B                                                                    | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1090221 | PA      | $896298.20    | 0.01%             | 2046-12-26      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                                  | QUIKHO 6.375 03/01/32 144A                                                       | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2151276.36   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 4.5 02/15/27                                                                 | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4673000 | PA      | $4673513.00   | 0.04%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2007-85 SM                                                                   | CUSIP: 31396XQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     461273 | PA      | $40281.12     | 0.00%             | 2037-09-25      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                                                           | RBC DOMINION SECURITIES INC                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |   32383612 | PA      | $32383612.00  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                      | ES 5.45 03/01/28                                                                 | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2696000 | PA      | $2740633.82   | 0.02%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                        | CI 2.375 03/15/31                                                                | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4706000 | PA      | $4229471.33   | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-67 AV                                                                   | CUSIP: 3136AP4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2000000 | PA      | $1900142.20   | 0.02%             | 2036-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KSL COMMERCIAL MORTGAGE TRUST 2024-HT2                                                                 | KSL 2024-HT2 B                                                                   | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4456048 | PA      | $4455396.25   | 0.04%             | 2039-12-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                                 | OCPMR 6.75 05/02/34 144A                                                         | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    6800000 | PA      | $7101614.00   | 0.06%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2930 ZL                                                                      | CUSIP: 31395MPZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      68865 | PA      | $69606.52     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $299696.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)                                                             | SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH)                                       | CUSIP: 86959TUX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4907107.63   | 0.04%             | 2026-10-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH4690                                                                        | CUSIP: 3140GTF88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     404372 | PA      | $398268.55    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BONDS 2024-FL13 LLC                                                                                    | BDS 2024-FL13 A                                                                  | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2003978.50   | 0.02%             | 2039-09-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3                                          | SCRT 2020-3 TTU                                                                  | CUSIP: 35563PSU4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     744702 | PA      | $688486.45    | 0.01%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust Series 2016-2                                                       | UAL 2.875 10/07/28 AA                                                            | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2905079 | PA      | $2805260.81   | 0.03%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG J31680                                                                        | CUSIP: 31307M2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      54669 | PA      | $53019.14     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc.                                                                            | Mondelez International Inc. 0% CP 22/04/2026                                     | CUSIP: 60920WDN7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | STIV             | CORP              | US        |   75000000 | PA      | $74817502.50  | 0.67%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                                     | ABNANV V3.324 03/13/37 144A                                                      | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    3137000 | PA      | $2801297.36   | 0.03%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                        | CDS CDX.EM.44.V1                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $8539907.26   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AB8941                                                                        | CUSIP: 31417F5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     642165 | PA      | $605100.63    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                                         | ATWALD 4.625 11/15/28                                                            | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4817624.48   | 0.04%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4306                                                                        | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19500115 | PA      | $16544766.72  | 0.15%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                         | ECOPET 8.375 01/19/36                                                            | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    9510000 | PA      | $9655978.50   | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                                              | TIBX 8.25 06/30/32 144A                                                          | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3436230.37   | 0.03%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q32095                                                                        | CUSIP: 3132QNKH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1017200 | PA      | $956885.64    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4161 WI                                                                      | CUSIP: 3137AYPL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2263144 | PA      | $151266.82    | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                      | HSBC V4.619 11/06/31                                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4589000 | PA      | $4526627.78   | 0.04%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                      | NWG V5.778 03/01/35                                                              | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3236000 | PA      | $3346242.59   | 0.03%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                       | FN BP8913                                                                        | CUSIP: 3140KG3X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     183511 | PA      | $156087.33    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                                           | FOCS 6.75 09/15/31 144A                                                          | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2718853.74   | 0.02%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 303 C17                                                                      | CUSIP: 31325UEF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4162394 | PA      | $666662.41    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2003-66 SA                                                                   | CUSIP: 31393C4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     462870 | PA      | $47936.26     | 0.00%             | 2033-07-25      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | IRS IFS USD                                                                      | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |          1 | NC      | $-210220.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2007-40 SE                                                                   | CUSIP: 38375KB27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     807669 | PA      | $81159.76     | 0.00%             | 2037-07-20      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q36181                                                                        | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     945508 | PA      | $910710.81    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                                        | BHP 5.125 02/21/32                                                               | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    3578000 | PA      | $3655052.73   | 0.03%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2020-A                                                            | LRK 2020-A A2FX                                                                  | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2243124 | PA      | $2096048.65   | 0.02%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                                           | NNN 4.6 02/15/31                                                                 | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    3897000 | PA      | $3875395.19   | 0.03%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                               | T 4.5 05/15/35                                                                   | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     388000 | PA      | $367955.94    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                                     | R 4.95 09/01/29 GMTN                                                             | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2193000 | PA      | $2222218.57   | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B12 MORTGAGE TRUST                                                                      | BMARK 2019-B12 XA                                                                | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46403671 | PA      | $1059300.67   | 0.01%             | 2052-08-16      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR RA6765                                                                        | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5430045 | PA      | $4653243.89   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                                         | PEG 5.75 05/15/35 144A                                                           | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4066000 | PA      | $4131960.81   | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2009-50 HZ                                                                   | CUSIP: 31396QLY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3461190 | PA      | $3493724.23   | 0.03%             | 2049-02-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                       | BPLN 5.227 11/17/34                                                              | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3099000 | PA      | $3163867.62   | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-122 GZ                                                                  | CUSIP: 38380YS48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     221212 | PA      | $174043.67    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |   47099000 | NC      | $-250850.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G03073                                                                        | CUSIP: 3128M4XA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9320 | PA      | $9634.36      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BM4472                                                                        | CUSIP: 3140J86J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5832025 | PA      | $5467508.24   | 0.05%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                                                | AMCR 5.45 05/23/29                                                               | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    1546000 | PA      | $1584460.74   | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1Inv                                                                      | FSMT 2020-1INV B1A                                                               | CUSIP: 33851YBA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1772512 | PA      | $1635430.02   | 0.01%             | 2050-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BF0135                                                                        | CUSIP: 3140FXEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6498868 | PA      | $6485719.98   | 0.06%             | 2056-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2006-104 ES                                                                  | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      45026 | PA      | $57298.11     | 0.00%             | 2036-11-25      | Floating      | 14.57%                | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4283                                                                        | CUSIP: 31418DXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1657292 | PA      | $1462995.14   | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                      | LPLA 5.15 06/15/30                                                               | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4801000 | PA      | $4827289.08   | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                                      | WFC V6.125 PERP GG                                                               | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5949000 | PA      | $5972966.68   | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| COMM 2024-CBM MORTGAGE TRUST                                                                           | COMM 2024-CBM A2                                                                 | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3013113.60   | 0.03%             | 2041-12-12      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                           | Equifax Inc. 0% CP 10/04/2026                                                    | CUSIP: 29442LDA3<br>LEI: 5493004MCF8JDC86VS77 | Long             | STIV             | CORP              | US        |   45000000 | PA      | $44950194.00  | 0.40%             | 2026-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2013-167 PI                                                                  | CUSIP: 38378YAT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    2011500 | PA      | $260559.18    | 0.00%             | 2043-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GODDARD FUNDING LLC 2022-1                                                                             | GDRD 2022-1A A2                                                                  | CUSIP: 380241AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4619375 | PA      | $4648888.19   | 0.04%             | 2052-10-30      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                                                | STACR 2022-DNA2 B1                                                               | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-O            | USGSE             | US        |    1400000 | PA      | $1433736.36   | 0.01%             | 2042-02-25      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.5 02/28/31                                                                   | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59331900 | PA      | $58184661.94  | 0.52%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer Inc                   | PK 7 02/01/30 144A                                                               | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2932342.61   | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -20094000 | NC      | $-273016.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2017-54 D                                                                    | CUSIP: 3136AXDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3433200 | PA      | $3085404.69   | 0.03%             | 2047-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHMS K-1516 X1                                                                   | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   13092353 | PA      | $1315395.25   | 0.01%             | 2035-05-25      | Variable      | 1.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                                           | NOVNVX 5.7 03/18/56                                                              | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4819000 | PA      | $4856838.98   | 0.04%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNS 428 C28                                                                      | CUSIP: 31423YKC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72429875 | PA      | $3668037.21   | 0.03%             | 2037-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd.                                                                          | TACHEM 5.3 07/05/34                                                              | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     916000 | PA      | $926738.75    | 0.01%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 5.55 11/20/65                                                               | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6644000 | PA      | $6282361.17   | 0.06%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        480 | NC      | $527940.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHL MORTGAGE PASS-THROUGH TRUST 2007-7                                                                 | CWHL 2007-7 A7                                                                   | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     427064 | PA      | $188606.73    | 0.00%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                                | HYNMTR 5.4 03/29/32 144A                                                         | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5177000 | PA      | $5266803.09   | 0.05%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Micron Technology Inc.                                                                                 | MU 6.05 11/01/35                                                                 | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   10003000 | PA      | $10798040.34  | 0.10%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM9867                                                                        | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2146358 | PA      | $1845996.89   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                             | AMT 5.25 07/15/28                                                                | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1093830.84   | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                                           | CDNS 4.3 09/10/29                                                                | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    3662000 | PA      | $3651185.38   | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BP6749                                                                        | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     170898 | PA      | $145317.71    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH2620                                                                        | CUSIP: 3140GQ4E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     609479 | PA      | $569355.51    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                                    | BNS V4.74 11/10/32                                                               | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    6515000 | PA      | $6505943.95   | 0.06%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                                                   | TRFIG 2024-1A A2                                                                 | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   12450000 | PA      | $12481062.75  | 0.11%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                                                     | ATH 6.25 04/01/54                                                                | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    8638000 | PA      | $7934746.39   | 0.07%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5014 HI                                                                      | CUSIP: 3137FVX64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   38135310 | PA      | $7756920.39   | 0.07%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ICON Investments Six DAC                                                                               | ICLR 5.849 05/08/29                                                              | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    4435000 | PA      | $4522825.51   | 0.04%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN 591497                                                                        | CUSIP: 31387RDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         85 | PA      | $87.80        | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                                                 | BGCLO 2025-12A A1                                                                | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   13650000 | PA      | $13623177.75  | 0.12%             | 2038-04-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                                     | BX 2025-VLT6 C                                                                   | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7200000 | PA      | $7143194.16   | 0.06%             | 2042-03-17      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR QD6347                                                                        | CUSIP: 3133B4BQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10381606 | PA      | $8543109.92   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                           | AVGO 5.2 04/15/32                                                                | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1268000 | PA      | $1298445.01   | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                                    | ABT 5.5 03/15/56                                                                 | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4835000 | PA      | $4744277.61   | 0.04%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                    | Virginia Electric and Power Company 0% CP 24/04/2026                             | CUSIP: 92780KDQ8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | STIV             | CORP              | US        |   90000000 | PA      | $89768142.00  | 0.80%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA6                                                                | STACR 2022-DNA6 M2                                                               | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-O            | USGSE             | US        |    2534500 | PA      | $2697336.56   | 0.02%             | 2042-09-25      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                                   | WY 4.75 05/15/26                                                                 | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     469000 | PA      | $469151.73    | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4078                                                                        | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22240894 | PA      | $18939360.39  | 0.17%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 AZ6430                                                                        | CUSIP: 36197KEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     214131 | PA      | $198233.09    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Company                                                                    | PPL 5.45 04/15/33 LOU                                                            | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     873000 | PA      | $903240.55    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 2.8 04/01/31                                                                | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1518000 | PA      | $1363240.70   | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Terex Corporation                                                                                      | TEX 6.25 10/15/32 144A                                                           | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2740245.61   | 0.02%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GS MORTGAGE SECURITIES CORP                                                                            | GSAA 2006-7 AF2                                                                  | CUSIP: 362334NB6<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |    2395707 | PA      | $810665.01    | 0.01%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CB3285                                                                        | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5444668 | PA      | $4480489.25   | 0.04%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AL5001                                                                        | CUSIP: 3138EMRX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     780724 | PA      | $762185.61    | 0.01%             | 2043-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                                                | LGENSO 5.875 04/02/36 144A                                                       | CUSIP: 50205MAN9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    3017000 | PA      | $2996635.25   | 0.03%             | 2036-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-13                                                                         | SEMT 2025-13 A19                                                                 | CUSIP: 81750DAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8584351 | PA      | $8517693.47   | 0.08%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mtg Tr 2018-6Rr                                                                               | FSMT 2018-6RR B3                                                                 | CUSIP: 33851FBR7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-O            | CORP              | US        |    2377946 | PA      | $2319964.07   | 0.02%             | 2048-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP MORTGAGE TRUST                                                                              | IP 2025-IP C                                                                     | CUSIP: 449843AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5064562.50   | 0.05%             | 2042-06-12      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Acres 2025-FL3 LLC                                                                                     | ACRES 2025-FL3 A                                                                 | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5017961.50   | 0.04%             | 2040-08-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| REDWOOD FUNDING TRUST 2025-2                                                                           | RFT 2025-2 A                                                                     | CUSIP: 75806EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1416001 | PA      | $1423946.96   | 0.01%             | 2055-10-27      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)       | ACI 5.75 03/31/34 144A                                                           | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3188585.96   | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTAL EXCHANGE, INC.                                                                        | CDS CDX.NA.HY.46.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $15855005.11  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                            | EQNR 4.5 09/03/30                                                                | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2517000 | PA      | $2531155.86   | 0.02%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3934 CB                                                                      | CUSIP: 3137AG6F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1044066 | PA      | $1009208.65   | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunnova Helios Ii Issuer Llc                                                                           | SNVA 2018-1A A                                                                   | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3693634 | PA      | $3570044.63   | 0.03%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                              | AMH 5.5 02/01/34                                                                 | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    4121000 | PA      | $4160815.49   | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 326 350                                                                      | CUSIP: 3132HT3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7173445 | PA      | $6650415.59   | 0.06%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V16 MORTGAGE TRUST                                                                      | BMARK 2025-V16 C                                                                 | CUSIP: 08164RAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5053359.00   | 0.05%             | 2058-08-16      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK (NEW YORK BRANCH)                                                                | TORONTO-DOMINION BANK (NEW YORK BRANCH)                                          | CUSIP: 89115M2W5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5146764.77   | 0.05%             | 2026-09-11      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                                      | CPB 5.2 03/21/29                                                                 | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    3084000 | PA      | $3114056.20   | 0.03%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                                           | ORCL 5.375 09/27/54                                                              | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $4097117.75   | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V4.516 01/21/32                                                               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1019528.92   | 0.01%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                        | CVS 4.125 04/01/40                                                               | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $982478.59    | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2004-7 Z                                                                     | CUSIP: 31393UN25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     136118 | PA      | $139991.50    | 0.00%             | 2034-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM3 TRUST                                                                                    | MFRA 2020-NQM3 A3                                                                | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108078 | PA      | $104260.55    | 0.00%             | 2065-01-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                                    | Entergy Corporation 0% CP 21/05/2026                                             | CUSIP: 29366GEM9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   46000000 | PA      | $45733209.20  | 0.41%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RLI Corp                                                                                               | RLI 5.375 06/01/36 .                                                             | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |    2717000 | PA      | $2616982.67   | 0.02%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C2                                                                       | CUSIP: 31325VU69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3635760 | PA      | $675906.28    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR QD6550                                                                        | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4379381 | PA      | $3901536.88   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS5793                                                                        | CUSIP: 3138WFNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     209769 | PA      | $205481.37    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| First Industrial, L.P.                                                                                 | FR 5.25 01/15/31                                                                 | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    6043000 | PA      | $6109219.56   | 0.05%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                             | S 8.75 03/15/32                                                                  | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    4592000 | PA      | $5462523.72   | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                    | Dominion Energy Inc 0% CP 20/04/2026                                             | CUSIP: 2574P1DL3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | STIV             | CORP              | US        |    9675000 | PA      | $9653434.43   | 0.09%             | 2026-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                             | CARR 2.722 02/15/30                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     687000 | PA      | $641839.38    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                           | TMO 4.55 06/15/33                                                                | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4218000 | PA      | $4169017.93   | 0.04%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO IX LTD                                                                                     | ELMW9 2021-2A BR                                                                 | CUSIP: 29003UAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17790000 | PA      | $17802630.90  | 0.16%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -12881000 | NC      | $-86521.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                      | WFC V5.499 01/23/35                                                              | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     520000 | PA      | $529501.85    | 0.00%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                                        | CUSIP: 01F030645<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53643000 | PA      | $47124943.67  | 0.42%             | 2056-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                                    | Entergy Corporation 0% CP 29/04/2026                                             | CUSIP: 29366GDV0<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   33000000 | PA      | $32891667.60  | 0.29%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4316 XZ                                                                      | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3690555 | PA      | $3641265.36   | 0.03%             | 2044-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Company                                                                                | SON 4.6 09/01/29                                                                 | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    2396000 | PA      | $2389989.30   | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Old Line Funding LLC                                                                                   | Old Line Funding LLC 0% CP 24/06/2026                                            | CUSIP: 67983UFQ1<br>LEI: 5493004QSN8OZAIU2J90 | Long             | ABS-APCP         | CORP              | US        |    8900000 | PA      | $8817836.09   | 0.08%             | 2026-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-CAR1 LLC                                                | BVCLN 2024-CAR1 A                                                                | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    4284018 | PA      | $4296748.97   | 0.04%             | 2031-12-26      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                         | HPE 5.6 10/15/54                                                                 | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    3782000 | PA      | $3378786.31   | 0.03%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc.                                                                                      | EVRG 2.25 06/01/30 2020                                                          | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1937000 | PA      | $1771735.39   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FR QD8224                                                                        | CUSIP: 3133B6D56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7673990 | PA      | $6562909.94   | 0.06%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-44 EI                                                                   | CUSIP: 3136BAK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    7761063 | PA      | $1203239.14   | 0.01%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                                  | BBWI 6.75 07/01/36                                                               | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4152352.06   | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BMO 2024-5C6 MORTGAGE TRUST                                                                            | BMO 2024-5C6 C                                                                   | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $744126.08    | 0.01%             | 2057-09-17      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 311 S1                                                                       | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20173591 | PA      | $2008474.64   | 0.02%             | 2043-08-15      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| RATE MORTGAGE TRUST 2021-HB1                                                                           | RATE 2021-HB1 AX1                                                                | CUSIP: 75409XBN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  142114912 | PA      | $1761706.19   | 0.02%             | 2051-12-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-2 HE                                                                    | CUSIP: 3136A3XU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2583291 | PA      | $2527813.52   | 0.02%             | 2042-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                                 | FABSJV 5.9 01/25/30                                                              | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1717000 | PA      | $1777807.14   | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V5.164 04/20/29 MTN                                                           | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2154872.88   | 0.02%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                      | WFC V5.433 01/23/47                                                              | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11503000 | PA      | $10907909.66  | 0.10%             | 2047-01-23      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                                           | TMO 4.977 08/10/30                                                               | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4174000 | PA      | $4266478.68   | 0.04%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AL6134                                                                        | CUSIP: 3138ENY86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246138 | PA      | $225494.96    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                       | BMCAUS 6.5 08/15/32 144A                                                         | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1071500.14   | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Ryder System, Inc.                                                                                     | R 5.5 06/01/29 MTN                                                               | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3012000 | PA      | $3098132.39   | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                      | WFC V3.584 05/22/28 MTN                                                          | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2052000 | PA      | $2032975.97   | 0.02%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                        | GNR 2019-78 MB                                                                   | CUSIP: 38381WTU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     798785 | PA      | $583044.51    | 0.01%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cstl Commercial Mortgage Trust 2025-GATE2                                                              | CSTL 2025-GATE2 C                                                                | CUSIP: 12676JAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2456958.25   | 0.02%             | 2042-11-13      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5                                                         | WFCM 2025-VTT C                                                                  | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2460000 | PA      | $2465717.53   | 0.02%             | 2038-03-17      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust 2017-2                                                                  | SCOT 2017-2 B2                                                                   | CUSIP: 82281FCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1344264 | PA      | $1253040.29   | 0.01%             | 2047-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -200940000 | NC      | $-449325.43   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AU1292                                                                        | CUSIP: 3138X0NJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1177889 | PA      | $1078520.48   | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                                                       | SKANDINAVISKA ENSKILDA BANKEN AB                                                 | CUSIP: 83050WTR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5205417.63   | 0.05%             | 2026-09-16      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA5166                                                                        | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     423571 | PA      | $433359.90    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                        | CVS 5.05 03/25/48                                                                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     478000 | PA      | $410395.16    | 0.00%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG U99115                                                                        | CUSIP: 3132H7DV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2691909 | PA      | $2535969.48   | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCTAGON 58 LTD                                                                                         | OCT58 2022-1A BR                                                                 | CUSIP: 675932AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5930000 | PA      | $5934305.18   | 0.05%             | 2038-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHRR R008 ZA                                                                     | CUSIP: 31396U6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     607500 | PA      | $631821.05    | 0.01%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                      | ES 5.125 05/15/33                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1215570.56   | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| INTOWN 2025-STAY MORTGAGE TRUST                                                                        | TOWN 2025-STAY D                                                                 | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7499639.25   | 0.07%             | 2042-03-17      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                                   | ELV 5.2 02/15/35                                                                 | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1618000 | PA      | $1616013.71   | 0.01%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                        | CI 5.6 02/15/54                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $7183196.10   | 0.06%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Intercontinental Exchange Inc                                                                          | ICE 2.1 06/15/30                                                                 | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4467000 | PA      | $4062490.14   | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 COMMERCIAL MORTGAGE TRUST                                                               | CSAIL 2020-C19 C                                                                 | CUSIP: 12597NAY9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $2827816.20   | 0.03%             | 2053-03-17      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                                | BKH 6 01/15/35                                                                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1123000 | PA      | $1166329.53   | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH2597                                                                        | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     314969 | PA      | $301923.99    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 4.95 02/04/31                                                               | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5152000 | PA      | $5042676.62   | 0.05%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL20 LLC                                                                                      | MF1 2025-FL20 A                                                                  | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4400000 | PA      | $4408868.20   | 0.04%             | 2043-02-18      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH1617                                                                        | CUSIP: 3140GPYP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1262972 | PA      | $1244607.68   | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 2.9 03/15/27                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $2060310.75   | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                                                      | SLB 5 11/15/29 144A                                                              | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    2804000 | PA      | $2839413.51   | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                                                            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        |  -12881000 | NC      | $-79943.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                                 | CNP 5.4 06/01/29                                                                 | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1912000 | PA      | $1960320.18   | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                                     | RPRX 1.75 09/02/27                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1830000 | PA      | $1764669.59   | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                              | MARS 5.7 05/01/55 144A                                                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3458000 | PA      | $3374152.11   | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OCTAGON LTD                                                                                            | OCT32 2017-1A CR3                                                                | CUSIP: 67573CAY5<br>LEI: 5493009LQ0GMI27K0355 | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4507717.50   | 0.04%             | 2037-11-02      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                            | NWIDE 4.351 09/30/30 144A                                                        | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    2135000 | PA      | $2102049.61   | 0.02%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                           | MAR 5.25 10/15/35                                                                | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5414000 | PA      | $5388262.82   | 0.05%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2013-70 BI                                                                   | CUSIP: 3136AE2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2817376 | PA      | $199142.01    | 0.00%             | 2033-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federation des Caisses Desjardins du Quebec                                                            | CCDJ 5.25 04/26/29 144A                                                          | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    5974000 | PA      | $6105371.49   | 0.05%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Colombia (Republic Of)                                                                                 | COLOM 8 11/14/35                                                                 | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3764000 | PA      | $3950412.10   | 0.04%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4193 BP                                                                      | CUSIP: 3137B1H39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2128000 | PA      | $1979040.21   | 0.02%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2006-123 UI                                                                  | CUSIP: 31396PCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     259192 | PA      | $22613.06     | 0.00%             | 2037-01-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-15987.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2005-75 SP                                                                   | CUSIP: 31394FAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     200679 | PA      | $7590.93      | 0.00%             | 2035-08-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4461 AS                                                                      | CUSIP: 3137BHKK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    8294415 | PA      | $521573.99    | 0.00%             | 2045-04-15      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2004-56 FE                                                                   | CUSIP: 31393Y5T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      18955 | PA      | $18913.83     | 0.00%             | 2033-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                                        | CMLTI 2006-AR9 2A                                                                | CUSIP: 17310RAM1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     452187 | PA      | $401884.95    | 0.00%             | 2036-11-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V3.702 05/06/30                                                              | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1158000 | PA      | $1129631.61   | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                                               | BCONAL 2.5 08/11/30 REGS                                                         | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |    2000000 | PA      | $1773965.00   | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE SECURITIES CORP                                                             | WMALT 2005-10 2A3                                                                | CUSIP: 93934FGB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     778299 | PA      | $706673.51    | 0.01%             | 2035-11-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                                                | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1161279.63   | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Company LLC                                                                  | Concord Minutemen Capital Company LLC 0% CP 24/06/2026                           | CUSIP: 2063C1FQ8<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | ABS-APCP         | CORP              | US        |   53951000 | PA      | $53448047.20  | 0.48%             | 2026-06-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 3.2 07/15/36                                                               | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1431922.12   | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                                                                            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -12881000 | NC      | $26756.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNRUN ATHENA ISSUER 2018-1                                                                            | SUNRN 2018-1 A                                                                   | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    3692878 | PA      | $3573368.08   | 0.03%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2017-101 SA                                                                  | CUSIP: 38380FF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    5341271 | PA      | $641833.60    | 0.01%             | 2047-07-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                                   | NCLH 6.75 02/01/32 144A                                                          | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2200000 | PA      | $2184913.94   | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Ford Motor Company                                                                                     | F 3.25 02/12/32                                                                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2545924.88   | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Laboratory Corporation of America Holdings                                                             | LH 4.55 04/01/32                                                                 | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2706000 | PA      | $2673824.85   | 0.02%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FG G08784                                                                        | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2102316 | PA      | $1958150.72   | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                                     | MO 6.2 11/01/28                                                                  | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2697000 | PA      | $2813985.23   | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                    | Constellation Energy Generation LLC 0% CP 05/05/2026                             | CUSIP: 21038QE59<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   16750000 | PA      | $16676800.83  | 0.15%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                                        | BALN 5.125 03/26/29 144A                                                         | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    4302000 | PA      | $4391043.96   | 0.04%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2021-FL2 ISSUER LTD                                                            | ACRES 2026-FL4 A                                                                 | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7000000 | PA      | $7011797.10   | 0.06%             | 2044-08-18      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-100 MC                                                                  | CUSIP: 38381XP83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1349931 | PA      | $973334.27    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5505 AZ                                                                      | CUSIP: 3137HJ6N2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    5511687 | PA      | $5384380.92   | 0.05%             | 2055-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                           | RFM 2022-FRR1 CK60                                                               | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3590000 | PA      | $3425891.05   | 0.03%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMD 2 RE-REMIC TRUST                                                                                   | BMD2 2019-FRR1 3AB                                                               | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6295555 | PA      | $5580491.07   | 0.05%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-10 AI                                                                   | CUSIP: 3136BFMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  110116120 | PA      | $10843283.00  | 0.10%             | 2041-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BXSC COMMERCIAL MORTGAGE TRUST 2022                                                                    | BXSC 2022-WSS C                                                                  | CUSIP: 05610BAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9672140 | PA      | $9674876.20   | 0.09%             | 2035-03-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                    | Constellation Energy Generation LLC 0% CP 18/06/2026                             | CUSIP: 21038QFJ8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |    3000000 | PA      | $2970225.90   | 0.03%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                                    | HNDA 5.337 07/08/35                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    3567000 | PA      | $3530484.30   | 0.03%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| DK TRUST 2025-LXP                                                                                      | DK 2025-LXP A                                                                    | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8012369.60   | 0.07%             | 2037-08-17      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                                          | NFLX 5.875 11/15/28                                                              | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3556000 | PA      | $3700279.93   | 0.03%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| John Deere Capital Corp.                                                                               | DE 4.4 09/08/31                                                                  | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3643000 | PA      | $3639797.37   | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SUNRUN XANADU ISSUER 2019-1 LLC                                                                        | SUNRN 2019-1A A                                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2484902 | PA      | $2390159.96   | 0.02%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-819905.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DnB Bank ASA                                                                                           | DNBNO V4.853 11/05/30 144A                                                       | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    2465000 | PA      | $2489012.65   | 0.02%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G67710                                                                        | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1103484 | PA      | $1030985.68   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2024-XL5 C                                                                    | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7011956.74   | 0.06%             | 2041-03-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| GINNIE MAE (H) 23-85                                                                                   | GNR 2023-99 DV                                                                   | CUSIP: 38384BS77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1586648 | PA      | $1592585.75   | 0.01%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2023-11 GI                                                                   | CUSIP: 3136BPW80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    4674480 | PA      | $905921.39    | 0.01%             | 2053-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V6.296 10/18/28                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2273000 | PA      | $2333084.05   | 0.02%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG J31724                                                                        | CUSIP: 31307M4H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146695 | PA      | $142165.00    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                                      | JNJ 4.9 06/01/31                                                                 | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1564000 | PA      | $1616482.84   | 0.01%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Aetna, Inc.                                                                                            | AET 6.625 06/15/36                                                               | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1398000 | PA      | $1507400.04   | 0.01%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                         | CABKSM V5.673 03/15/30 144A                                                      | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1887000 | PA      | $1939200.16   | 0.02%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4407 PS                                                                      | CUSIP: 3137BFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    8417201 | PA      | $456690.39    | 0.00%             | 2044-06-15      | Floating      | 1.81%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES LLC                                                                                 | CITADEL SECURITIES LLC                                                           | CUSIP: 000000000<br>LEI: 12UUJYTN7D3SW8KCSG25 | Long             | RA               | CORP              | US        |   36616388 | PA      | $36616388.00  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                                | VW 6.45 11/16/30 144A                                                            | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    5296000 | PA      | $5601954.69   | 0.05%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6                                                             | NRZT 2017-6A B2                                                                  | CUSIP: 64830BAZ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     442184 | PA      | $432310.75    | 0.00%             | 2057-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Clo XVII Ltd.                                                                         | NEUB 2014-17A AR3                                                                | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    9100000 | PA      | $9105332.60   | 0.08%             | 2038-07-22      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BV3034                                                                        | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3024002 | PA      | $2596270.22   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cim Trust                                                                                              | CIM 2020-J1 B3                                                                   | CUSIP: 12559YBJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2810344 | PA      | $2455664.68   | 0.02%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Indymac Indx Mortgage Loan Trust 2004-Ar14                                                             | INDX 2006-AR2 2A1                                                                | CUSIP: 45661EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1325532 | PA      | $1029512.54   | 0.01%             | 2046-02-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2026-CART                                                                                     | BX 2026-CART A                                                                   | CUSIP: 12433MAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2382943.20   | 0.02%             | 2036-02-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2025-120 MZ                                                                  | CUSIP: 38381N2Z0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   10621503 | PA      | $10300403.03  | 0.09%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                                     | IR 5.4 08/14/28                                                                  | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1473507.91   | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHNGE MORTGAGE TRUST 2022-1                                                                            | CHNGE 2022-1 A1                                                                  | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     533438 | PA      | $514592.37    | 0.00%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| SPECTRUM MANAGEMENT HOLDING COMPANY LLC                                                                | CHTR 5.5 09/01/41                                                                | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    1646000 | PA      | $1419975.02   | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Minerva Luxembourg S.A.                                                                                | BEEFBZ 8.875 09/13/33 144A                                                       | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    5000000 | PA      | $5341300.00   | 0.05%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4906 SQ                                                                      | CUSIP: 3137FNWK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    5676070 | PA      | $541079.58    | 0.00%             | 2049-09-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                                    | PEER HOLDING III BV                                                              | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    1583555 | PA      | $1584874.19   | 0.01%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-55 SA                                                                   | CUSIP: 3136BGGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   30104165 | PA      | $416870.44    | 0.00%             | 2061-08-25      | Floating      | 0.15%                 | No            |                  2 | On Loan: No      |
| CWALT INC MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-13T1                                          | CWALT 2006-13T1 A9                                                               | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     570654 | PA      | $265275.07    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                                | BKH 3.05 10/15/29                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1956000 | PA      | $1860345.46   | 0.02%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3346 SC                                                                      | CUSIP: 31397JUJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6366879 | PA      | $445934.30    | 0.00%             | 2033-10-15      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 AV5891                                                                        | CUSIP: 36195GRL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     791873 | PA      | $732118.06    | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                                 | EQH 4.572 02/15/29                                                               | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4658000 | PA      | $4629652.86   | 0.04%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -529540000 | NC      | $395752.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM                                                                 | AHPT 2025-ATRM A                                                                 | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5011831.50   | 0.04%             | 2042-08-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                                    | Virginia Electric and Power Company 0% CP 09/04/2026                             | CUSIP: 92780KD96<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | STIV             | CORP              | US        |   90000000 | PA      | $89913933.00  | 0.80%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | CAS 2024-R03 2M2                                                                 | CUSIP: 207941AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1500000 | PA      | $1504360.50   | 0.01%             | 2044-03-25      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET SECURITIES CORP                                                                       | LMT 2006-9 2A5                                                                   | CUSIP: 52521HBJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8295585 | PA      | $1341761.04   | 0.01%             | 2037-01-25      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                                        | BWA 5.4 08/15/34                                                                 | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1382942.11   | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| The Sherwin-Williams Company                                                                           | The Sherwin-Williams Company 0% CP 29/04/2026                                    | CUSIP: 82434UDV6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   50000000 | PA      | $49845350.00  | 0.45%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2019-34 BS                                                                   | CUSIP: 3136B5KA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   10205981 | PA      | $1071010.02   | 0.01%             | 2049-07-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2019-B TRUST                                                            | SOFI 2019-B BFX                                                                  | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2825676.30   | 0.03%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                                           | MAA 5.3 02/15/32                                                                 | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2226472.06   | 0.02%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Standard Building Solutions Inc.                                                                       | BMCAUS 4.375 07/15/30 144A                                                       | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3701961.48   | 0.03%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH3335                                                                        | CUSIP: 3140GRV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     737783 | PA      | $728273.31    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET 5.3 04/01/44                                                                  | CUSIP: 86765BAP4<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1354537.23   | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WSTN TR 2023-MAUI                                                                                      | WSTN 2023-MAUI A                                                                 | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7075798.10   | 0.06%             | 2037-07-05      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4879 DS                                                                      | CUSIP: 3137FLUN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   18322564 | PA      | $1035409.93   | 0.01%             | 2034-08-15      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-104 BI                                                                  | CUSIP: 3136AUR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1868349 | PA      | $296931.91    | 0.00%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST 2017-2AA                                                          | AAL 3.35 10/15/29 AA                                                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4374234 | PA      | $4233853.91   | 0.04%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT                                             | WMALT 2006-AR6 2A                                                                | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2752777 | PA      | $1614920.08   | 0.01%             | 2046-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2021-J2                                                                  | CMLTI 2021-J2 B2W                                                                | CUSIP: 17329MDN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1208669 | PA      | $1032062.41   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 5.45 11/20/55                                                               | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3081000 | PA      | $2945454.15   | 0.03%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                                                                        | NORMID 6.75 07/15/32 144A                                                        | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $2559297.30   | 0.02%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CD 2018-Cd7 Mortgage Trust                                                                             | CD 2018-CD7 AM                                                                   | CUSIP: 12512JAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4500000 | PA      | $4417938.45   | 0.04%             | 2051-08-17      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |   53684800 | NC      | $-743444.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                            | KVUE 4.85 05/22/32                                                               | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    2738000 | PA      | $2768279.60   | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 4.4 12/01/61                                                                | CUSIP: 161175CC6<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     986000 | PA      | $633842.52    | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Enbridge U S Inc                                                                                       | Enbridge U S Inc 0% CP 21/04/2026                                                | CUSIP: 29251VDM5<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   45400000 | PA      | $45293087.54  | 0.40%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                                                  | AFL 5.251 08/15/35                                                               | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5578000 | PA      | $5486076.34   | 0.05%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET 6.05 09/01/54                                                                 | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     994000 | PA      | $947301.97    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP/ Ladder Capital Finance Corp.                                     | LADR 4.75 06/15/29 144A                                                          | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    3387000 | PA      | $3284821.66   | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                                            | SWEDBANK AB                                                                      | CUSIP: 87020YGQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5005750.74   | 0.04%             | 2026-09-16      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| BROAD RIVER BSL FUNDING CLO LTD                                                                        | BDRVR 2020-1A CR                                                                 | CUSIP: 11124TAN4<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    4400000 | PA      | $4395952.00   | 0.04%             | 2034-07-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                                                         | HSBC USA, Inc. 0% CP 09/11/2026                                                  | CUSIP: 40446ML98<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |    3110000 | PA      | $3032949.44   | 0.03%             | 2026-11-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA5421                                                                        | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25183770 | PA      | $25685280.31  | 0.23%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Victorias Secret and Co                                                                                | VSCO 4.625 07/15/29 144A                                                         | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2207741.19   | 0.02%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| FRETE 2021-ML11 TRUST                                                                                  | FRETE 2021-ML11 XUS                                                              | CUSIP: 302610AD2<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    9791396 | PA      | $448042.04    | 0.00%             | 2038-03-25      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-82 SD                                                                   | CUSIP: 3136AUAV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    8782129 | PA      | $676737.69    | 0.01%             | 2046-11-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 3.5 04/15/31                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6272000 | PA      | $5933985.61   | 0.05%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                                         | WFCM 2019-C54 C                                                                  | CUSIP: 95001YAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3482296.80   | 0.03%             | 2052-12-17      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V5.766 04/22/35                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1736000 | PA      | $1808773.19   | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                                        | CUSIP: 01F020646<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  390993000 | PA      | $315024280.00 | 2.82%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                                 | PFE 4.75 05/19/33                                                                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    2005000 | PA      | $1997959.16   | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                                     | NRUC 2.75 04/15/32                                                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2177000 | PA      | $1952924.61   | 0.02%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASL CAPITAL MARKETS INC.                                                                               | ASL CAPITAL MARKETS INC                                                          | CUSIP: 000000000<br>LEI: 549300EW662SP9W6FB39 | Long             | RA               | CORP              | US        |   73339942 | PA      | $73339942.00  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4090 SN                                                                      | CUSIP: 3137AT4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     794571 | PA      | $50365.74     | 0.00%             | 2032-08-15      | Floating      | 2.91%                 | No            |                  2 | On Loan: No      |
