# EDGAR Filing Document

**Accession Number:** 0001066602
**File Stem:** 0000940400-25-012031
**Filing Date:** 2025-11
**Character Count:** 1108853
**Document Hash:** 38e24be50aedfe046b1ce203879a7d2f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-012031.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0000940400-25-012031

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**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:** 251536082

**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:** 2025-09-30

**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:** $10958843016.71

**Total Liabilities:** $1036733424.29

**Net Assets:** $9922109592.42

**Delayed Delivery Securities:** $87277729.84

**Stand-by Commitments:** $286777098.45

**Cash Not Reported:** $60118077.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11064.46875000 | **1-Year:** 400889.84206000 | **5-Year:** 2068555.30126000 | **10-Year:** 784963.13847000 | **30-Year:** 70765.37836000

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

- **3-Month:** 337.43457000 | **1-Year:** 78464.66909000 | **5-Year:** 223564.27499000 | **10-Year:** 55428.73743000 | **30-Year:** 815.16441000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000023011 | -0.23%               | 1.26%                | 1.02%                |
| Class ID C000023012 | -0.21%               | 1.28%                | 0.92%                |
| Class ID C000122010 | -0.28%               | 1.32%                | 1.07%                |
| Class ID C000023014 | -0.27%               | 1.11%                | 0.98%                |
| Class ID C000023015 | -0.18%               | 1.32%                | 0.95%                |
| Class ID C000057276 | -0.19%               | 1.31%                | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3919744.04              | $-44141243.92                              |
| Month 2  | $12249908.14             | $71800645.08                               |
| Month 3  | $12178824.30             | $39094405.19                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7559873 | PA      | $6923379.17   | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                      | Nucor Corp                                                                       | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    4078000 | PA      | $4148467.47   | 0.04%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | CUSIP: 95001FBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1717808.22   | 0.02%             | 2060-01-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2025-5YR15                                                                 | CUSIP: 065924AZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5028390.50   | 0.05%             | 2058-07-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NUFARM AUSTRALIA/AMERICA                                        | Nufarm Australia Ltd / Nufarm Americas Inc                                       | CUSIP: 67052NAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    1605000 | PA      | $1460300.42   | 0.01%             | 2030-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                 | AREIT 2024-CRE9 Ltd                                                              | CUSIP: 00193AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1458890 | PA      | $1460504.49   | 0.01%             | 2041-05-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     162000 | PA      | $144317.55    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                      | Fiserv Inc                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    1267000 | PA      | $1282732.82   | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                                               | Sysco Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1416673.71   | 0.01%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1960000 | PA      | $1928459.58   | 0.02%             | 2026-05-05      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2004-J7                                                   | CUSIP: 12667FTE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     848197 | PA      | $845597.49    | 0.01%             | 2034-10-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                     | OCP Clo 2019-17 Ltd                                                              | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    6010000 | PA      | $6026828.00   | 0.06%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Enact Mortgage Insurance Corpo                                  | Triangle Re 2021-3 Ltd                                                           | CUSIP: 89600HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    1985376 | PA      | $1990969.55   | 0.02%             | 2034-02-25      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $5816103.55   | 0.06%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDE61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11257632 | PA      | $2549124.13   | 0.03%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VUB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     193934 | PA      | $35506.49     | 0.00%             | 2045-02-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B9AH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3879817 | PA      | $3862090.80   | 0.04%             | 2044-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26703026 | PA      | $5036034.50   | 0.05%             | 2050-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E85W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     282438 | PA      | $272913.99    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     476000 | PA      | $496676.56    | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                | Deutsche Bank AG/New York NY                                                     | CUSIP: 25152XXH8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4601369.88   | 0.05%             | 2025-11-21      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -529545000 | NC      | $271804.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV7L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3580104 | PA      | $3046636.41   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2018-GS9                                            | CUSIP: 36255NAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $464580.10    | 0.00%             | 2051-03-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                        | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2099000 | PA      | $2092875.29   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                     | Cargill Inc                                                                      | CUSIP: 141781BQ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    2042000 | PA      | $1796284.67   | 0.02%             | 2031-02-02      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJWR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     323338 | PA      | $311823.92    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                  | Pagaya AI Debt Selection Trust 2021-HG1                                          | CUSIP: 69547PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10874 | PA      | $10857.41     | 0.00%             | 2029-01-16      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| EIDP INC CP 0 12/10/2025                                        | EIDP INC CP 0 12/10/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3966748.40   | 0.04%             | 2025-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                     | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4528126.35   | 0.05%             | 2042-10-15      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                             | LCM XXIV Ltd                                                                     | CUSIP: 50188YAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   11900000 | PA      | $11928821.80  | 0.12%             | 2030-03-20      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410PZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32675 | PA      | $33805.79     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | Ecopetrol SA                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2200000 | PA      | $2260940.00   | 0.02%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust                                             | RATE Mortgage Trust 2021-HB1                                                     | CUSIP: 75409XBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  146224562 | PA      | $1762122.96   | 0.02%             | 2051-12-25      | Variable      | 0.