| BFLD TRUST 2025-EWEST                                                                                  | BFLD 2025-EWEST A                                                                | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7487495.25   | 0.07%             | 2042-06-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                      | PNC V5.373 07/21/36                                                              | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110529.09    | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CACI International Inc.                                                                                | CACI 6.375 06/15/33 144A                                                         | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2449771.48   | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 611998                                                                        | CUSIP: 31388Q3F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        528 | PA      | $555.16       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-44 DI                                                                   | CUSIP: 3136ADB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    9393499 | PA      | $657491.39    | 0.01%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                       | Duke Energy Corp 0% CP 22/04/2026                                                | CUSIP: 26244JDN6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   28050000 | PA      | $27982259.25  | 0.25%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4795 D                                                                       | CUSIP: 3137F5PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    5994613 | PA      | $5862932.80   | 0.05%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-120 WI                                                                  | CUSIP: 3136A9N46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     476849 | PA      | $6858.14      | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-KING                                                                 | BX 2024-KING A                                                                   | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4935031 | PA      | $4940470.16   | 0.04%             | 2034-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                                                | AZURIA WATER SOLUTIONS INC                                                       | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |    2007353 | PA      | $1992297.78   | 0.02%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-AR18 TRUST                      | WAMU 2006-AR14 1A4                                                               | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     392394 | PA      | $357339.82    | 0.00%             | 2036-11-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3629 CS                                                                      | CUSIP: 31398W2Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3272624 | PA      | $300886.85    | 0.00%             | 2040-01-15      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                                                | BASF SE 0% CP 30/06/2026                                                         | CUSIP: 05526MFW0<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |   65900000 | PA      | $65216966.27  | 0.58%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5103 HI                                                                      | CUSIP: 3137H0BQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   15810986 | PA      | $3247998.65   | 0.03%             | 2051-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | U.S. Treasury Bond Futures, Jun-2026,ETH                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3348 | NC      | $-5773507.87  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                                    | CSCO 4.95 02/24/32                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    5112000 | PA      | $5218476.88   | 0.05%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                              | CRBG 3.65 04/05/27 144A                                                          | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4493000 | PA      | $4453411.46   | 0.04%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                                                         | ATWALD 6.05 01/15/28                                                             | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    7652000 | PA      | $7760158.72   | 0.07%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                                           | CHEVRON CORP                                                                     | CUSIP: 16677KEF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3483615.80   | 0.03%             | 2026-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                                      | ETR 4 03/30/29                                                                   | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1918893.60   | 0.02%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-41 SB                                                                   | CUSIP: 31398PE62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3141225 | PA      | $219003.69    | 0.00%             | 2040-05-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-1                                                                        | JPMMT 2020-1 A7                                                                  | CUSIP: 46651XAQ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     630260 | PA      | $571846.67    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 6.85 02/04/66                                                               | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2222348.18   | 0.02%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE V6.5 08/15/55 .                                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3061000 | PA      | $3159962.13   | 0.03%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-Pj3                                                           | GSMBS 2020-PJ3 B2A                                                               | CUSIP: 36258WBH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1406921 | PA      | $1222550.90   | 0.01%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2001-8 SK                                                                    | CUSIP: 31359SAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        337 | PA      | $1.69         | 0.00%             | 2031-03-18      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2019-79 SB                                                                   | CUSIP: 3136B72P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   10196936 | PA      | $1041581.82   | 0.01%             | 2050-01-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX MPC II SARL                                                                      | CHLMPC 5.58 10/20/35 144A                                                        | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1857260 | PA      | $1874457.72   | 0.02%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 6.78 01/13/55 144A                                                          | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3889000 | PA      | $4076527.58   | 0.04%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership, L.P.                                                                   | PDM 2.75 04/01/32                                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1214000 | PA      | $1020626.49   | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                          | NI 5.85 04/01/55                                                                 | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3611000 | PA      | $3512774.77   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LND MTG TR 2019-1                                                                           | CHASE 2019-1 B3                                                                  | CUSIP: 16159WBW3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850768 | PA      | $1646604.48   | 0.01%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1                                          | DBALT 2007-AB1 X                                                                 | CUSIP: 25151WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   42818987 | PA      | $1826822.86   | 0.02%             | 2037-04-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 2.5 07/15/31                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     294000 | PA      | $259123.25    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc.                                                                              | Agilent Technologies Inc. 0% CP 08/04/2026                                       | CUSIP: 00851DD81<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | STIV             | CORP              | US        |   48000000 | PA      | $47957323.20  | 0.43%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                             | INTU 5.2 09/15/33                                                                | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    3306000 | PA      | $3364598.85   | 0.03%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Washington Mutual Mortgage Pass-Through Certificates                                                   | WAMU 2005-AR11 X                                                                 | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31322421 | PA      | $37472.58     | 0.00%             | 2045-08-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -200940000 | NC      | $43024.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4057 ZB                                                                      | CUSIP: 3137ARM29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1873630 | PA      | $1765708.81   | 0.02%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-11                                                                   | PAID 2024-11 B                                                                   | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4225205 | PA      | $4251339.46   | 0.04%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                        | FHR 5108 CI                                                                      | CUSIP: 3137FYU95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   17716469 | PA      | $2681691.36   | 0.02%             | 2051-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2025-SBX Mortgage Trust                                                                           | COMM 2025-SBX A                                                                  | CUSIP: 20047UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4996160.00   | 0.04%             | 2041-08-12      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V2.182 06/01/28                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1833964.13   | 0.02%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: —       |
| Pmtt4                                                                                                  | LSS 2017-PM1 XIO                                                                 | CUSIP: 693458AG6<br>LEI: 549300BSSOQO1ZWDUJ97 | Long             | ABS-O            | CORP              | US        | 1277235802 | PA      | $7850593.72   | 0.07%             | 2048-10-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BU7822                                                                        | CUSIP: 3140M9VQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6875799 | PA      | $5637801.03   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                                 | EXR 5.35 01/15/35                                                                | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1817969.77   | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FR RA4418                                                                        | CUSIP: 3133KK4B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69638 | PA      | $59199.10     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                           | UBS V9.25 PERP 144a                                                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2423000 | PA      | $2584021.00   | 0.02%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                                    | MUFG V4.505 01/14/32                                                             | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4606000 | PA      | $4540872.27   | 0.04%             | 2032-01-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                                                     | BX 2026-CSMO A                                                                   | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2250000 | PA      | $2253372.53   | 0.02%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CARRINGTON MORTGAGE LOAN TRUST SERIES 2005-OPT2                                                        | CMLTI 2007-10 22AA                                                               | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     209007 | PA      | $198690.55    | 0.00%             | 2037-09-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 BQ3108                                                                        | CUSIP: 3617LMNZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4303038 | PA      | $3910335.95   | 0.03%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                                     | CNQCN 5.4 12/15/34                                                               | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2318000 | PA      | $2345946.71   | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 5.875 11/30/55                                                                | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6518000 | PA      | $6344510.72   | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                              | SUN 5.875 03/15/34 144A                                                          | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3137234.56   | 0.03%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2006-12 SD                                                                   | CUSIP: 31394VS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     494259 | PA      | $28867.00     | 0.00%             | 2035-10-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2018-91 SB                                                                   | CUSIP: 3136B3SG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   22717728 | PA      | $2848221.52   | 0.03%             | 2058-12-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                       | BCULC 4 10/15/30 144A                                                            | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    2670000 | PA      | $2511002.03   | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APA Corp.                                                                                              | APA 6.75 02/15/55                                                                | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4977000 | PA      | $4992556.61   | 0.04%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Automatic Data Processing, Inc.                                                                        | ADP 4.75 05/08/32                                                                | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    3932000 | PA      | $3973888.78   | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Peru (Republic Of)                                                                                     | PERU 6.9 08/12/37 144A                                                           | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |  212500000 | PA      | $60683317.05  | 0.54%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2018-38 LA                                                                   | CUSIP: 3136B1S96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     844256 | PA      | $754546.99    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                             | BA 6.858 05/01/54                                                                | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     423000 | PA      | $465924.11    | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS6611                                                                        | CUSIP: 3138WGKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102455 | PA      | $96363.68     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET 5.35 05/15/45                                                                 | CUSIP: 86765BAQ2<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |     306000 | PA      | $273833.10    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                                | HYNMTR 6.1 09/21/28 144A                                                         | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7036000 | PA      | $7267614.07   | 0.06%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                                            | VTRS 2.7 06/22/30                                                                | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    3003000 | PA      | $2721565.90   | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corporation                                                                | AQNCN 5.365 06/15/26                                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    2014000 | PA      | $2015782.73   | 0.02%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2017-19 SE                                                                   | CUSIP: 38380C3A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    7244346 | PA      | $674379.06    | 0.01%             | 2047-02-16      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                                 | COLOM 3.125 04/15/31                                                             | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $856250.00    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTN INC                                                                                | AZURIA WATER SOLUTIONS INC                                                       | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     267647 | PA      | $265360.83    | 0.00%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                          | STACR 2026-DNA2 B1                                                               | CUSIP: 35564UEP8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   11000000 | PA      | $11012963.50  | 0.10%             | 2046-03-26      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.                   | CHTR 4.8 03/01/50                                                                | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1829000 | PA      | $1353199.37   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 2.05 02/15/28                                                               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1093000 | PA      | $1048800.00   | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                                                | CDEL 5.95 01/08/34 144A                                                          | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    5200000 | PA      | $5337124.00   | 0.05%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Company, LLC                                                                          | AEP 5.15 04/01/34                                                                | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1592849.32   | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                                                   | ROSW 4.592 09/09/34 144A                                                         | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1369366.84   | 0.01%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2018-BIOA                                                                 | BX 2025-JDI A                                                                    | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8892027 | PA      | $8907464.03   | 0.08%             | 2042-11-17      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 597034                                                                        | CUSIP: 31387XHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        303 | PA      | $320.31       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BV3084                                                                        | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3312055 | PA      | $2715953.32   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2018-86 AS                                                                   | CUSIP: 3136B3TD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    4401651 | PA      | $301359.24    | 0.00%             | 2048-12-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR RA5257                                                                        | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27794572 | PA      | $22575128.24  | 0.20%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2005-8 TRUST                         | WMALT 2005-8 1A2                                                                 | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     191947 | PA      | $166965.32    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-65CB                                                                       | CWALT 2005-65CB 2A4                                                              | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     336347 | PA      | $222092.91    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magnetite XLV Ltd.                                                                                     | MAGNE 2025-45A B                                                                 | CUSIP: 55956CAE1<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   10580000 | PA      | $10558014.76  | 0.09%             | 2038-04-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc.                                                                                     | EOG 5 07/15/32                                                                   | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    6091000 | PA      | $6169080.10   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV3                                                                                    | CIM 2019-INV3 A3                                                                 | CUSIP: 12557LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     179562 | PA      | $163440.26    | 0.00%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |  -20094000 | NC      | $169092.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                                                                               | DE 4.7 06/10/30 MTN                                                              | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6621000 | PA      | $6711730.67   | 0.06%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS AG New York Branch                                                                                 | UBS 1.25 08/07/26                                                                | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | US        |    1462000 | PA      | $1447079.94   | 0.01%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| BENCHMARK 2025-V18 MORTGAGE TRUST                                                                      | BMARK 2025-V18 C                                                                 | CUSIP: 08164EAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4991809.50   | 0.04%             | 2058-10-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2009-66 SP                                                                   | CUSIP: 31396QN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2628852 | PA      | $144621.68    | 0.00%             | 2039-09-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AE3881                                                                        | CUSIP: 31419EJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1029612 | PA      | $1019529.36   | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-35 IO                                                                   | CUSIP: 3136BAKR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   12896857 | PA      | $1700683.39   | 0.02%             | 2050-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                             | CDW 5.1 03/01/30                                                                 | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    2359000 | PA      | $2356119.99   | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                                | FR SD8089                                                                        | CUSIP: 3132DV7A7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    2825834 | PA      | $2404334.37   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 3.375 04/15/29                                                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     852000 | PA      | $825883.24    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                         | PENSKE 5.35 03/30/29 144A                                                        | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    7742000 | PA      | $7876333.07   | 0.07%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN BF0500                                                                        | CUSIP: 3140FXRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13631239 | PA      | $12104175.28  | 0.11%             | 2054-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                                          | SMYREA 8.875 11/15/31 144A                                                       | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2177467.25   | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| Embecta Corp.                                                                                          | EMBC 5 02/15/30 144A                                                             | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2143785.70   | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)                                              | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)                        | CUSIP: 69033NKM6<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1750568.74   | 0.02%             | 2026-05-22      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2021-J2                                                                  | CMLTI 2021-J2 B3W                                                                | CUSIP: 17329MDT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1358461 | PA      | $1154637.43   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                                            | AKERBP 5.125 10/01/34 144A                                                       | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2762000 | PA      | $2704454.20   | 0.02%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5128 IC                                                                      | CUSIP: 3137H1BZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   18744558 | PA      | $3441295.58   | 0.03%             | 2041-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                           | T 4.625 02/15/46                                                                 | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  294897800 | PA      | $284322947.73 | 2.54%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Uber Technologies Inc                                                                                  | UBER 4.5 08/15/29 144A                                                           | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2232000 | PA      | $2214284.84   | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                                                            | COF V1.878 11/02/27                                                              | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $2873018.46   | 0.03%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3925 SD                                                                      | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      52240 | PA      | $547.27       | 0.00%             | 2040-07-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR QD6565                                                                        | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3131518 | PA      | $2682125.28   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APPLEBEE'S FUNDING LLC                                                                                 | DIN 2025-1A A2                                                                   | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3700000 | PA      | $3705624.74   | 0.03%             | 2055-06-05      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                | UNH 2.75 05/15/40                                                                | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     523000 | PA      | $380672.40    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR SD8463                                                                        | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29994753 | PA      | $30611151.17  | 0.27%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                             | BATSLN 3.557 08/15/27                                                            | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     268000 | PA      | $265145.76    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                   | CLF 7.625 01/15/34 144A                                                          | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3833437.15   | 0.03%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                                               | VSNT 7.25 01/30/31 144A                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3205811.73   | 0.03%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FR SB0820                                                                        | CUSIP: 3132CW4D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     543576 | PA      | $523519.04    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CB3616                                                                        | CUSIP: 3140QPAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7607856 | PA      | $7226327.47   | 0.06%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BV3097                                                                        | CUSIP: 3140MGNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2938041 | PA      | $2620469.27   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-30 AB                                                                   | CUSIP: 3136A5VZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     593850 | PA      | $576638.20    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hero Funding Trust 2015-2                                                                              | HERO 2015-2A A                                                                   | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     331597 | PA      | $318180.66    | 0.00%             | 2040-09-20      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-167 CS                                                                  | CUSIP: 38381BCF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   11082654 | PA      | $1137293.08   | 0.01%             | 2048-12-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2021-FL3 ISSUER LTD                                                                          | FSRIA 2021-FL3 A                                                                 | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1947255 | PA      | $1947107.21   | 0.02%             | 2036-11-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SERIES 2007-HY3 TRUST                       | WAMU 2007-HY3 1A1                                                                | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     249836 | PA      | $211734.68    | 0.00%             | 2037-03-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 4771                                                                          | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4979249 | PA      | $4931157.42   | 0.04%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXXI LTD                                                                                     | MAGNE 2021-31A A1R                                                               | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $9975000.00   | 0.09%             | 2034-07-17      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                                     | NRUC 5.8 01/15/33                                                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     356000 | PA      | $377365.78    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C19                                                                      | CUSIP: 31325VVP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2260303 | PA      | $320445.71    | 0.00%             | 2045-02-15      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2024-1                                                                         | MSAIC 2024-1A A                                                                  | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4885077 | PA      | $4640193.68   | 0.04%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-MDHS                                                                 | BX 2024-MDHS A                                                                   | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1987726 | PA      | $1990054.75   | 0.02%             | 2041-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                          | GOOGL 5.45 11/15/55                                                              | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4857000 | PA      | $4705937.97   | 0.04%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                                        | BALTA 2005-4 23A1                                                                | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     349426 | PA      | $338034.97    | 0.00%             | 2035-05-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AE3691                                                                        | CUSIP: 31419EC56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168793 | PA      | $167140.30    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -12881000 | NC      | $33742.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                                                | STACR 2021-HQA4 B1                                                               | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |   15000000 | PA      | $15244020.00  | 0.14%             | 2041-12-26      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                                   | SUMIBK 3.04 07/16/29                                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1323000 | PA      | $1258734.44   | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                               | AXP V4.351 07/20/29                                                              | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3999000 | PA      | $3996742.64   | 0.04%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                             | AMT 3.65 03/15/27                                                                | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2342000 | PA      | $2325721.44   | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO ALTERNATIVE LOAN TRUST 2007-PA6                                                            | WFALT 2007-PA3 3A1                                                               | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     290859 | PA      | $257081.58    | 0.00%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALTERNATIVE LOAN TRUST 2005-56                                                                         | CWALT 2005-J2 1A12                                                               | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     766558 | PA      | $600243.53    | 0.01%             | 2035-04-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 2.55 03/21/31                                                                 | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     275000 | PA      | $249727.70    | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Wand Newco 3 Inc                                                                                       | CALCOL 7.625 01/30/32 144A                                                       | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1892609.14   | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ALT-A TRUST 2004-9                                                                        | BALTA 2005-7 21A1                                                                | CUSIP: 07386HVR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     654578 | PA      | $507990.95    | 0.00%             | 2035-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                                   | CAT 4.7 11/15/29                                                                 | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2266605.74   | 0.02%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gci Llc                                                                                                | GCILLC 4.75 10/15/28 144A                                                        | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2421412.88   | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q32820                                                                        | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1785198 | PA      | $1630188.18   | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                                                    | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32063000 | PA      | $32568040.67  | 0.29%             | 2056-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AR9856                                                                        | CUSIP: 3138W75S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1241873 | PA      | $1138274.10   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans 2017-1 LLC                                                                          | MSAIC 2017-2A A                                                                  | CUSIP: 61946GAA1<br>LEI: 549300ZLA8SW2SVJMN33 | Long             | ABS-O            | CORP              | US        |     905432 | PA      | $856714.29    | 0.01%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                                  | WEC 1.375 10/15/27                                                               | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    4162000 | PA      | $3975935.50   | 0.04%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| TransCanada Pipelines Limited                                                                          | TRPCN V7 06/01/65                                                                | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    4023000 | PA      | $4087134.67   | 0.04%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS0769                                                                        | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11536240 | PA      | $9496405.51   | 0.08%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                                | VENLNG 8.375 06/01/31 144A                                                       | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    4285000 | PA      | $4458522.53   | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Camden Property Trust                                                                                  | CPT 5.85 11/03/26                                                                | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    2929000 | PA      | $2951968.63   | 0.03%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2931 ZY                                                                      | CUSIP: 31395PBA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     413021 | PA      | $417567.30    | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXMT 2026-FL6 LTD                                                                                      | BXMT 2026-FL6 A                                                                  | CUSIP: 05620AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10004382.00  | 0.09%             | 2043-08-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2009-34 Z                                                                    | CUSIP: 38374TG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     610170 | PA      | $613014.68    | 0.01%             | 2039-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                           | PEG 2.45 11/15/31                                                                | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3272000 | PA      | $2904293.56   | 0.03%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                         | PENSKE 1.7 06/15/26 144A                                                         | CUSIP: 709599BM5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    4012000 | PA      | $3989768.91   | 0.04%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA5550                                                                        | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8704468 | PA      | $8221976.78   | 0.07%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4574 ST                                                                      | CUSIP: 3137BNQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    8837778 | PA      | $945302.85    | 0.01%             | 2046-04-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)                                                       | SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)                                 | CUSIP: 86564TMS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1401006.13   | 0.01%             | 2026-09-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4348 ZX                                                                      | CUSIP: 3137BC2C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    8465723 | PA      | $8311139.08   | 0.07%             | 2044-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-9 IO                                                                    | CUSIP: 3136AMTT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    7000374 | PA      | $1299764.78   | 0.01%             | 2045-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISTER CAR WAS 03/27/2031                                                                              | MISTER CAR WAS 03/27/2031                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1475000 | PA      | $1462831.25   | 0.01%             | 2031-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-2                                                                | PFMT 2025-2 A13                                                                  | CUSIP: 74389DAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2028373 | PA      | $2042571.36   | 0.02%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-6                                                                          | SEMT 2025-6 B3                                                                   | CUSIP: 81749YCK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4225038 | PA      | $4159961.94   | 0.04%             | 2055-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO VI-B LT                                                                    | BSP 2015-6BR BR                                                                  | CUSIP: 08182DAQ7<br>LEI: 254900W9Z98050HPZO36 | Long             | ABS-CBDO         | CORP              | KY        |   13890000 | PA      | $13886221.92  | 0.12%             | 2038-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                                     | TMUS 5 02/15/36                                                                  | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1214000 | PA      | $1196147.68   | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5038 GI                                                                      | CUSIP: 3137FXMS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   19839758 | PA      | $4060012.10   | 0.04%             | 2050-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH0329                                                                        | CUSIP: 3140GNLK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     245315 | PA      | $242225.11    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-150 SJ                                                                  | CUSIP: 31397QCK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3022875 | PA      | $272856.51    | 0.00%             | 2041-01-25      | Floating      | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-126 A                                                                   | CUSIP: 38380YN27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1202212 | PA      | $1098674.22   | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                                                | LGENSO 5.25 04/02/31 144A                                                        | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    4680000 | PA      | $4670265.60   | 0.04%             | 2031-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RGA Global Funding                                                                                     | RGA 5.448 05/24/29 144A                                                          | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     900000 | PA      | $922253.90    | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN BANKS                                                                                | FR SD8061                                                                        | CUSIP: 3132DV5W1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      28973 | PA      | $24663.33     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                                           | CUBE 2.25 12/15/28                                                               | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    3189000 | PA      | $3010987.31   | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BP7184                                                                        | CUSIP: 3140KE6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13287 | PA      | $11305.51     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AI8630                                                                        | CUSIP: 3138ANSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71860 | PA      | $69438.32     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                                                  | AON 5.15 03/01/29                                                                | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2941000 | PA      | $3004496.34   | 0.03%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                                             | CNHI 5.1 04/20/29                                                                | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    4253000 | PA      | $4305328.19   | 0.04%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                                     | NWL 6.625 05/15/32                                                               | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1149634.80   | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | TRS TREASURY BOND                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-300508.66   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                                       | PCG V6.85 09/15/56                                                               | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2303352.49   | 0.02%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 4.35 03/20/33                                                               | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3451000 | PA      | $3389584.17   | 0.03%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DIR              | CORP              | CA        |  -20094000 | NC      | $162867.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                                      | ES 5.95 02/01/29                                                                 | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2823872.37   | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Univar                                                                                                 | Univar Term Loan B 275 2030-08-01                                                | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |    2275000 | PA      | $2251301.33   | 0.02%             | 2030-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 4700 KZ                                                                      | CUSIP: 3137F1SB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2309270 | PA      | $2139384.72   | 0.02%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                       | FN BV9957                                                                        | CUSIP: 3140MQB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4564007 | PA      | $4355361.71   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G61467                                                                        | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2579280 | PA      | $2469017.48   | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amentum Escrow Corp.                                                                                   | AMNTEC 7.25 08/01/32 144A                                                        | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2708525.48   | 0.02%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| MF1 2022-FL8 LTD                                                                                       | MF1 2022-FL8 A                                                                   | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2718736 | PA      | $2719199.99   | 0.02%             | 2037-02-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                       | NRG 6 02/01/33 144A                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2317071.93   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAKESIDE PARK CLO LTD                                                                                  | LAKPK 2025-1A B1                                                                 | CUSIP: 51218YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10030000 | PA      | $10027542.65  | 0.09%             | 2038-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ipalco Enterprises Inc.                                                                                | AES 4.25 05/01/30                                                                | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1837386.90   | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                              | TOYOTA 4.35 10/08/27 MTN                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3517000 | PA      | $3528778.19   | 0.03%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 303 C29                                                                      | CUSIP: 31325UET9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3084702 | PA      | $545826.76    | 0.00%             | 2043-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 3045 DI                                                                      | CUSIP: 31396CBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1935267 | PA      | $142955.49    | 0.00%             | 2035-10-15      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V6.484 10/24/29                                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      76000 | PA      | $79518.32     | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM9440                                                                        | CUSIP: 3140XDP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1751901 | PA      | $1437052.55   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                               | AXP V4.456 02/10/32                                                              | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1131000 | PA      | $1119530.07   | 0.01%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                                       | WULF 7.75 10/15/30 144A                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2569275.45   | 0.02%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2023-2 HI                                                                    | CUSIP: 3136BPUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   20465287 | PA      | $4144505.06   | 0.04%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2023-1 LTD                                                                                 | OAKCL 2023-1A BR                                                                 | CUSIP: 67389DAN1<br>LEI: 254900WZ1Z6PQ6U3P013 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6016386.00   | 0.05%             | 2038-04-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS3430                                                                        | CUSIP: 3140XJY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2718317 | PA      | $2612388.90   | 0.02%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4335 ZX                                                                      | CUSIP: 3137BAPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3668190 | PA      | $3604068.22   | 0.03%             | 2044-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2017-108 ZD                                                                  | CUSIP: 3136B0RZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    5414256 | PA      | $4433019.16   | 0.04%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2018-CH1                                                                        | SEMT 2018-CH1 B2B                                                                | CUSIP: 81747DCE7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-O            | CORP              | US        |    1943959 | PA      | $1859666.09   | 0.02%             | 2048-03-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust 2014-4                                                                      | NAVSL 2020-GA A                                                                  | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1451056 | PA      | $1361455.54   | 0.01%             | 2069-09-15      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM3339                                                                        | CUSIP: 3140X6V99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29179 | PA      | $24821.24     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH3034                                                                        | CUSIP: 3140GRLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     718136 | PA      | $707915.58    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                                                        | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                                  | CUSIP: 51502BDG3<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3551050.94   | 0.03%             | 2026-05-18      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Enbridge U S Inc                                                                                       | Enbridge U S Inc 0% CP 26/05/2026                                                | CUSIP: 29251VES1<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14904396.00  | 0.13%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                                                   | FE 5.85 02/15/34 144A                                                            | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1959000 | PA      | $2060955.78   | 0.02%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                                        | Sumitomo Mitsui Trust Bank Ltd. 0% CP 27/07/2026                                 | CUSIP: 86563HGT1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | JP        |   75000000 | PA      | $74036332.50  | 0.66%             | 2026-07-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                                                             | HSBC SECURITIES (USA) INC                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |   28355864 | PA      | $28355864.00  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                                             | PFGC 5.625 03/01/34 144A                                                         | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2259497.92   | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-10 SE                                                                   | CUSIP: 3136B9AQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    5399185 | PA      | $551508.13    | 0.00%             | 2050-03-25      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2018-A-GS                                                                | CBSLT 2018-AGS C                                                                 | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |      69007 | PA      | $57578.31     | 0.00%             | 2044-02-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GN BB3479                                                                        | CUSIP: 3617AT2L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     507896 | PA      | $497284.85    | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-J2                                                                                      | CIM 2019-J2 B2                                                                   | CUSIP: 12558TBG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2489764 | PA      | $2269505.56   | 0.02%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN CA6036                                                                        | CUSIP: 3140QDV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1384294 | PA      | $1187101.88   | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                                    | FITB V5.141 01/29/37                                                             | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    6191000 | PA      | $6033430.51   | 0.05%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN FM3484                                                                        | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16611351 | PA      | $14263314.30  | 0.13%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH6239                                                                        | CUSIP: 3140GU4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1299267 | PA      | $1279903.52   | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 4 01/15/27                                                                     | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17903600 | PA      | $17940303.28  | 0.16%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2012-55 PC                                                                   | CUSIP: 3136A53L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1299729 | PA      | $1226119.68   | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                          | BDX 4.693 02/13/28                                                               | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3844000 | PA      | $3864030.97   | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: —       |
| Eversource Energy                                                                                      | ES V6.1 08/15/56 A                                                               | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1503000 | PA      | $1485057.08   | 0.01%             | 2056-08-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                           | UBS V1.494 08/10/27 144A                                                         | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     975000 | PA      | $964547.74    | 0.01%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                                                 | BX 2 01/30/32 144A                                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    3863000 | PA      | $3278930.05   | 0.03%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8                                                            | CGCMT 2017-P8 XA                                                                 | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   35818052 | PA      | $358302.30    | 0.00%             | 2050-09-16      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                             | OXY 6.05 10/01/54                                                                | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1002307.42   | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Micron Technology Inc.                                                                                 | MU 5.8 01/15/35                                                                  | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3196000 | PA      | $3404049.66   | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AREIT 2024-CRE9 LTD                                                                                    | AREIT 2024-CRE9 A                                                                | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     439396 | PA      | $439433.06    | 0.00%             | 2041-05-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ3                                                           | GSMBS 2019-PJ3 B1                                                                | CUSIP: 36257QAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     942749 | PA      | $879543.48    | 0.01%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 3.85 04/01/60                                                               | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     498000 | PA      | $293370.26    | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                                  | Parker-Hannifin Corp. 0% CP 18/05/2026                                           | CUSIP: 70109MEJ9<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   45000000 | PA      | $44756280.00  | 0.40%             | 2026-05-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C6                                                                       | CUSIP: 31325VVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5596828 | PA      | $1059218.44   | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Obx 2019-Inv2 Trust                                                                                    | OBX 2019-INV2 A25                                                                | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     221371 | PA      | $206787.37    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3919 BY                                                                      | CUSIP: 3137AFPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2674800 | PA      | $2600321.87   | 0.02%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                                 | EXR 3.9 04/01/29                                                                 | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $2006972.31   | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BK2057                                                                        | CUSIP: 3140HFJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     291150 | PA      | $279003.30    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                           | The Sherwin-Williams Company 0% CP 11/05/2026                                    | CUSIP: 82434UEB9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |    6000000 | PA      | $5973660.00   | 0.05%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc.                                                                                      | IM 4.75 05/15/29 144A                                                            | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2995604.00   | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5019 HI                                                                      | CUSIP: 3137FXHU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   24367523 | PA      | $4602781.50   | 0.04%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                                                   | RPLDCI 6.581 05/30/49 144A                                                       | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3153671.83   | 0.03%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R02                                                           | CAS 2026-R02 1M2                                                                 | CUSIP: 20753EAD8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    7248000 | PA      | $7294491.57   | 0.07%             | 2046-02-26      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V1.512 07/20/27 GMTN                                                          | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9918000 | PA      | $9827976.60   | 0.09%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                                    | Entergy Corporation 0% CP 01/04/2026                                             | CUSIP: 29366GD16<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   45000000 | PA      | $44995072.50  | 0.40%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                                       | GATX 6.05 06/05/54                                                               | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     798000 | PA      | $793041.60    | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Northwestern Mutual Life Insurance Co.                                                                 | NWMLIC 6.17 05/29/55 144A                                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    2338000 | PA      | $2403755.62   | 0.02%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-13 BE                                                                   | CUSIP: 3136ACG54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1403000 | PA      | $1335681.67   | 0.01%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                                                                   | ALPGEN 6.75 10/15/32 144A                                                        | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2056109.45   | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OAKTOWN RE VII LTD                                                                                     | OMIR 2021-2 M1C                                                                  | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    6000000 | PA      | $6060789.60   | 0.05%             | 2034-04-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2020-34 SQ                                                                   | CUSIP: 38382DL64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   12844521 | PA      | $1458854.41   | 0.01%             | 2049-10-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP                                                    | CSMC 2008-2R 1A1                                                                 | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     458495 | PA      | $400935.75    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q04127                                                                        | CUSIP: 3132GKHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     222890 | PA      | $214937.29    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2017-1                                                                       | TPMT 2017-1 M1                                                                   | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3127244 | PA      | $3092677.49   | 0.03%             | 2056-10-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Gs Mortgage-backed Securities Trust 2024-PJ4                                                           | GSMBS 2024-PJ4 B2                                                                | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2885937 | PA      | $2882121.13   | 0.03%             | 2054-08-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS1870                                                                        | CUSIP: 3140XHCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16439560 | PA      | $14636921.48  | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                              | MSCI 3.625 09/01/30 144A                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    5176000 | PA      | $4894847.44   | 0.04%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Mohawk Industries, Inc.                                                                                | MHK 5.85 09/18/28                                                                | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     731000 | PA      | $752570.84    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA7367                                                                        | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5882108 | PA      | $5067635.66   | 0.05%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                                                | STACR 2023-HQA3 M2                                                               | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-O            | USGSE             | US        |    1800000 | PA      | $1878889.68   | 0.02%             | 2043-11-25      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V2.739 10/15/30                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1145000 | PA      | $1078642.36   | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG V83131                                                                        | CUSIP: 3132L8PQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3288572 | PA      | $3096110.46   | 0.03%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2020-1Inv                                                                      | FSMT 2020-1INV B2A                                                               | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2145491 | PA      | $1973522.02   | 0.02%             | 2050-03-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AD0695                                                                        | CUSIP: 31418MXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30138 | PA      | $30861.43     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2019-2                                                                         | MSAIC 2019-2A A                                                                  | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2132870 | PA      | $1892636.24   | 0.02%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                                              | M 4.5 12/15/34                                                                   | CUSIP: 55616XAM9<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $3981981.16   | 0.04%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1                                                         | WFCM 2017-RC1 C                                                                  | CUSIP: 95001FBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1747182.06   | 0.02%             | 2060-01-16      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2025-GW B                                                                     | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1501712.40   | 0.01%             | 2042-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc.                                                                                 | BATSLN 5.85 08/15/45                                                             | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1261000 | PA      | $1222015.73   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA7987                                                                        | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19926305 | PA      | $17166867.53  | 0.15%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4120                                                                        | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     806699 | PA      | $686287.95    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                         | PENSKE 5.25 02/01/30 144A                                                        | CUSIP: 709599CB8<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    4173000 | PA      | $4237358.09   | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                                   | JPM V1.578 04/22/27                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6974000 | PA      | $6962832.25   | 0.06%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2110 PG                                                                      | CUSIP: 3133THLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      13377 | PA      | $13477.22     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARES TRUST 2024-IND2                                                                                   | ARES1 2024-IND2 A                                                                | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10011612.00  | 0.09%             | 2034-10-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-108 WL                                                                  | CUSIP: 38377JTZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1601071 | PA      | $1577058.99   | 0.01%             | 2040-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                         | MS V3.591 07/22/28                                                               | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1533000 | PA      | $1515309.32   | 0.01%             | 2028-07-22      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GN 728312                                                                        | CUSIP: 3620AFDR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      80243 | PA      | $79878.82     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-9                                                               | CHASE 2025-9 A3                                                                  | CUSIP: 16160UAB1<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-O            | CORP              | US        |     575635 | PA      | $574650.27    | 0.01%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BQ3865                                                                        | CUSIP: 3140KPJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22439 | PA      | $19136.39     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $-260661.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONE TRUST 2024-DFW1                                                                                   | CONE 2024-DFW1 A                                                                 | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1491351.15   | 0.01%             | 2041-08-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4191 SA                                                                      | CUSIP: 3137B1GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2490639 | PA      | $186162.79    | 0.00%             | 2043-03-15      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3662 ZB                                                                      | CUSIP: 31398VSY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     392982 | PA      | $403419.16    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryder System, Inc.                                                                                     | R 6.6 12/01/33                                                                   | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $2024702.12   | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                                                | STACR 2022-DNA1 B1                                                               | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |   13500000 | PA      | $13750889.40  | 0.12%             | 2042-01-27      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GN 723526                                                                        | CUSIP: 3620A9YX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26402 | PA      | $26061.46     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3753 KZ                                                                      | CUSIP: 3137A3LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   13251685 | PA      | $13140700.64  | 0.12%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRM TRUST 2025-PRM6                                                                                    | PRM6 2025-PRM6 C                                                                 | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1987119.80   | 0.02%             | 2033-07-08      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                                    | Constellation Energy Generation LLC 0% CP 22/05/2026                             | CUSIP: 21038QEN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | STIV             | CORP              | US        |   78000000 | PA      | $77492173.20  | 0.69%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 4.25 03/13/31                                                               | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6129000 | PA      | $6085211.30   | 0.05%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Pass Through Trust 2015-1AA                                                            | DAL 3.625 07/30/27 15-1                                                          | CUSIP: 24736XAA6<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-O            | CORP              | US        |     784645 | PA      | $775598.89    | 0.01%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                                 | FANG 4.25 03/15/52                                                               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1199000 | PA      | $928834.75    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Garda World Security                                                                                   | Garda World Security Term Loan B 275 2029-02-01                                  | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2288500.00   | 0.02%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3848 WX                                                                      | CUSIP: 3137A9D52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     282298 | PA      | $285977.01    | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2024-20 VZ                                                                   | CUSIP: 38384JXN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    6861700 | PA      | $6968798.55   | 0.06%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8                                                            | CGCMT 2017-P8 AS                                                                 | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2910000 | PA      | $2758812.70   | 0.02%             | 2050-09-16      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-14 SB                                                                   | CUSIP: 38376WBR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     782389 | PA      | $72129.80     | 0.00%             | 2035-11-20      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-66 EP                                                                   | CUSIP: 3136A6ZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    5919751 | PA      | $5705466.08   | 0.05%             | 2042-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                                 | FTAI 7 06/15/32 144A                                                             | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3252201.27   | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4608 JV                                                                      | CUSIP: 3137BR7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    4203783 | PA      | $3164962.88   | 0.03%             | 2055-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                         | HPE 4.85 10/15/31                                                                | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    5146000 | PA      | $5112528.61   | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                                           | ORCL 2.3 03/25/28                                                                | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5808000 | PA      | $5534672.73   | 0.05%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                                               | HONA 5.852 03/16/66 144A                                                         | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    4409000 | PA      | $4376755.22   | 0.04%             | 2066-03-16      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tidal Trust IV                                                                                         | Tidal Trust IV VOYA MULTI-SECTOR INCOME ETF                                      | CUSIP: 88636N304<br>LEI: 2549002AJTPTPGECMC44 | Long             | EC               | RF                | US        |    4755404 | NS      | $234536525.28 | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX PASS THROUGH TRUST 2020-1AA                                                                      | FDX 1.875 02/20/34                                                               | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1855813 | PA      | $1601706.26   | 0.01%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FR QD8212                                                                        | CUSIP: 3133B6DR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12671961 | PA      | $11258656.82  | 0.10%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AB6609                                                                        | CUSIP: 31417DKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1498557 | PA      | $1412995.50   | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH4359                                                                        | CUSIP: 3140GSZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     280495 | PA      | $276219.12    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2019-2                                                                         | FSMT 2019-2 B2                                                                   | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1245444 | PA      | $1143610.60   | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC / CASCADES USA INC                                                                        | CASCN 5.375 01/15/28 144A                                                        | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    3290000 | PA      | $3259070.38   | 0.03%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                | UNH 4.95 01/15/32                                                                | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4723000 | PA      | $4777072.16   | 0.04%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CVS Health Corp                                                                                        | CVS 6 06/01/63                                                                   | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     217000 | PA      | $206054.84    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics Incorporated                                                                         | DGX 2.8 06/30/31                                                                 | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     875000 | PA      | $799405.27    | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| PRM TRUST 2025-PRM6                                                                                    | PRM6 2025-PRM6 D                                                                 | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1989549.00   | 0.02%             | 2033-07-08      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                        | DANBNK V4.999 03/27/32 144A                                                      | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    4475000 | PA      | $4488249.13   | 0.04%             | 2032-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Oak-Eagle AcquireCo Inc.                                                                               | EA 7.25 07/01/33 144A                                                            | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2057937.69   | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G67709                                                                        | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19474159 | PA      | $18256670.03  | 0.16%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM4231                                                                        | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69395 | PA      | $59061.91     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                                               | CC 7.875 03/15/34 144A                                                           | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1741216.78   | 0.02%             | 2034-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3982 LZ                                                                      | CUSIP: 3137AKAR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3460267 | PA      | $3326001.79   | 0.03%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                        | ACRISU 7.5 11/06/30 144A                                                         | CUSIP: 00489LAL7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2724441.59   | 0.02%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Nucor Corporation                                                                                      | NUE 5.1 06/01/35                                                                 | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    4456000 | PA      | $4504433.42   | 0.04%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| CLI FUNDING VI LLC                                                                                     | CLIF 2020-1A A                                                                   | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    1492849 | PA      | $1405410.36   | 0.01%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BV3057                                                                        | CUSIP: 3140MGMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1825451 | PA      | $1695763.33   | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                        | DANBNK V5.705 03/01/30 144A                                                      | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2901000 | PA      | $2984329.57   | 0.03%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2009-33 ZB                                                                   | CUSIP: 38374UJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    5863110 | PA      | $6018641.88   | 0.05%             | 2039-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4310 BZ                                                                      | CUSIP: 3137B7RH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    5938015 | PA      | $5722605.07   | 0.05%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator (fka Thyssenkrupp Elevator)                                                                | TK Elevator (fka Thyssenkrupp Elevator) Term Loan B (Incremental) 275 2030-04-01 | CUSIP: 000000000<br>LEI: 254900K869UN2ZWVB351 | Long             | LON              | CORP              | US        |     175000 | PA      | $175546.88    | 0.00%             | 2030-04-30      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2019-3 MA                                                                   | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    5034798 | PA      | $4908061.38   | 0.04%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                  | AAL 3.2 06/15/28 AA                                                              | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2288318 | PA      | $2231560.59   | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                | UNH 5.5 04/15/64                                                                 | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     553000 | PA      | $506762.30    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $32445.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C17                                                                      | CUSIP: 31325VVM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3739194 | PA      | $696079.64    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3117 ZA                                                                      | CUSIP: 31396HWV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     405242 | PA      | $417298.83    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                   | GM 5.55 07/15/29                                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7761000 | PA      | $7941769.91   | 0.07%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA8947                                                                        | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1676799 | PA      | $1669976.37   | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simmons Foods Inc / Simmons Prepared Foods Inc / Simmons Pet Food Inc / Simmons Feed (Ingredients Inc) | SIMFOO 4.625 03/01/29 144A                                                       | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1873192.56   | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                                           | GSMBS 2019-PJ2 B3                                                                | CUSIP: 36257LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2549697 | PA      | $2355709.85   | 0.02%             | 2049-11-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 2541 NE                                                                      | CUSIP: 31393GYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      72343 | PA      | $74197.95     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2009-29 PB                                                                   | CUSIP: 38374UNM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     294622 | PA      | $298227.83    | 0.00%             | 2039-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2018-4                                                                         | FSMT 2018-4 B3                                                                   | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     781188 | PA      | $719501.49    | 0.01%             | 2048-07-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Symetra Life Insurance Co.                                                                             | SYA 6.55 10/01/55 144A                                                           | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |    2781000 | PA      | $2789281.90   | 0.02%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5072 QI                                                                      | CUSIP: 3137F9AV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   48173179 | PA      | $10663019.90  | 0.10%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q13086                                                                        | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     538996 | PA      | $494804.26    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2020-1                                                                         | MSAIC 2020-1A B                                                                  | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2442529 | PA      | $2101424.27   | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V1.734 07/22/27                                                              | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6031000 | PA      | $5980905.31   | 0.05%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                                           | CAS 2024-R04 1B1                                                                 | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    8400000 | PA      | $8499469.44   | 0.08%             | 2044-05-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | CAS 2022-R05 2B2                                                                 | CUSIP: 20754DAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1000000 | PA      | $1054590.20   | 0.01%             | 2042-04-25      | Floating      | 10.66%                | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                                       | PM 4.875 02/13/29                                                                | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3613670.13   | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                                                        | CDS CDX.NA.IG.46.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $17594258.54  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B20 MORTGAGE TRUST                                                                      | BMARK 2020-B20 XA                                                                | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   52019821 | PA      | $2428719.59   | 0.02%             | 2053-10-20      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)                                                      | SUMITOMO MITSUI TRUST BANK LTD (SINGAPORE BRANCH)                                | CUSIP: 86564XEC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2339557.77   | 0.02%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C9                                                                       | CUSIP: 31325VVD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2691774 | PA      | $444675.07    | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                         | DTE 5.2 04/01/30                                                                 | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3698000 | PA      | $3772800.07   | 0.03%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ACE SECURITIES CORP MORTGAGE LOAN TRUST SERIES 2007-D1                                                 | ACE 2007-D1 A2                                                                   | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1947665 | PA      | $1599551.49   | 0.01%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS (NEW YORK BRANCH)                                                                          | BNP PARIBAS (NEW YORK BRANCH)                                                    | CUSIP: 09659CJ33<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2310537.86   | 0.02%             | 2026-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA5107                                                                        | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31687764 | PA      | $31953690.18  | 0.29%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS7727                                                                        | CUSIP: 3138WHSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     776969 | PA      | $703533.71    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allegany Park Clo Ltd.                                                                                 | ALLPK 2019-1A ARR                                                                | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   18200000 | PA      | $18183583.60  | 0.16%             | 2035-01-22      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V5.872 09/15/34                                                              | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4581000 | PA      | $4798490.30   | 0.04%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE 1.875 01/15/27                                                               | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3483000 | PA      | $3418008.09   | 0.03%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HARBORVIEW MORTGAGE LOAN TRUST 2005-4                                                                  | HVMLT 2007-5 A1A                                                                 | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1114249 | PA      | $986669.38    | 0.01%             | 2037-09-19      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 5.3 06/01/34                                                               | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1301000 | PA      | $1321106.82   | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                           | RFM 2022-FRR1 AB60                                                               | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4894050.75   | 0.04%             | 2049-11-08      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA5216                                                                        | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3153525 | PA      | $3221775.65   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4000 PA                                                                      | CUSIP: 3137ALY45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      83266 | PA      | $83077.23     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-8                                                               | CHASE 2024-8 B3                                                                  | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2303954 | PA      | $2405785.14   | 0.02%             | 2055-08-25      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS4349                                                                        | CUSIP: 3138WDZP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6180551 | PA      | $5983926.63   | 0.05%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2011-52 PA                                                                   | CUSIP: 38377VFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     538860 | PA      | $537933.11    | 0.00%             | 2041-02-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HLTN COMMERCIAL MORTGAGE TRUST 2024-DPLO                                                               | HLTN 2024-DPLO A                                                                 | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7008409.10   | 0.06%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BM1150                                                                        | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4920630 | PA      | $4447438.78   | 0.04%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q36283                                                                        | CUSIP: 3132QS6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     687425 | PA      | $663049.91    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS MORTGAGE TRUST                                                                           | ORL 2024-GLKS C                                                                  | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10030934.00  | 0.09%             | 2039-12-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4986 IO                                                                      | CUSIP: 3137FTWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   13359963 | PA      | $2998898.17   | 0.03%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                                    | MEDIND 3.875 04/01/29 144A                                                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3247377.64   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AH4772                                                                        | CUSIP: 3138A6JS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1844 | PA      | $1821.95      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-100 KB                                                                  | CUSIP: 38381XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     532322 | PA      | $390252.23    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4941 WZ                                                                      | CUSIP: 3137FQV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2317736 | PA      | $2041323.45   | 0.02%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-60 SB                                                                   | CUSIP: 3136ATMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   10124892 | PA      | $771782.55    | 0.01%             | 2046-09-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp.                                                                                   | NCX 7 12/01/31 144A                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1825000 | PA      | $1933154.98   | 0.02%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2007-10 Z                                                                    | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      15823 | PA      | $16512.35     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2006-56 SM                                                                   | CUSIP: 31395NYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     757034 | PA      | $49023.91     | 0.00%             | 2036-07-25      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V5.727 04/25/30                                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1737000 | PA      | $1792365.10   | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4755 Z                                                                       | CUSIP: 3137FDNH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3291484 | PA      | $2900750.07   | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                               | JANEST 6.75 05/01/33 144A                                                        | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $4142334.24   | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                            | NBNAUS 2.5 01/08/32 144A                                                         | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1369000 | PA      | $1226249.25   | 0.01%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN CB2140                                                                        | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13782761 | PA      | $11360153.33  | 0.10%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                                                                                    | PEER USA LLC                                                                     | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |     750000 | PA      | $744492.00    | 0.01%             | 2032-09-29      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INC                                                                      | FE 2.65 01/15/32 144A                                                            | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2443000 | PA      | $2190091.94   | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| MOSAIC SOLAR LOAN TRUST 2024-2                                                                         | MSAIC 2024-2A A                                                                  | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6643617 | PA      | $6315705.36   | 0.06%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                                        | LLY 5.5 02/12/55                                                                 | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2785724.59   | 0.02%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| JEFFERIES LLC                                                                                          | JEFFERIES LLC                                                                    | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |    4163978 | PA      | $4163978.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                                      | TDY 2.5 08/01/30                                                                 | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2222512.90   | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5279 IM                                                                      | CUSIP: 3137H9KW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   42951333 | PA      | $8458386.77   | 0.08%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                                            | ABBV 3.2 11/21/29                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8232000 | PA      | $7937532.72   | 0.07%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -268424000 | NC      | $-486728.81   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                                                           | GAM 2022-FRR3 DK47                                                               | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     819766 | PA      | $805129.97    | 0.01%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Open Text Holdings Inc                                                                                 | OTEXCN 4.125 12/01/31 144A                                                       | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3604516.80   | 0.03%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2019-30 SB                                                                   | CUSIP: 3136B5AC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    6256195 | PA      | $623707.93    | 0.01%             | 2049-07-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | TRS TREASURY BOND                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1451.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                                                           | RFM 2022-FRR1 AB64                                                               | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   19500000 | PA      | $18752785.35  | 0.17%             | 2050-03-01      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2003-74 IO                                                                   | CUSIP: 31393EAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      92240 | PA      | $13335.17     | 0.00%             | 2033-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                                   | RY V5.153 02/04/31 GMTN                                                          | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2778000 | PA      | $2824310.65   | 0.03%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                         | PENSKE 5.25 07/01/29 144A                                                        | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    5266000 | PA      | $5344198.05   | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                                       | AMCR 1.65 01/15/27                                                               | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3592081.79   | 0.03%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-79 SA                                                                   | CUSIP: 3136AQKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   17989259 | PA      | $1602518.25   | 0.01%             | 2045-11-25      | Floating      | 2.47%                 | No            |                  2 | On Loan: No      |
| Voyager Parent LLC                                                                                     | EVRI 9.25 07/01/32 144A                                                          | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2145202.54   | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE TRUST 2019-1                                                                           | RCKT 2019-1 B4                                                                   | CUSIP: 749357BK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     796016 | PA      | $718667.21    | 0.01%             | 2049-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                                         | PEG 5.2 05/15/30 144A                                                            | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3432000 | PA      | $3486665.00   | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2013-60 DS                                                                   | CUSIP: 3136AEU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2408669 | PA      | $143254.62    | 0.00%             | 2033-06-25      | Floating      | 2.42%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2016-B                                                                   | CBSLT 2016-B B                                                                   | CUSIP: 20267UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265915 | PA      | $250659.24    | 0.00%             | 2040-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                                             | NGGLN 5.664 01/17/54 144A                                                        | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     444000 | PA      | $417274.19    | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2020-87 AI                                                                   | CUSIP: 3136BC4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   50531539 | PA      | $6685795.08   | 0.06%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KRE COMMERCIAL MORTGAGE TRUST 2025-AIP4                                                                | KRE 2025-AIP4 C                                                                  | CUSIP: 50077KAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7194688 | PA      | $7175652.52   | 0.06%             | 2042-03-17      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3524 LA                                                                      | CUSIP: 31398CKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      72269 | PA      | $73072.41     | 0.00%             | 2033-03-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2019-B                                                                | SMB 2019-B A2A                                                                   | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5816152 | PA      | $5715192.32   | 0.05%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE 2024-1 LTD                                                                               | BMIR 2024-1 M1C                                                                  | CUSIP: 078915AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    4430000 | PA      | $4506738.23   | 0.04%             | 2034-08-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA7534                                                                        | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15259515 | PA      | $13145658.79  | 0.12%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                                   | BMP 2024-MF23 C                                                                  | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5005183.50   | 0.04%             | 2041-06-17      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 1999-33 Z                                                                    | CUSIP: 31359WKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      16148 | PA      | $16392.36     | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B23 MORTGAGE TRUST                                                                      | BMARK 2021-B28 XA                                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4687311 | PA      | $218969.59    | 0.00%             | 2054-08-17      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3843 JZ                                                                      | CUSIP: 3137A9K96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     864730 | PA      | $880277.13    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2020-H                                                       | NAVSL 2020-HA A                                                                  | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6267168 | PA      | $5958264.93   | 0.05%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                             | OXY 6.2 03/15/40                                                                 | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2008000 | PA      | $2052294.47   | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Perrigo Finance Unlimited Co.                                                                          | PRGO 6.125 09/30/32 USD                                                          | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    2905000 | PA      | $2653080.87   | 0.02%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C13                                                                      | CUSIP: 31325VVH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2504677 | PA      | $515379.77    | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 2.1 04/01/31                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1734000 | PA      | $1511238.98   | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                            | FISV 5.15 08/12/34                                                               | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1384000 | PA      | $1344949.94   | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR QD6563                                                                        | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4111227 | PA      | $3657358.94   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSJP TRUST 2025-BEDS                                                                                   | GSJP 2025-BEDS A                                                                 | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1791433.80   | 0.02%             | 2042-12-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                         | SPGI 2.7 03/01/29                                                                | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3579000 | PA      | $3448321.73   | 0.03%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corporation                                                                                 | OGE 5.45 05/15/29                                                                | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1132371.37   | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2026-22 SA                                                                   | CUSIP: 3136G5HH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  218831258 | PA      | $20243215.29  | 0.18%             | 2056-04-25      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                                | HYNMTR 6.5 01/16/29 144A                                                         | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3094000 | PA      | $3230811.85   | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4378                                                                        | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     824389 | PA      | $669542.15    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                                   | ELV 4.95 11/01/31                                                                | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3605000 | PA      | $3628663.40   | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2022-2                                                                        | JPMMT 2022-2 B3                                                                  | CUSIP: 46655DCQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1359028 | PA      | $1110535.04   | 0.01%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                                     | STT V4.675 10/22/32                                                              | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4147000 | PA      | $4144347.08   | 0.04%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                                                | IRS BRL                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-13929.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                           | AVGO 5.05 04/15/30                                                               | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2641000 | PA      | $2692501.67   | 0.02%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ 0% 04/02/18                                                                                   | MONDELEZ 0% 04/02/18                                                             | CUSIP: 60920WD23<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17705000 | PA      | $17701108.44  | 0.16%             | 2026-04-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2015-A                                                                   | CMLTI 2015-A B2                                                                  | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     272693 | PA      | $270790.13    | 0.00%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FS2624                                                                        | CUSIP: 3140XH4J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4361964 | PA      | $3594352.01   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4136 IE                                                                      | CUSIP: 3137AWHA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    6119644 | PA      | $1115289.25   | 0.01%             | 2042-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                                        | LLOYDS BANK PLC                                                                  | CUSIP: 53943SHQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     650000 | PA      | $639706.86    | 0.01%             | 2026-08-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                       | CWALT 2007-8CB A3                                                                | CUSIP: 02150FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     682501 | PA      | $273859.89    | 0.00%             | 2037-05-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-B-GS                                                                | CBSLT 2017-BGS B                                                                 | CUSIP: 20268KAC4<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     348465 | PA      | $290914.09    | 0.00%             | 2042-09-25      | Variable      | 3.26%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                              | CMC 6 12/15/35 144A                                                              | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2738579.51   | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 MORTGAGE TRUST                                                                          | COMM 2017-COR2 XA                                                                | CUSIP: 12595EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   31486013 | PA      | $278781.88    | 0.00%             | 2050-09-12      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                                                      | TRS IBOXXLLTR INDEX                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-678000.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2018-2 MV                                                                   | CUSIP: 35563PFJ3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    6850908 | PA      | $6572185.97   | 0.06%             | 2057-11-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-159 SM                                                                  | CUSIP: 38382BGQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   16220668 | PA      | $1876111.63   | 0.02%             | 2049-12-20      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 3.3 07/01/30                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2414000 | PA      | $2262672.11   | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JUPITER BORROWER INC                                                                                   | JUPITER BORROWER INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2190000.00   | 0.02%             | 2033-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BU1235                                                                        | CUSIP: 3140M2LR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5103638 | PA      | $4167337.01   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                             | OKE 6.5 09/01/30 144A                                                            | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3322000 | PA      | $3517629.09   | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| GSAT TRUST 2025-BMF                                                                                    | GSAT 2025-BMF C                                                                  | CUSIP: 36271XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4977243.50   | 0.04%             | 2040-07-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4235 QD                                                                      | CUSIP: 3137B3SD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1529994 | PA      | $1471045.23   | 0.01%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41                                                         | WFCM 2017-C41 B                                                                  | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $3842474.40   | 0.03%             | 2050-11-17      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 68                                                                       | CUSIP: 31325VTN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     629226 | PA      | $80514.95     | 0.00%             | 2045-02-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-14                                                                       | JPMMT 2021-14 B4                                                                 | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2051845 | PA      | $1694181.10   | 0.02%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2003-84 PZ                                                                   | CUSIP: 31393EMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     193096 | PA      | $195987.87    | 0.00%             | 2033-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST SERIES 2017-SC01                                               | FWLS 2017-SC01 1A                                                                | CUSIP: 3137G1BK2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2224876 | PA      | $1917818.21   | 0.02%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                                             | EVRG 5.9 11/15/33                                                                | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     802000 | PA      | $851148.59    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2019-47 SB                                                                   | CUSIP: 3136B5RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3606643 | PA      | $304054.94    | 0.00%             | 2040-05-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2021-146 IL                                                                  | CUSIP: 38382WE29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   17188492 | PA      | $3550680.86   | 0.03%             | 2051-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA3210                                                                        | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306551 | PA      | $284566.66    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc.                                                                                          | QCOM 4.75 05/20/32                                                               | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2628000 | PA      | $2643300.08   | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                               | DVN 5.2 09/15/34                                                                 | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3720722.05   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA4398                                                                        | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8896983 | PA      | $7223511.30   | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                                           | BMY 5.55 02/22/54                                                                | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3479000 | PA      | $3352270.71   | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Caterpillar Inc                                                                                        | Caterpillar Inc 0% CP 01/04/2026                                                 | CUSIP: 14912ED12<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | STIV             | CORP              | US        |   15000000 | PA      | $14998474.50  | 0.13%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.299 07/21/32                                                              | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1037000 | PA      | $915748.97    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                                                 | PLDTLF 5.5 04/01/34 144A                                                         | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     999000 | PA      | $1015499.96   | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FONTAINEBLEAU MIAMI BEACH TRUST 2024-FBLU                                                              | FMBT 2024-FBLU D                                                                 | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2511360.00   | 0.02%             | 2039-12-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                                | DUK 5.875 11/15/33                                                               | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     896000 | PA      | $951662.06    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-E                                                       | NAVSL 2021-FA B                                                                  | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1323412.30   | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                                | VW 4.55 09/11/28 144A                                                            | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    3153000 | PA      | $3145610.91   | 0.03%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                                    | DC 2024-HLTN A                                                                   | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7033782.00   | 0.06%             | 2040-04-13      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                          | GOOGL 4.8 02/15/36                                                               | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4120000 | PA      | $4103948.89   | 0.04%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                               | GNR 2020-32 SG                                                                   | CUSIP: 38382DPA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   15296849 | PA      | $1958616.19   | 0.02%             | 2050-03-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| SHR TRUST 2024-LXRY                                                                                    | SHR 2024-LXRY A                                                                  | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5001655.00   | 0.04%             | 2041-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2015-27 PB                                                                   | CUSIP: 38379JXC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     344089 | PA      | $342043.37    | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                                   | SUMIBK 5.454 01/15/32                                                            | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2663000 | PA      | $2747705.34   | 0.02%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Jacobs Solutions Inc.                                                                                  | J 5.375 03/03/36                                                                 | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |    3021000 | PA      | $2948211.60   | 0.03%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                               | GNR 2016-6 SB                                                                    | CUSIP: 38379TUB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   22659560 | PA      | $1778238.41   | 0.02%             | 2046-01-20      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                               | AXP V5.016 04/25/31                                                              | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     138000 | PA      | $140329.83    | 0.00%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                                                           | T 4.625 11/15/55                                                                 | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35227800 | PA      | $33664566.38  | 0.30%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP MORTGAGE TRUST                                                                          | ARDN 2025-ARCP A                                                                 | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $9976632.00   | 0.09%             | 2035-06-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                                             | BATSLN 5.834 02/20/31                                                            | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1554489.40   | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Cedar Funding VIII CLO, Ltd                                                                            | CEDF 2017-8A ARR                                                                 | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   13000000 | PA      | $12999857.00  | 0.12%             | 2038-01-19      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                      | HRI 7.25 06/15/33 144A                                                           | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2076823.80   | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN BH4666                                                                        | CUSIP: 3140GTFG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     759676 | PA      | $749697.96    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                      | AIG 3.4 06/30/30                                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3723000 | PA      | $3553937.90   | 0.03%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                       | BPLN 4.989 04/10/34                                                              | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     557000 | PA      | $561067.40    | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5392 DI                                                                      | CUSIP: 3137HBWT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   29133014 | PA      | $6758142.57   | 0.06%             | 2051-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                                       | OHI 5.2 07/01/30                                                                 | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $3439251.83   | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                                                              | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -268424000 | NC      | $213672.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HERO FUNDING TRUST 2016-4                                                                              | HERO 2016-4A A2                                                                  | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     857146 | PA      | $821925.86    | 0.01%             | 2047-09-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SPLITERO TRUST 2025-1                                                                                  | SPLTO 2025-1 A1                                                                  | CUSIP: 848948AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1720563.95   | 0.02%             | 2055-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GN 726918                                                                        | CUSIP: 3620ADSF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      89546 | PA      | $88946.18     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKE'S FUNDING LLC                                                                              | JMIKE 2024-1A A2                                                                 | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7722000 | PA      | $7820957.43   | 0.07%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                        | SANUK V2.469 01/11/28                                                            | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2513000 | PA      | $2471904.43   | 0.02%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-102 SA                                                                  | CUSIP: 3136A1AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     405088 | PA      | $43904.96     | 0.00%             | 2041-10-25      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2019-4 TRUST                                                    | WFMBS 2019-4 B3                                                                  | CUSIP: 95002FBK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1740821 | PA      | $1220350.24   | 0.01%             | 2049-09-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Capstone Copper Corp                                                                                   | CAPCOP 6.75 03/31/33 144A                                                        | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1935000 | PA      | $1924055.64   | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR ZA6681                                                                        | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6489395 | PA      | $6215068.55   | 0.06%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 4.125 02/15/36                                                                 | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9312000 | PA      | $9167227.45   | 0.08%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                                | MPLX 2.65 08/15/30                                                               | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     360000 | PA      | $331933.28    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                                             | DKL 8.625 03/15/29 144A                                                          | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3271417.97   | 0.03%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                                                        | MRKGR 4.625 10/15/32 144A                                                        | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    4264000 | PA      | $4204923.82   | 0.04%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                                    | Entergy Corporation 0% CP 08/06/2026                                             | CUSIP: 29366GF89<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |    6500000 | PA      | $6448883.35   | 0.06%             | 2026-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                                                                          | HSBC Bank PLC VAR CP 17/06/2026 USD (SEC REGD)                                   | CUSIP: 40433FWA3<br>LEI: MP6I5ZYZBEU3UXPYFY54 | Long             | STIV             | CORP              | GB        |    5100000 | PA      | $5102883.78   | 0.05%             | 2026-06-17      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                                                 | BX 2.5 01/10/30 144A                                                             | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     608000 | PA      | $564014.66    | 0.01%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GREAT WOLF TRUST 2015-WOLF                                                                             | GWT 2024-WOLF D                                                                  | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3915869.88   | 0.04%             | 2039-03-15      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA5614                                                                        | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2280367 | PA      | $2293105.57   | 0.02%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Company, Incorporated                                                                      | McCormick & Company, Incorporated 0% CP 30/04/2026                               | CUSIP: 57978DDW6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | STIV             | CORP              | US        |   34250000 | PA      | $34133550.00  | 0.31%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                                        | FHR 5152 IQ                                                                      | CUSIP: 3137H3BZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   45281507 | PA      | $10530010.72  | 0.09%             | 2051-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mckesson Corp.                                                                                         | MCK 4.25 09/15/29                                                                | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2596000 | PA      | $2589859.53   | 0.02%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                   | GM 4.9 10/06/29                                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4723000 | PA      | $4747710.36   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS INTERNATIONAL                                                                            | SWOP CDS CDX.NA.HY.45.V2                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        | -100000000 | NC      | $-727731.98   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Nacional de Panama                                                                               | BCONAL 2.5 08/11/30 144A                                                         | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | NUSS              | PA        |    3750000 | PA      | $3326184.38   | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                                           | CAS 2024-R04 1M2                                                                 | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2825000 | PA      | $2824938.98   | 0.03%             | 2044-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                                 | TFC V5.435 01/24/30 MTN                                                          | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4678000 | PA      | $4788891.66   | 0.04%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FNR 2022-55 PA                                                                   | CUSIP: 3136BNYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2935868 | PA      | $2895985.52   | 0.03%             | 2051-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BP2770                                                                        | CUSIP: 3140KACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55158 | PA      | $46936.53     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                                          | DQE 2.532 10/01/30 144A                                                          | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1438000 | PA      | $1309890.46   | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 6.7 02/04/56                                                                | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2735395.90   | 0.02%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Ozlm XV Ltd / Ozlm XV Ltd                                                                              | OZLM 2016-15A A1R3                                                               | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |    7045149 | PA      | $7049305.96   | 0.06%             | 2033-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2018-104 HZ                                                                  | CUSIP: 38380X5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     369694 | PA      | $272310.80    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO XI LTD                                                                                     | ELM11 2021-4A BR                                                                 | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8990000 | PA      | $8995160.26   | 0.08%             | 2038-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-56 IC                                                                   | CUSIP: 3136APUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2567201 | PA      | $379694.08    | 0.00%             | 2045-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V19 MORTGAGE TRUST                                                                      | BMARK 2025-V19 C                                                                 | CUSIP: 08164DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3400000 | PA      | $3381379.22   | 0.03%             | 2058-01-17      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2016-160 GS                                                                  | CUSIP: 38380BY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   11050981 | PA      | $1311824.32   | 0.01%             | 2046-11-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp.                                                                              | MAIN 6.95 03/01/29                                                               | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    4714000 | PA      | $4851574.60   | 0.04%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Wind River CLO Ltd                                                                                     | Wind River 2021-1 CLO Ltd                                                        | CUSIP: 97314HAW9<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10009880.00  | 0.09%             | 2037-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                          | F 5.113 05/03/29                                                                 | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3314000 | PA      | $3283614.90   | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2017-163 SH                                                                  | CUSIP: 38380KSY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   11643818 | PA      | $1428512.47   | 0.01%             | 2047-11-20      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 5.35 05/04/33                                                               | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7726000 | PA      | $7523854.08   | 0.07%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                                                            | KVUE 5.05 03/22/28                                                               | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    1857000 | PA      | $1885767.08   | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE V6.375 08/15/55                                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2937000 | PA      | $2993675.29   | 0.03%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                        | XEL V5.75 12/03/56                                                               | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2754000 | PA      | $2689219.97   | 0.02%             | 2056-12-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT                                             | WMALT 2007-OC1 A3                                                                | CUSIP: 93936FAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     394274 | PA      | $362416.28    | 0.00%             | 2047-01-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2023-PJ5                                                           | GSMBS 2023-PJ5 B2                                                                | CUSIP: 36268ABS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1920390 | PA      | $1986719.98   | 0.02%             | 2054-02-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2008-12 SC                                                                   | CUSIP: 31396YNF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1230170 | PA      | $82147.32     | 0.00%             | 2038-03-25      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| Gcat 2025-INV4 Trust                                                                                   | GCAT 2025-INV4 B3                                                                | CUSIP: 367920CM5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1990823 | PA      | $2134191.00   | 0.02%             | 2055-08-25      | Variable      | 7.26%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2026-ESH2                                                                  | ESA 2026-ESH2 D                                                                  | CUSIP: 30227WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3269241 | PA      | $3283895.55   | 0.03%             | 2043-02-18      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                                   | STLD 1.65 10/15/27                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2726343.00   | 0.02%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                               | LLOYDS V8 PERP                                                                   | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4692000 | PA      | $4929180.60   | 0.04%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                                  | FN AD0847                                                                        | CUSIP: 31418M5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      53475 | PA      | $55214.41     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2003-105 AZ                                                                  | CUSIP: 31393E7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     327178 | PA      | $337187.79    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                                         | SPGI 1.25 08/15/30                                                               | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1529000 | PA      | $1333639.07   | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.884 10/22/30 MTN                                                          | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7790000 | PA      | $7369796.03   | 0.07%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 277 30                                                                       | CUSIP: 3128HX4M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1914136 | PA      | $1728728.78   | 0.02%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2010-107 SB                                                                  | CUSIP: 31398NKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    5553868 | PA      | $522171.63    | 0.00%             | 2040-09-25      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2022-INV2                                                    | BVINV 2022-2 AF                                                                  | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2242052 | PA      | $2094192.32   | 0.02%             | 2051-12-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V5.571 04/22/28                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $2489498.80   | 0.02%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AlixPartners                                                                                           | AlixPartners Term Loan B 200 2032-07-26                                          | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    2269312 | PA      | $2251405.36   | 0.02%             | 2032-08-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-C14 COMMERCIAL MORTGAGE TRUST                                                               | CSAIL 2018-C14 AS                                                                | CUSIP: 12596GBD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2934655.20   | 0.03%             | 2051-11-17      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| HSBC USA, Inc.                                                                                         | HSBC USA, Inc. 0% CP 20/08/2026                                                  | CUSIP: 40446MHL6<br>LEI: 549300LBOHZ4QSIWU288 | Long             | STIV             | CORP              | US        |    3000000 | PA      | $2953021.80   | 0.03%             | 2026-08-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES                                                       | SCRT 2018-2 HT                                                                   | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2930397 | PA      | $2583577.59   | 0.02%             | 2057-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 2.65 02/01/30                                                              | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3843000 | PA      | $3599820.84   | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 31 LTD                                                                                        | AMMC 2025-31A B                                                                  | CUSIP: 03166GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8990000 | PA      | $9011234.38   | 0.08%             | 2038-02-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                                                              | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-195593.99   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4787 PY                                                                      | CUSIP: 3137F57L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     311073 | PA      | $297134.38    | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG V82645                                                                        | CUSIP: 3132L75E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6950462 | PA      | $6281247.77   | 0.06%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                                  | Parker-Hannifin Corp. 0% CP 07/05/2026                                           | CUSIP: 70109ME75<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   20000000 | PA      | $19916936.00  | 0.18%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING CO                                                                     | FE 3.5 04/01/28 144A                                                             | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1929000 | PA      | $1890139.29   | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                               | GNR 2020-187 BI                                                                  | CUSIP: 38382LM40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGSE             | US        |   64626676 | PA      | $9745790.05   | 0.09%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                                           | PEG 1.6 08/15/30                                                                 | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1529000 | PA      | $1346639.69   | 0.01%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 Ltd.                                                                           | BLUEM 2016-3A A1R2                                                               | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    2402514 | PA      | $2404051.89   | 0.02%             | 2030-11-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| SONIC CAPITAL LLC                                                                                      | SONIC 2020-1A A2I                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6892417 | PA      | $6827561.93   | 0.06%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 6 08/03/55                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $3625274.97   | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                                      | CPGX 5.097 10/01/31 144A                                                         | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2399721.70   | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Company LLC                                                                  | Concord Minutemen Capital Company LLC 0% CP 29/04/2026                           | CUSIP: 2063C1DV9<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | ABS-APCP         | CORP              | US        |    7500000 | PA      | $7476699.00   | 0.07%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q28135                                                                        | CUSIP: 3132M8V45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     829001 | PA      | $799345.19    | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 6.55 02/04/46                                                               | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2254643.37   | 0.02%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                                     | GXO 6.25 05/06/29                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1170269.69   | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                                | Simon Property Group LP 0% CP 11/05/2026                                         | CUSIP: 82880XEB2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | STIV             | CORP              | US        |    2575000 | PA      | $2563013.38   | 0.02%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOME MORTGAGE ASSETS TRUST 2007-4                                                             | AHMA 2007-4 A4                                                                   | CUSIP: 026934AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     874148 | PA      | $801047.50    | 0.01%             | 2037-08-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                                                           | GAM 2022-FRR3 BK89                                                               | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6372000 | PA      | $5361388.37   | 0.05%             | 2052-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA3                                                                | STACR 2022-HQA3 M2                                                               | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-O            | USGSE             | US        |    1150000 | PA      | $1214609.88   | 0.01%             | 2042-08-25      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                                     | BX 2024-CNYN C                                                                   | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1283331 | PA      | $1284274.08   | 0.01%             | 2041-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J2 Trust                                                                                      | OBX 2025-J2 A19                                                                  | CUSIP: 67122EAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1034664 | PA      | $1026629.63   | 0.01%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-128 LI                                                                  | CUSIP: 3136A9PN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     581166 | PA      | $19812.26     | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                           | SO 5.113 08/01/27                                                                | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3491132.56   | 0.03%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-81 CS                                                                   | CUSIP: 3136AT5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   11725794 | PA      | $708110.13    | 0.01%             | 2046-11-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                                | BPCEGP V5.716 01/18/30 144A                                                      | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3090000 | PA      | $3168163.81   | 0.03%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                                     | UNSEAM 7.875 02/15/31 144A                                                       | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2213393.33   | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loan Trust 2020-2                                                                         | MSAIC 2020-2A A                                                                  | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4841327 | PA      | $4097332.93   | 0.04%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| LOANPAL SOLAR LOAN 2021-2 LTD                                                                          | LPSLT 2021-2GS A                                                                 | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6401342 | PA      | $5056398.79   | 0.05%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                                      | CNRCN 4.2 03/12/31                                                               | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    7452000 | PA      | $7352357.00   | 0.07%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NYC TRUST 2024-3ELV                                                                                    | NYCT 2024-3ELV A                                                                 | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4012240.00   | 0.04%             | 2029-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 89                                                                       | CUSIP: 31325VUB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     178807 | PA      | $33969.88     | 0.00%             | 2045-02-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA4586                                                                        | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     226112 | PA      | $212539.07    | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V4.452 12/05/29                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6555000 | PA      | $6564034.04   | 0.06%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                                     | American Honda Finance Corporation 0% CP 16/04/2026                              | CUSIP: 02665KDG9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |    2230000 | PA      | $2226057.58   | 0.02%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2023-17 LTD                                                                              | AWPT 2023-17A BR                                                                 | CUSIP: 28624DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14850000 | PA      | $14749079.40  | 0.13%             | 2036-10-20      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                          | FREMOR 9.125 05/15/31 144A                                                       | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2534197.50   | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| MILL CITY SOLAR LOAN 2019-2 LTD                                                                        | MCSLT 2019-2GS A                                                                 | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2490520 | PA      | $2259041.56   | 0.02%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2011-84 Z                                                                    | CUSIP: 3136A0A72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    7160766 | PA      | $7274148.33   | 0.07%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                                      | Chamberlain Group Term Loan B 300 2032-07-12                                     | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |    3104221 | PA      | $3077785.55   | 0.03%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                                  | CAH 5.45 02/15/34                                                                | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     628000 | PA      | $641568.17    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc.                                                                                        | CRM 5.55 03/15/36                                                                | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    4551000 | PA      | $4538560.25   | 0.04%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                                              | SPRO 2024-1A A2                                                                  | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5635000 | PA      | $5777763.85   | 0.05%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 ISSUER LTD                                                                               | TRTX 2025-FL6 A                                                                  | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4308896.92   | 0.04%             | 2042-09-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                                           | Equifax Inc. 0% CP 01/05/2026                                                    | CUSIP: 29442LE12<br>LEI: 5493004MCF8JDC86VS77 | Long             | STIV             | CORP              | US        |   21000000 | PA      | $20926208.10  | 0.19%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 6.125 08/03/65                                                              | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1739000 | PA      | $1447692.55   | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA6476                                                                        | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2875855 | PA      | $2734797.52   | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                                   | WAMU 2007-HY2 1A1                                                                | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     940781 | PA      | $869997.73    | 0.01%             | 2036-12-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST 2015-GS1                                                                  | GSMS 2018-GS9 B                                                                  | CUSIP: 36255NAY1<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $464921.30    | 0.00%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                               | AXP V5.282 07/27/29                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1632584.75   | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: —       |