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3DZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8545028 | PA      | $7898854.22   | 0.08%             | 2048-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2005-J2                                                   | CUSIP: 12667F6H3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     810751 | PA      | $623883.92    | 0.01%             | 2035-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                             | Sound Point Clo XVI Ltd                                                          | CUSIP: 83610KAN3<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   18000000 | PA      | $18027450.00  | 0.18%             | 2030-07-25      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                            | BlueMountain CLO 2014-2 Ltd                                                      | CUSIP: 09626QBA4<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $2003972.00   | 0.02%             | 2030-10-20      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382XLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   73824384 | PA      | $10614695.05  | 0.11%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                            | Liberty Utilities Co                                                             | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2322130.50   | 0.02%             | 2029-01-31      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1433433.87   | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ARKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1719933 | PA      | $135689.77    | 0.00%             | 2041-12-15      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394FAC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246250 | PA      | $10983.77     | 0.00%             | 2035-08-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7720000 | PA      | $7388277.85   | 0.07%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2Q0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33566640 | PA      | $38437.16     | 0.00%             | 2045-08-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1880000 | PA      | $1915869.03   | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-XL5                                            | CUSIP: 05612GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7045103 | PA      | $7066557.99   | 0.07%             | 2041-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     320026 | PA      | $298190.48    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8400000 | PA      | $8485659.84   | 0.09%             | 2044-05-25      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                        | APA Corp                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    4555000 | PA      | $4595702.89   | 0.05%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CAMDEN PROPERTY TRUST                                           | Camden Property Trust                                                            | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    2929000 | PA      | $2982256.22   | 0.03%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     670000 | PA      | $740337.11    | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4493000 | PA      | $4456271.88   | 0.04%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1034000 | PA      | $1020492.81   | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     100000 | PA      | $70591.82     | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAFU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2580265 | PA      | $2358401.34   | 0.02%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -268425000 | NC      | $150278.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                  | Westlake Automobile Receivables Trust 2024-1                                     | CUSIP: 96043RAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11850000 | PA      | $11932417.94  | 0.12%             | 2027-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1152899.77   | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                               | 720 East CLO VII Ltd                                                             | CUSIP: 81800WAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7020000 | PA      | $6956897.22   | 0.07%             | 2037-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417DKX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1565918 | PA      | $1478569.34   | 0.01%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                   | New Residential Mortgage Loan Trust 2017-3                                       | CUSIP: 64828MBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1403144 | PA      | $1391929.79   | 0.01%             | 2057-04-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4038000 | PA      | $3578811.12   | 0.04%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2486000 | PA      | $2567291.93   | 0.03%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381WTU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     798785 | PA      | $594216.80    | 0.01%             | 2049-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                             | LCM 30 Ltd                                                                       | CUSIP: 50200YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3554511 | PA      | $3560731.64   | 0.04%             | 2031-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     819000 | PA      | $789148.09    | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4039990 | PA      | $751106.49    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                          | Anglo American Capital PLC                                                       | CUSIP: 034863BD1<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    1748000 | PA      | $1813316.90   | 0.02%             | 2033-05-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1163381 | PA      | $796915.91    | 0.01%             | 2029-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TIAA Bank Mortgage Loan Trust                                   | TIAA Bank Mortgage Loan Trust 2018-2                                             | CUSIP: 886312CC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1940730 | PA      | $1779504.18   | 0.02%             | 2048-07-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4457000 | PA      | $4566963.33   | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381R7A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      71326 | PA      | $56343.16     | 0.00%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380C3A9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7742280 | PA      | $786957.08    | 0.01%             | 2047-02-16      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                        | Ajax Mortgage Loan Trust 2019-F                                                  | CUSIP: 00969PAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1564000 | PA      | $1489036.23   | 0.02%             | 2059-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2017-A                                          | CUSIP: 78448WAD7<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |    1396736 | PA      | $1383626.54   | 0.01%             | 2041-06-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2024-5YR7                                                                  | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5221817.00   | 0.05%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                             | LCM 26 Ltd                                                                       | CUSIP: 50200FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6001782.00   | 0.06%             | 2031-01-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust                   | CUSIP: 92922F4V7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     599606 | PA      | $588966.35    | 0.01%             | 2045-10-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137BKGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   71027311 | PA      | $960317.65    | 0.01%             | 2030-04-25      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                   | Cantor Commercial Real Estate Lending 2019-CF3                                   | CUSIP: 12529TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4259000 | PA      | $3753460.11   | 0.04%             | 2053-01-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                          | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5857514.85   | 0.06%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396KKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6536 | PA      | $64.20        | 0.00%             | 2026-08-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6037000 | PA      | $6021109.71   | 0.06%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                  | Solventum Corp                                                                   | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1812000 | PA      | $1862738.90   | 0.02%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| SOUTH JERSEY INDUSTRIES                                         | South Jersey Industries Inc                                                      | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |    4593000 | PA      | $3947781.84   | 0.04%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                            | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    7172000 | PA      | $7344172.68   | 0.07%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| BMO Mortgage Trust                                              | BMO 2025-5C10 Mortgage Trust                                                     | CUSIP: 05615BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7825782.75   | 0.08%             | 2058-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     199000 | PA      | $196194.47    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-AIR2                                           | CUSIP: 05613QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3357130 | PA      | $3366817.84   | 0.03%             | 2041-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                              | Wind River 2016-1K CLO Ltd                                                       | CUSIP: 97314DAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   12580000 | PA      | $12597851.02  | 0.13%             | 2034-10-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                            | PARKER-HANNIFI 11/18/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9941667.00   | 0.10%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R09                                     | CUSIP: 20753DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1099309.50   | 0.01%             | 2042-09-25      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2870841 | PA      | $475074.18    | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1TV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2811604 | PA      | $2571676.14   | 0.03%             | 2048-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2994000 | PA      | $2657984.88   | 0.03%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| PLAYTIKA HOLDING CORP                                           | Playtika Holding Corp                                                            | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1925378.33   | 0.02%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3343000 | PA      | $3428269.10   | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5452000 | PA      | $5147065.88   | 0.05%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3940918.75   | 0.04%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                           | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3668702.52   | 0.04%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                        | OZLM XV Ltd                                                                      | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |   10900000 | PA      | $10913461.50  | 0.11%             | 2033-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                  | BOCA Commercial Mortgage Trust 2024-BOCA                                         | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4225000 | PA      | $4250114.67   | 0.04%             | 2041-08-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $3971174.04   | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31387XHK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        329 | PA      | $339.89       | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                             | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5962000 | PA      | $6032752.43   | 0.06%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt-A Securities INC                                   | Deutsche Alt-B Securities Mortgage Loan Trust Series 2007-AB1                    | CUSIP: 25151WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   43751313 | PA      | $1797183.61   | 0.02%             | 2037-04-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-8                                                  | CUSIP: 46652TCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     863046 | PA      | $768059.51    | 0.01%             | 2051-03-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                                        | Standard Industries Inc/NY                                                       | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3765761.18   | 0.04%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| STATION CASINOS LLC                                             | Station Casinos LLC                                                              | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3397404.50   | 0.03%             | 2032-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                                   | McKesson Corp                                                                    | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2376000 | PA      | $2386845.54   | 0.02%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2019-2                                                   | CUSIP: 33852BAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1266482 | PA      | $1167268.33   | 0.01%             | 2049-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B0RZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5333748 | PA      | $4375457.69   | 0.04%             | 2048-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2023-XL3                                            | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4281733 | PA      | $4292491.41   | 0.04%             | 2040-12-09      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                        | Icon Investments Six DAC                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    4059000 | PA      | $4238038.63   | 0.04%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5AC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6684472 | PA      | $716410.97    | 0.01%             | 2049-07-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     387000 | PA      | $441746.24    | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GC38                                           | CUSIP: 36252SAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   66310700 | PA      | $1793498.86   | 0.02%             | 2052-02-10      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                              | MCR 2024-HTL Mortgage Trust                                                      | CUSIP: 55286PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3222769 | PA      | $3235688.15   | 0.03%             | 2037-02-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WET82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     364656 | PA      | $353419.80    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR14 Trust                   | CUSIP: 93363PAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     404867 | PA      | $365373.05    | 0.00%             | 2036-11-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CO 10/20/2025                                       | DUKE ENERGY CO 10/20/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14964967.50  | 0.15%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFGS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      86738 | PA      | $1526.51      | 0.00%             | 2040-07-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                          | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2828000 | PA      | $2925641.71   | 0.03%             | 2030-01-18      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                       | Boeing Co/The                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1773604.49   | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     185991 | PA      | $173524.50    | 0.00%             | 2036-10-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KLZW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29227102 | PA      | $23758830.69  | 0.24%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | Symphony CLO XVI Ltd                                                             | CUSIP: 87165VAX7<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |    9796404 | PA      | $9802849.61   | 0.10%             | 2031-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394VS50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     583330 | PA      | $37850.04     | 0.00%             | 2035-10-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2829000 | PA      | $2898285.75   | 0.03%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAE1<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |   10580000 | PA      | $10613982.96  | 0.11%             | 2038-04-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AP4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1899161.60   | 0.02%             | 2036-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0BQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16655497 | PA      | $3397048.49   | 0.03%             | 2051-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380KSY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12280228 | PA      | $1621973.15   | 0.02%             | 2047-11-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132M8V45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1030941 | PA      | $994117.44    | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BB6T4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19820521 | PA      | $3743780.20   | 0.04%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1979000 | PA      | $2058578.54   | 0.02%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $5807363.40   | 0.06%             | 2048-02-25      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F7KL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42255394 | PA      | $7347044.74   | 0.07%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-5 Trust   | CUSIP: 93934FAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     449097 | PA      | $423936.98    | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-KING                                           | CUSIP: 05612RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4935031 | PA      | $4942798.51   | 0.05%             | 2034-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL 10/06/2025                                        | MONDELEZ INTL 10/06/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1998582.00   | 0.02%             | 2025-10-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                    | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     452280 | PA      | $424100.44    | 0.00%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2G6<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1762000 | PA      | $1914539.71   | 0.02%             | 2033-10-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                              | Ford Motor Co                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2681000 | PA      | $2346460.77   | 0.02%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                               | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1333799.88   | 0.01%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ACG54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1403000 | PA      | $1345314.53   | 0.01%             | 2043-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2172000 | PA      | $2099835.34   | 0.02%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20256719 | PA      | $17204593.72  | 0.17%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MQB32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4893082 | PA      | $4669387.79   | 0.05%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2493607.58   | 0.03%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                          | Williams Cos Inc/The                                                             | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1051463.43   | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wachovia Mortgage Loan Trust,                                   | Wachovia Mortgage Loan Trust LLC Series 2005-B Trust                             | CUSIP: 92977YBP5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190441 | PA      | $186632.11    | 0.00%             | 2035-10-20      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                           | INTOWN 2025-STAY Mortgage Trust                                                  | CUSIP: 46117WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7510542.00   | 0.08%             | 2042-03-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22317049 | PA      | $22529955.00  | 0.23%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOB 10/03/2025                                       | MEDTRONIC GLOB 10/03/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   43200000 | PA      | $43184832.48  | 0.44%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                             | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1259077.03   | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1865171 | PA      | $1587610.64   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394AGX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1687738 | PA      | $126272.19    | 0.00%             | 2034-07-25      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $3687112.35   | 0.04%             | 2053-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                  | JPMBB Commercial Mortgage Securities Trust 2015-C29                              | CUSIP: 46644RBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600770 | PA      | $1597276.20   | 0.02%             | 2048-05-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701WAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5800000 | PA      | $5822214.00   | 0.06%             | 2038-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3199958 | PA      | $3200910.97   | 0.03%             | 2037-02-19      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2877348.37   | 0.03%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38376TZD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2047998 | PA      | $193232.61    | 0.00%             | 2040-01-16      | Floating      | 2.