| COMM 2016-CCRE28 MORTGAGE TRUST                                                                        | COMM 2016-CR28 XA                                                                | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3986032 | PA      | $1589.23      | 0.00%             | 2049-02-12      | Variable      | 0.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-2                                                  | MSRM 2024-2 B1                                                                   | CUSIP: 61776FBG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4614465 | PA      | $4845341.41   | 0.04%             | 2054-03-25      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 4.375 03/15/42                                                               | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1082000 | PA      | $910893.16    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                                     | IR 5.176 06/15/29                                                                | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1219000 | PA      | $1248240.17   | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                                 | MSI 5 04/15/29                                                                   | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2203000 | PA      | $2233305.15   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                   | GM 6.1 01/07/34                                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1141000 | PA      | $1185702.25   | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                                                                         | DTE 4.95 07/01/27                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1351013.92   | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                                              | BAR 2026-FL1 A                                                                   | CUSIP: 06701PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5001142.00   | 0.04%             | 2043-08-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V5.511 01/24/36                                                              | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2138000 | PA      | $2181047.65   | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                                              | TPG 4.875 05/15/31                                                               | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    5136000 | PA      | $5039795.63   | 0.05%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2015-3                                                                          | SEMT 2015-3 B3                                                                   | CUSIP: 81746LCD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     982625 | PA      | $793083.70    | 0.01%             | 2045-07-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| CWALT INC                                                                                              | CWALT 2007-2CB 2A1                                                               | CUSIP: 02149HAR1<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-O            | CORP              | US        |    1759435 | PA      | $665916.06    | 0.01%             | 2037-03-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                       | AMZN 4.55 03/13/33                                                               | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    9059000 | PA      | $8974454.53   | 0.08%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4998 AI                                                                      | CUSIP: 3137FV6A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   45656905 | PA      | $10077542.77  | 0.09%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Q25268                                                                        | CUSIP: 3132M5QV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     783954 | PA      | $769881.89    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2019-2                                                                      | JPMMT 2019-2 A3                                                                  | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      29594 | PA      | $27937.75     | 0.00%             | 2049-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                                      | MF1 2024-FL14 A                                                                  | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3507452.90   | 0.03%             | 2039-03-21      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2004-54 SN                                                                   | CUSIP: 31394AGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1510853 | PA      | $94027.32     | 0.00%             | 2034-07-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| CFK TRUST 2020-MF2                                                                                     | CFK 2020-MF2 C                                                                   | CUSIP: 12529AAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1854478.40   | 0.02%             | 2039-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR QD6383                                                                        | CUSIP: 3133B4CU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4018232 | PA      | $3298760.51   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                     | ET 5.8 06/15/38 20Y                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1616000 | PA      | $1638628.01   | 0.01%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LCM 30 LTD                                                                                             | LCM 30A AR                                                                       | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1733781 | PA      | $1736442.23   | 0.02%             | 2031-04-21      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                    | CGCMT 2023-SMRT C                                                                | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     799000 | PA      | $803508.92    | 0.01%             | 2040-10-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4904 HB                                                                      | CUSIP: 3137FN6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1632872 | PA      | $1214730.22   | 0.01%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G05816                                                                        | CUSIP: 3128M7YM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     525626 | PA      | $542072.21    | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                             | SOAF 5.875 04/20/32 10Y                                                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2800000 | PA      | $2803500.00   | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Creative Planning                                                                                      | Creative Planning Term Loan B 200 2031-05-05                                     | CUSIP: 1261MAAE0<br>LEI: 254900A9E6SC2CI8V842 | Long             | LON              | CORP              | US        |    1109756 | PA      | $1103437.14   | 0.01%             | 2031-05-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                                   | JPM V4.603 10/22/30                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3813000 | PA      | $3821840.36   | 0.03%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AX6021                                                                        | CUSIP: 3138Y7VP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232399 | PA      | $227815.54    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                                      | CCI 5.6 06/01/29                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2067000 | PA      | $2116417.67   | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                                    | CMCSA 1.5 02/15/31                                                               | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1823000 | PA      | $1580375.93   | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FG A96423                                                                        | CUSIP: 312945D47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30546 | PA      | $30926.50     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 5.875 09/26/45                                                              | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2698068.88   | 0.02%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                             | S 6.875 11/15/28                                                                 | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    6863000 | PA      | $7257719.20   | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES LLC                                                                                          | JEFFERIES LLC                                                                    | CUSIP: 000000000<br>LEI: 58PU97L1C0WSRCWADL48 | Long             | RA               | CORP              | US        |   21658889 | PA      | $21658889.00  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                                 | BPLN V4.875 PERP                                                                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2776000 | PA      | $2742324.34   | 0.02%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2019-PJ2                                                           | GSMBS 2019-PJ2 A1                                                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     242090 | PA      | $227969.70    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                              | AMH 3.625 04/15/32                                                               | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     752000 | PA      | $694630.78    | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| ARZ TRUST 2024-BILT                                                                                    | ARZ 2024-BILT C                                                                  | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1514952.30   | 0.01%             | 2039-06-13      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                                           | AGR 3.8 06/01/29                                                                 | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2172278.34   | 0.02%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2019-39 SA                                                                   | CUSIP: 3136B5XQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    4849097 | PA      | $420820.87    | 0.00%             | 2049-08-25      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                                      | PNC V5.423 01/25/41                                                              | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4719000 | PA      | $4625025.69   | 0.04%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                       | Duke Energy Corp 0% CP 24/04/2026                                                | CUSIP: 26244JDQ9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    9650000 | PA      | $9624515.32   | 0.09%             | 2026-04-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV2 TRUST                                                                                   | GCAT 2025-INV2 B3                                                                | CUSIP: 36173QCF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3324569 | PA      | $3505982.66   | 0.03%             | 2055-05-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2020-2                                                                          | SEMT 2020-2 B2                                                                   | CUSIP: 81748KEE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1691178 | PA      | $1514496.57   | 0.01%             | 2050-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 50 LTD                                                                     | OCT50 2020-4A BR2                                                                | CUSIP: 67592MAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11750000 | PA      | $11705831.75  | 0.10%             | 2035-01-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                                   | SUMIBK V5.334 03/03/41                                                           | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5849000 | PA      | $5674887.73   | 0.05%             | 2041-03-03      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI                                         | JPMCC 2024-OMNI A                                                                | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3028991.40   | 0.03%             | 2039-10-07      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                                   | WSTOP 2024-1A A2                                                                 | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7900000 | PA      | $8037546.90   | 0.07%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                                   | CEMEX V7.2 PERP 144A                                                             | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    2750000 | PA      | $2797075.05   | 0.03%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA3990                                                                        | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19099 | PA      | $16227.67     | 0.00%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                                        | BANK 2020-BN30 XA                                                                | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5833870 | PA      | $259966.85    | 0.00%             | 2053-12-17      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2007-21 SB                                                                   | CUSIP: 31396P2Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     287155 | PA      | $23199.68     | 0.00%             | 2037-03-25      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                                       | BANK5 2024-5YR10 C                                                               | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2483321.00   | 0.02%             | 2057-10-17      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| KKR 2021-33 CLO LTD                                                                                    | KKR 33A BR                                                                       | CUSIP: 48254QAH7<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   15250000 | PA      | $15212088.50  | 0.14%             | 2034-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-23 NG                                                                   | CUSIP: 38381RQT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    1081376 | PA      | $821032.57    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 3.875 03/31/28                                                                 | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  203237900 | PA      | $203547520.75 | 1.82%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-76 PI                                                                   | CUSIP: 3136AQGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    1022066 | PA      | $137223.86    | 0.00%             | 2045-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Alternative Loan Trust 2006-S3                                                               | JPALT 2005-S1 1A1                                                                | CUSIP: 46627MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     303013 | PA      | $78457.72     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.592 04/29/31                                                              | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4632000 | PA      | $4280408.46   | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                                                                 | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DIR              | CORP              | CH        |   51527000 | NC      | $-118019.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 12 LTD                                                                                 | BGCLO 2025-12A B                                                                 | CUSIP: 09090MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   19040000 | PA      | $18823876.96  | 0.17%             | 2038-04-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| VTR COMMERCIAL MORTGAGE TRUST 2025-STEM                                                                | VTR 2025-STEM A                                                                  | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $6943069.00   | 0.06%             | 2039-10-14      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                          | SPLLLC 4.2 03/15/28                                                              | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1011000 | PA      | $1007186.54   | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Acore 2026-FL1 Issuer LLC                                                                              | ACORE 2026-FL1 A                                                                 | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2002105.80   | 0.02%             | 2043-08-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| DnB Bank ASA                                                                                           | DNBNO V4.832 03/30/32 144A                                                       | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    3775000 | PA      | $3767104.47   | 0.03%             | 2032-03-30      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                                           | THC 6 11/15/33 144A                                                              | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3169550.68   | 0.03%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                                                                       | AMZN 2.1 05/12/31                                                                | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2304062.47   | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                                               | SW 5.2 01/15/30                                                                  | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    6495000 | PA      | $6622621.75   | 0.06%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corporation                                                                           | NOVNVX 5.6 03/18/46                                                              | CUSIP: 66989HBK3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4229000 | PA      | $4238538.04   | 0.04%             | 2046-03-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                                        | GTN 7.25 08/15/33 144A                                                           | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2551343.08   | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corporation                                                                           | NOVNVX 4.6 03/18/33                                                              | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    7097000 | PA      | $7068925.83   | 0.06%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3 Inc.                                                                           | PSDO 7.5 06/01/31 144A                                                           | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1915564.61   | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                                      | WFC V5.605 04/23/36                                                              | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8242000 | PA      | $8437246.55   | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 784779                                                                        | CUSIP: 3622AAFU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2480586 | PA      | $2281174.86   | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                                             | TIAAGL 5.55 01/15/30 144A                                                        | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2986120.25   | 0.03%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM6884                                                                        | CUSIP: 3140XAUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2911884 | PA      | $2500329.97   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-1                                                                        | JPMMT 2018-1 B1                                                                  | CUSIP: 46648RAY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1569436 | PA      | $1436985.37   | 0.01%             | 2048-06-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Niagara Energy S.A.C.                                                                                  | NIAENE 5.746 10/03/34 144A                                                       | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $2008800.00   | 0.02%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST                                                            | SOFI 2018-B BFX                                                                  | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7376918 | PA      | $7157277.92   | 0.06%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2020-B17 MORTGAGE TRUST                                                                      | BMARK 2020-B17 XA                                                                | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23186997 | PA      | $969907.46    | 0.01%             | 2053-03-17      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4088 CS                                                                      | CUSIP: 3137ASP81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     543792 | PA      | $51508.59     | 0.00%             | 2042-08-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                                     | VEGLPL 6.5 01/15/34 144A                                                         | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1230833.55   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI                                         | JPMCC 2024-OMNI C                                                                | CUSIP: 46593JAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $1994965.20   | 0.02%             | 2039-10-07      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                                    | AEP 5.3 04/01/33                                                                 | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1187059.70   | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.                                                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1230907.41   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GAM RE-REMIC TRUST 2022-FRR3                                                                           | GAM 2022-FRR3 BK71                                                               | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9029000 | PA      | $8416019.38   | 0.08%             | 2050-11-29      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2020-77 JS                                                                   | CUSIP: 38382FAM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   11257357 | PA      | $968816.06    | 0.01%             | 2048-10-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-INV1                                                                     | JPMMT 2020-INV1 A3                                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     165298 | PA      | $149575.76    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                                   | GM 2.35 01/08/31                                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4412000 | PA      | $3932151.98   | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Hillenbrand                                                                                            | Hillenbrand Term Loan B 350 2033-01-07                                           | CUSIP: 54913EAB8<br>LEI: 254900H70V4IL22BHL88 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2271250.00   | 0.02%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3775 GZ                                                                      | CUSIP: 3137A4UT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3560689 | PA      | $3524541.79   | 0.03%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES LXV CLO LTD                                                                                       | ARES 2022-65A A1R                                                                | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22550000 | PA      | $22533087.50  | 0.20%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                                   | ESA 2025-ESH D                                                                   | CUSIP: 30227TAG5<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2509320.50   | 0.02%             | 2042-10-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025-B33RP                                                       | WFCM 2025-B33RP C                                                                | CUSIP: 95004RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3504577.30   | 0.03%             | 2042-08-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sunrun Bacchus Issuer 2025-1 LLC                                                                       | SUNRN 2025-1A A1                                                                 | CUSIP: 86771PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5988398 | PA      | $6014538.51   | 0.05%             | 2060-04-30      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                                    | MUFG V5.197 01/16/31                                                             | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1426000 | PA      | $1449722.51   | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MORTGAGE TRUST 2018-1                                                                         | FSMT 2018-1 B1                                                                   | CUSIP: 33850TAY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1432311 | PA      | $1323353.39   | 0.01%             | 2048-03-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN MA3356                                                                        | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     650292 | PA      | $603516.10    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -52628000 | NC      | $-311965.22   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-50 IO                                                                   | CUSIP: 3136BAZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    6716045 | PA      | $1748967.62   | 0.02%             | 2050-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR RA6332                                                                        | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     789311 | PA      | $646816.44    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5122 AI                                                                      | CUSIP: 3137H1AP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   21488491 | PA      | $4850721.60   | 0.04%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                           | The Sherwin-Williams Company 0% CP 14/04/2026                                    | CUSIP: 82434UDE4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | STIV             | CORP              | US        |   40500000 | PA      | $40439861.55  | 0.36%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                                         | KR 5.5 09/15/54                                                                  | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $2339174.93   | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MHP COMMERCIAL MORTGAGE TRUST 2025-MHIL2                                                               | MHP 2025-MHIL2 D                                                                 | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1494318.15   | 0.01%             | 2040-09-17      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V5.518 10/25/35                                                              | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3982000 | PA      | $3983307.73   | 0.04%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                                              | SPRO 2025-1A A2                                                                  | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1995000 | PA      | $1978815.56   | 0.02%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Lstar Commercial Mortgage Trust 2017-5                                                                 | LNSTR 2017-5 X                                                                   | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   30900876 | PA      | $89359.15     | 0.00%             | 2050-03-11      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                                | VW 5.3 03/22/27 144A                                                             | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6557000 | PA      | $6613001.63   | 0.06%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BK3209                                                                        | CUSIP: 3140HGR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40063 | PA      | $38364.34     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2020-C TRUST                                                            | SOFI 2020-C AFX                                                                  | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3905860 | PA      | $3680327.41   | 0.03%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G08707                                                                        | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     757254 | PA      | $728603.61    | 0.01%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-40 LS                                                                   | CUSIP: 3136ADE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2769342 | PA      | $282146.97    | 0.00%             | 2043-05-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4057 SN                                                                      | CUSIP: 3137ARKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1533667 | PA      | $109289.67    | 0.00%             | 2041-12-15      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FN MA5354                                                                        | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1922434 | PA      | $1963028.43   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tidal Trust IV                                                                                         | Tidal Trust IV VOYA ULTRA SHORT INCOME ETF                                       | CUSIP: 88636N403<br>LEI: 2549002AJTPTPGECMC44 | Long             | EC               | RF                | US        |    1995000 | NS      | $99849750.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 AZ3101                                                                        | CUSIP: 36197FNS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     332453 | PA      | $308499.81    | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOPPER MERGER SUB INC                                                                                  | HOPPER MERGER SUB INC                                                            | CUSIP: 000000000<br>LEI: 9845009E9B4548A5N478 | Long             | LON              | CORP              | US        |    2300000 | PA      | $2273993.90   | 0.02%             | 2033-01-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V2.496 02/13/31 MTN                                                          | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1549000 | PA      | $1432180.12   | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                          | GOOGL 5.75 02/15/66                                                              | CUSIP: 02079KBQ9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4229000 | PA      | $4191399.62   | 0.04%             | 2066-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-4 IV                                                                    | CUSIP: 3136BDE61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   10667805 | PA      | $2485500.32   | 0.02%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                                        | CUSIP: 01F042640<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20419000 | PA      | $19709236.38  | 0.18%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FR RA7200                                                                        | CUSIP: 3133KN7M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15171351 | PA      | $12941387.19  | 0.12%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                                 | FABSJV 6.2 01/25/37                                                              | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    6281000 | PA      | $6498241.32   | 0.06%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2-30YR-Multi                                                                    | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   46485000 | PA      | $45948860.60  | 0.41%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 BB9859                                                                        | CUSIP: 3617B15U3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     518502 | PA      | $479897.86    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2004-75 ZG                                                                   | CUSIP: 31394AW85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     325428 | PA      | $324202.74    | 0.00%             | 2034-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG C20719                                                                        | CUSIP: 31293HYQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4877 | PA      | $4978.08      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-8                                                                        | JPMMT 2019-8 A5                                                                  | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     425492 | PA      | $387744.86    | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                       | Duke Energy Corp 0% CP 21/04/2026                                                | CUSIP: 26244JDM8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   44500000 | PA      | $44397543.20  | 0.40%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH5155                                                                        | CUSIP: 3140GTWR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     814139 | PA      | $759023.41    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                                 | FABSJV 5.875 01/25/34                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $1026592.41   | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                                                                | FR SD8083                                                                        | CUSIP: 3132DV6U4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |    1799315 | PA      | $1528781.55   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                                  | Parker-Hannifin Corp. 0% CP 19/05/2026                                           | CUSIP: 70109MEK6<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |   25000000 | PA      | $24861812.50  | 0.22%             | 2026-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                           | SNPS 5 04/01/32                                                                  | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2578029.16   | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Oak-Eagle AcquireCo Inc.                                                                               | EA 8.75 07/01/34 144A                                                            | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     770000 | PA      | $806610.94    | 0.01%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                        | CVS 6.25 09/15/65                                                                | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     415000 | PA      | $405783.05    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                                    | NEE V3.8 03/15/82                                                                | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4864000 | PA      | $4699262.16   | 0.04%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-J2                                                                                      | CIM 2019-J2 B3                                                                   | CUSIP: 12558TBH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     830692 | PA      | $757319.71    | 0.01%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer 2022-1 LLC                                                                       | SUNRN 2022-1A A                                                                  | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4010978 | PA      | $3851694.18   | 0.03%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-20 EZ                                                                   | CUSIP: 3136AM6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   16279525 | PA      | $15464352.03  | 0.14%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-3                                                                | PFMT 2025-3 A13                                                                  | CUSIP: 74388PAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2262249 | PA      | $2269600.92   | 0.02%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                           | ORCL 3.8 11/15/37                                                                | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2941000 | PA      | $2337125.73   | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Mister Car Wash                                                                                        | Mister Car Wash Term Loan B (Incremental) 300 2031-03-01                         | CUSIP: 60646CAM9<br>LEI: 549300BARUQU0U2GQE05 | Long             | LON              | CORP              | US        |     825000 | PA      | $818193.75    | 0.01%             | 2031-03-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                                            | NTAP 5.5 03/17/32                                                                | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2593000 | PA      | $2655732.92   | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                                          | GOOGL 5.3 05/15/65                                                               | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1371000 | PA      | $1270101.72   | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-33 BW                                                                   | CUSIP: 3136A5SC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     944938 | PA      | $908868.52    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3213 JS                                                                      | CUSIP: 31397AZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    2007858 | PA      | $214390.64    | 0.00%             | 2036-09-15      | Floating      | 3.41%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4941 IO                                                                      | CUSIP: 3137FQSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   45795242 | PA      | $9330769.11   | 0.08%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2016-52 MI                                                                   | CUSIP: 3136AS6K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3466789 | PA      | $486668.53    | 0.00%             | 2045-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NEW YORK BRANCH                                                                      | BACR F 04/22/26 YCD                                                              | CUSIP: 06745GFH9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    1850000 | PA      | $1850153.74   | 0.02%             | 2026-04-22      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                        | GNR 2019-89 WB                                                                   | CUSIP: 38381W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     299424 | PA      | $215726.97    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SABAL ISSUER 2025-1 LLC                                                                                | PALMET 2025-1A A                                                                 | CUSIP: 78517QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12974382 | PA      | $13049532.49  | 0.12%             | 2060-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 MA8428                                                                        | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3383627 | PA      | $3377049.21   | 0.03%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                          | USB V5.033 01/26/37                                                              | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    9106000 | PA      | $8975476.51   | 0.08%             | 2037-01-26      | Fixed         | 5.03%                 | No            |                  2 | On Loan: —       |