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                                     | Freddie Mac Reference REMIC                                                      | CUSIP: 31396NRF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1679909 | PA      | $1763698.05   | 0.02%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2007-10                                            | CUSIP: 17313QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     218859 | PA      | $202599.46    | 0.00%             | 2037-09-25      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XBU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      55315 | PA      | $56449.86     | 0.00%             | 2028-08-25      | Floating      | 11.42%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4BQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10686222 | PA      | $8784394.35   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GKHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     231269 | PA      | $224297.69    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2933001 | PA      | $2499729.08   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                      | 1345T 2025-AOA                                                                   | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6526492.70   | 0.07%             | 2042-06-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                       | Sunoco LP                                                                        | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2964030.64   | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    3372547 | PA      | $3382722.45   | 0.03%             | 2041-10-25      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5307068 | PA      | $5341388.68   | 0.05%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIRAE ASSET SECURITIES (USA) INC.                               | MIRAE ASSET SECURITIES (USA) INC                                                 | CUSIP: 000000000<br>LEI: 25490087B4GFZLJZE912 | Long             | RA               | CORP              | US        |   14288895 | PA      | $14288895.00  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     780000 | PA      | $757485.96    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQZZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17587922 | PA      | $3814142.23   | 0.04%             | 2045-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   68770100 | PA      | $68625037.73  | 0.69%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-GPA3                                           | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4362609 | PA      | $4378614.31   | 0.04%             | 2039-12-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2024-FL15                                                                    | CUSIP: 58003MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7529396.25   | 0.08%             | 2041-08-18      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                  | COMMONWEALTH BANK OF AUSTRALIA                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4950221.26   | 0.05%             | 2026-02-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7129000 | PA      | $6768472.78   | 0.07%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                              | Elmwood CLO IV Ltd                                                               | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22500000 | PA      | $22556700.00  | 0.23%             | 2037-04-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust                   | CUSIP: 92922F2N7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     848963 | PA      | $821252.50    | 0.01%             | 2045-08-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                                          | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2689036.28   | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Progr                                  | SoFi Professional Loan Program 2020-C Trust                                      | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4392769 | PA      | $4126838.50   | 0.04%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                             | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1438000 | PA      | $1527345.15   | 0.02%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8PQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3470605 | PA      | $3261981.60   | 0.03%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                   | Sunrun Pangea Issuer 2025-2 LLC                                                  | CUSIP: 86773EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3700000 | PA      | $3705044.58   | 0.04%             | 2054-01-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                             | Gilead Sciences Inc                                                              | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6004000 | PA      | $6171220.05   | 0.06%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XJY49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2792600 | PA      | $2687753.32   | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1123000 | PA      | $1074184.46   | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1961873 | PA      | $1820679.38   | 0.02%             | 2048-03-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X0NJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1237050 | PA      | $1137644.27   | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4073000 | PA      | $3657661.20   | 0.04%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                               | NatWest Group PLC                                                                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2723000 | PA      | $2782114.89   | 0.03%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2800000 | PA      | $2833656.00   | 0.03%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-HQA3                                          | CUSIP: 35564KE70<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1235376.81   | 0.01%             | 2042-08-25      | Floating      | 9.71%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                        | Western Midstream Operating LP                                                   | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3521945.99   | 0.04%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Alternative Loan T                                  | Wells Fargo Alternative Loan 2007-PA3 Trust                                      | CUSIP: 94985GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     353021 | PA      | $308732.46    | 0.00%             | 2037-07-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                                   | American