| DTP COMMERCIAL MORTGAGE TRUST 2023-STE2                                                                | DTP 2023-STE2 A                                                                  | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2024802.40   | 0.02%             | 2041-01-17      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Sally Holdings LLC                                                                                     | SBH 6.75 04/01/32                                                                | CUSIP: 79546VAQ9<br>LEI: 3GM3SMNQ8UJOJU9DFN26 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3374913.64   | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Zimmer Biomet Holdings Inc                                                                             | ZBH 3.55 03/20/30                                                                | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1863000 | PA      | $1791895.92   | 0.02%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FR QD5489                                                                        | CUSIP: 3133B3C21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3768725 | PA      | $3344117.02   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                                       | MRK 4.45 12/04/32                                                                | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    6062000 | PA      | $6022589.00   | 0.05%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Olin Corporation                                                                                       | OLN 6.625 04/01/33 144A                                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2928632.94   | 0.03%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                                               | T 4.55 11/01/32                                                                  | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3038000 | PA      | $2987290.59   | 0.03%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                      | NWG V5.076 01/27/30                                                              | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2975000 | PA      | $3008735.99   | 0.03%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4492 VB                                                                      | CUSIP: 3137BKPG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    3124000 | PA      | $3020587.17   | 0.03%             | 2035-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-111 ZK                                                                  | CUSIP: 3136A9FK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    2338561 | PA      | $2195080.90   | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2025-139 SD                                                                  | CUSIP: 38381QYE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |  108533173 | PA      | $4638653.54   | 0.04%             | 2065-08-20      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| ONNI COMMERCIAL MORTGAGE TRUST 2024-APT                                                                | ONNI 2024-APT A                                                                  | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2532750.00   | 0.02%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 641517                                                                        | CUSIP: 31390BVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2406 | PA      | $2488.30      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank Maryland                                                                      | HBAN V4.871 04/12/28                                                             | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    3785000 | PA      | $3798533.19   | 0.03%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                                      | CPGX 6.042 08/15/28 144A                                                         | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3851000 | PA      | $3976779.82   | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH1618                                                                        | CUSIP: 3140GPYQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     579802 | PA      | $571908.14    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19                                                                                        | BANK 2019-BN19 XA                                                                | CUSIP: 06540WBH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   86487371 | PA      | $2230686.58   | 0.02%             | 2061-08-17      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                                  | VIRT 7.5 06/15/31 144A                                                           | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $2015268.08   | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2018-73 AB                                                                   | CUSIP: 3136B3DZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    8080708 | PA      | $7412390.47   | 0.07%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-R5                                                                                      | CIM 2019-R5 M2                                                                   | CUSIP: 12558RAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $2895494.86   | 0.03%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2008-35 SN                                                                   | CUSIP: 383742Y31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     221435 | PA      | $15234.50     | 0.00%             | 2038-04-20      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| JW TRUST 2024-BERY                                                                                     | JW 2024-BERY A                                                                   | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3750000 | PA      | $3754893.75   | 0.03%             | 2039-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C5                                                                       | CUSIP: 31325VU93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5355113 | PA      | $905270.59    | 0.01%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN FM9876                                                                        | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13853571 | PA      | $11936936.33  | 0.11%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                                 | MU 3.366 11/01/41                                                                | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $3169219.80   | 0.03%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| PNW TRUST 2026-ARTE                                                                                    | PNW 2026-ARTE A                                                                  | CUSIP: 73020TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2997134.10   | 0.03%             | 2041-04-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2006-FA8                                           | FHAMS 2006-FA8 1A11                                                              | CUSIP: 32052DAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     505244 | PA      | $175080.39    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND                                                                             | DRSLF 2017-49A CR                                                                | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $6407974.40   | 0.06%             | 2030-07-18      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G61594                                                                        | CUSIP: 31335BXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8497861 | PA      | $7655127.95   | 0.07%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                                              | ADBE 4.95 01/17/30                                                               | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    5141000 | PA      | $5249930.39   | 0.05%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| National Securities Clearing Corp.                                                                     | NSCCLF 4.7 05/20/30 144A                                                         | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    2366000 | PA      | $2389934.79   | 0.02%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2020-46 BS                                                                   | CUSIP: 38382C4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   23467618 | PA      | $258167.27    | 0.00%             | 2050-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2021-C10                                                                          | BBCMS 2021-C10 XA                                                                | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   18140357 | PA      | $845078.53    | 0.01%             | 2054-07-17      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2010-99 IT                                                                   | CUSIP: 38377DJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     437624 | PA      | $56207.87     | 0.00%             | 2040-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C4                                                                       | CUSIP: 31325VU85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3098029 | PA      | $579260.36    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2005-25 Z                                                                    | CUSIP: 31394DAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     946827 | PA      | $960873.63    | 0.01%             | 2035-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                      | BRO 4.9 06/23/30                                                                 | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    4244000 | PA      | $4241186.19   | 0.04%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HTAP ISSUER TRUST 2025-1                                                                               | HTAP 2025-1 A                                                                    | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4492956 | PA      | $4478560.69   | 0.04%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                                | UNH 5.75 07/15/64                                                                | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2549075.28   | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer Inc.                                                             | EMECLI 6.625 12/15/30 144A                                                       | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $4332904.80   | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                             | AMT 5.5 03/15/28                                                                 | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     848000 | PA      | $863118.84    | 0.01%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-2                                                                        | JPMMT 2020-2 A15                                                                 | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     215576 | PA      | $194159.10    | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-5                                                                          | SEMT 2021-5 A19                                                                  | CUSIP: 81748XAU8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     935356 | PA      | $772953.41    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                                            | 2-Year T-Note Futures, Jun-2026,ETH                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       2183 | NC      | $194699.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                              | GS V5.536 01/28/36                                                               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2750767.11   | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                                    | Entergy Corporation 0% CP 23/04/2026                                             | CUSIP: 29366GDP3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | STIV             | CORP              | US        |   14525000 | PA      | $14487448.52  | 0.13%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2020-57 IB                                                                   | CUSIP: 3136BBCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   25247527 | PA      | $5471236.22   | 0.05%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                                          | WMB 4.9 03/15/29                                                                 | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1141419.64   | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2021-1                                                                         | MSAIC 2021-1A B                                                                  | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2279153 | PA      | $1786579.81   | 0.02%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                                                                  | Parker-Hannifin Corp. 0% CP 08/04/2026                                           | CUSIP: 70109MD84<br>LEI: 5493002CONDB4N2HKI23 | Long             | STIV             | CORP              | US        |    2850000 | PA      | $2847466.07   | 0.03%             | 2026-04-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                                          | CNC 3 10/15/30                                                                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   12424000 | PA      | $10895218.10  | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                                 | UAL 4.625 04/15/29 144A                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2243000 | PA      | $2202130.07   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                       | FN BP5800                                                                        | CUSIP: 3140KDNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15142 | PA      | $12887.40     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNMA-30YR                                                                        | CUSIP: 01F040644<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   74099000 | PA      | $69931525.52  | 0.63%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                                             | AALLN 5.5 05/02/33 144A                                                          | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1748000 | PA      | $1774604.56   | 0.02%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3919 ZB                                                                      | CUSIP: 3137AFSY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    5400495 | PA      | $5238057.82   | 0.05%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                              | RTX 4.45 11/16/38                                                                | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2164000 | PA      | $2000372.58   | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2014-79 KS                                                                   | CUSIP: 3136ALG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   17563231 | PA      | $1867119.00   | 0.02%             | 2044-12-25      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Brinks Company                                                                                         | BCO 6.75 06/15/32 144A                                                           | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $3176228.39   | 0.03%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                                 | FHR 5322 IO                                                                      | CUSIP: 3137HABD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   33734862 | PA      | $7099494.87   | 0.06%             | 2051-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                               | HCA 2.375 07/15/31                                                               | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     976000 | PA      | $862913.31    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3925 SL                                                                      | CUSIP: 3137AFGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     140451 | PA      | $842.17       | 0.00%             | 2041-01-15      | Floating      | 2.26%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                                 | MSI 5.55 08/15/35                                                                | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2808000 | PA      | $2871896.71   | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FR QD6054                                                                        | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6057223 | PA      | $5201054.58   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2024-ATRM                                                                 | AHPT 2024-ATRM A                                                                 | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3600000 | PA      | $3638831.04   | 0.03%             | 2029-11-10      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3724 CM                                                                      | CUSIP: 3137A1Z30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     147387 | PA      | $151579.43    | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                                             | INTU 5.5 09/15/53                                                                | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   12129000 | PA      | $11165575.94  | 0.10%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                                                                         | WES 5.3 03/01/48                                                                 | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2033027.44   | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                       | KMI 5 03/01/43                                                                   | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     655000 | PA      | $587683.86    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                                            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |  -12881000 | NC      | $-84364.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LSTR TR 2026-HTL6                                                                                      | LS 2026-HTL6 A                                                                   | CUSIP: 50220QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7481879.25   | 0.07%             | 2040-12-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                           | AVGO 3.187 11/15/36 144A                                                         | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5460000 | PA      | $4565394.56   | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Arches Buyer Inc                                                                                       | ACOM 4.25 06/01/28 144A                                                          | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2204426.21   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3006 SI                                                                      | CUSIP: 31395WSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     334240 | PA      | $27867.46     | 0.00%             | 2035-07-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5045 BS                                                                      | CUSIP: 3137F6RU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   19197619 | PA      | $2750053.20   | 0.02%             | 2050-11-25      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -103054000 | NC      | $-253843.13   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2013-70 JZ                                                                   | CUSIP: 3136AEZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    4357639 | PA      | $4003584.16   | 0.04%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                           | SO V3.75 09/15/51 21-A                                                           | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $4466451.81   | 0.04%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                                          | SGI 4 04/15/29 144A                                                              | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1260688.59   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FG G61281                                                                        | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8137726 | PA      | $7592969.91   | 0.07%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2014-3 QS                                                                    | CUSIP: 38378YYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     931213 | PA      | $42497.71     | 0.00%             | 2043-03-20      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SECURITIES TRUST SERIES 2017-SC01                                               | FWLS 2017-SC01 2A                                                                | CUSIP: 3137G1BL0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    2163576 | PA      | $1907376.80   | 0.02%             | 2046-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                                                             | SNDPT 2020-3A A1R                                                                | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   16372297 | PA      | $16394644.79  | 0.15%             | 2032-01-26      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN BH8351                                                                        | CUSIP: 3140GXH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96645 | PA      | $95160.10     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                                     | STT 4.729 02/28/30                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2249000 | PA      | $2276923.22   | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                                 | EXR 4 06/15/29                                                                   | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1430819.43   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                                                | AZN 4.9 02/26/31                                                                 | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    5201000 | PA      | $5314069.58   | 0.05%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| SEQUOIA MORTGAGE TRUST 2019-4                                                                          | SEMT 2019-4 A19                                                                  | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     423720 | PA      | $384529.40    | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHMS K151 X1                                                                     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   70042562 | PA      | $843445.52    | 0.01%             | 2030-04-25      | Variable      | 0.34%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2019-R05                                                           | CAS 2019-R05 1B1                                                                 | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     550553 | PA      | $555126.15    | 0.00%             | 2039-07-25      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FR QD8223                                                                        | CUSIP: 3133B6D49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7963280 | PA      | $7092675.57   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                                      | STWD 2025-FL4 B                                                                  | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1500372.30   | 0.01%             | 2042-11-19      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG J32022                                                                        | CUSIP: 31307NG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     247112 | PA      | $239394.28    | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2018-4                                                                        | JPMMT 2018-4 B2                                                                  | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1720906 | PA      | $1580478.02   | 0.01%             | 2048-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Company                                                                       | WEC 1.7 06/15/28                                                                 | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1267053.24   | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Comision Federal de Electricidad                                                                       | CFELEC 6.45 01/24/35 144A                                                        | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    5075000 | PA      | $5053431.25   | 0.05%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Benchmark 2026-V21 Mortgage Trust                                                                      | BMARK 2026-V21 C                                                                 | CUSIP: 08164HBD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1809000 | PA      | $1789983.79   | 0.02%             | 2059-03-17      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                           | T 4.25 03/31/33                                                                  | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105934500 | PA      | $106671075.29 | 0.95%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-3                                                                        | JPMMT 2020-3 A15                                                                 | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     221367 | PA      | $199307.53    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | CAS 2024-R03 2B1                                                                 | CUSIP: 207941AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    3200000 | PA      | $3304785.92   | 0.03%             | 2044-03-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc.                                                                                        | BBDBCN 7.25 07/01/31 144A                                                        | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3355000 | PA      | $3519955.29   | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Colombia (Republic Of)                                                                                 | COLOM 8.375 11/07/54                                                             | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3000000 | PA      | $3104250.00   | 0.03%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 BQ9512                                                                        | CUSIP: 3617LUR91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2384400 | PA      | $2166801.40   | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                                             | BSPRT 2025-FL12 A                                                                | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4998572.75   | 0.04%             | 2043-01-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                                        | LLOYDS BANK PLC                                                                  | CUSIP: 53946BJX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4052319.86   | 0.04%             | 2026-07-06      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| CALI COMMERCIAL MORTGAGE TRUST 2024-SUN                                                                | CALI 2024-SUN A                                                                  | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4005639.20   | 0.04%             | 2041-07-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN AS8579                                                                        | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1278877 | PA      | $1153653.72   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2016-1                                                                       | TPMT 2016-2 M1                                                                   | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1555571 | PA      | $1540943.65   | 0.01%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                            | VZ 4.4 11/01/34                                                                  | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     813000 | PA      | $774316.31    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                                 | SRE V6.4 10/01/54                                                                | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4028000 | PA      | $4016759.06   | 0.04%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                               | GNR 2008-2 SW                                                                    | CUSIP: 38374DQR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     453156 | PA      | $44116.06     | 0.00%             | 2038-01-20      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru                                                                              | BCP V6.45 07/30/35 144A                                                          | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    3330000 | PA      | $3363300.00   | 0.03%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                                  | BAC V3.419 12/20/28                                                              | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9145000 | PA      | $8986993.88   | 0.08%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                       | GMABDC 7.25 12/15/33 144A                                                        | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |    3265000 | PA      | $3420564.19   | 0.03%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BASF SE                                                                                                | BASF SE 0% CP 30/07/2026                                                         | CUSIP: 05526MGW9<br>LEI: 529900PM64WH8AF1E917 | Long             | STIV             | CORP              | DE        |   40000000 | PA      | $39447424.00  | 0.35%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                                    | HNDLIN 4.75 01/30/30 144A                                                        | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3267134.38   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 4401 BL                                                                      | CUSIP: 3137BELA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    1917065 | PA      | $1868037.40   | 0.02%             | 2034-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                              | INVH 5.5 08/15/33                                                                | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1727000 | PA      | $1729938.11   | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY CAPITAL SERVICES LLC                                                                    | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -51213000 | NC      | $-1187.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MidCap Financial Issuer Trust                                                                          | MIDCAP 6.5 05/01/28                                                              | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2088282.32   | 0.02%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2024-PJ1                                                           | GSMBS 2024-PJ1 B2                                                                | CUSIP: 36268VBU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3624336 | PA      | $3812262.43   | 0.03%             | 2054-06-25      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                                | BKH 4.55 01/31/31                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   12184000 | PA      | $12059366.33  | 0.11%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                                            | NBNAUS 1.45 05/05/26 144A                                                        | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1960000 | PA      | $1954752.16   | 0.02%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG G61573                                                                        | CUSIP: 31335BXA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3220972 | PA      | $2914944.62   | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRM7 TRUST 2025-PRM7                                                                                   | PRM7 2025-PRM7 D                                                                 | CUSIP: 74290HAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8500000 | PA      | $8370579.00   | 0.07%             | 2042-11-13      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2022-2                                                             | STAR 2022-2 M1                                                                   | CUSIP: 85573UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $788827.20    | 0.01%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| CRC INSURANCE GROUP LLC                                                                                | TIHLLC 7.125 06/01/31 144A                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2499621.36   | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FG Z40016                                                                        | CUSIP: 3132FCAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     127211 | PA      | $131737.64    | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                                                  | FNR 2021-22 BI                                                                   | CUSIP: 3136BFSZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   21572314 | PA      | $4516565.14   | 0.04%             | 2051-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5114 CI                                                                      | CUSIP: 3137H0P36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   15560685 | PA      | $3112119.80   | 0.03%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DELC                                                                                     | BX 2025-DELC A                                                                   | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3007291.50   | 0.03%             | 2042-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FN 893662                                                                        | CUSIP: 31410PZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31552 | PA      | $32519.16     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                              | INVH 2.3 11/15/28                                                                | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    5001000 | PA      | $4707872.64   | 0.04%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                     | SANTAN 5.439 07/15/31                                                            | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6400000 | PA      | $6584939.78   | 0.06%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1                                                     | BVABS 2024-SN1 A3                                                                | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4091509 | PA      | $4097682.96   | 0.04%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 5057 IT                                                                      | CUSIP: 3137F7KL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   40734461 | PA      | $6941490.17   | 0.06%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                                         | CRWV 9.25 06/01/30 144A                                                          | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1697212.13   | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                       | FHR 3856 KS                                                                      | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     406366 | PA      | $39675.23     | 0.00%             | 2041-05-15      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2012-94 LZ                                                                   | CUSIP: 3136A8XR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   10043386 | PA      | $9465771.40   | 0.08%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                                  | FNR 2015-67 QV                                                                   | CUSIP: 3136AP5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     431449 | PA      | $428477.67    | 0.00%             | 2040-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-DWHP                                                        | WFCM 2025-DWHP B                                                                 | CUSIP: 95004EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2008007.20   | 0.02%             | 2038-04-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Agco Corporation                                                                                       | AGCO 5.45 03/21/27                                                               | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    2294000 | PA      | $2310098.72   | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 AR4868                                                                        | CUSIP: 36193BMR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     491037 | PA      | $468771.09    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                                                                  | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        |  -26313000 | NC      | $-155976.68   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | GNR 2019-137 GI                                                                  | CUSIP: 38382AYS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |   32557528 | PA      | $7038813.90   | 0.06%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                                    | MUFG V5.615 04/24/36                                                             | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8525000 | PA      | $8727686.39   | 0.08%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                       | FHS 344 C7                                                                       | CUSIP: 31325VVB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3120320 | PA      | $595319.39    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                                                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  -62796000 | NC      | $-250119.00   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                               | G2 5140                                                                          | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25097 | PA      | $24887.68     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Voya Funds Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration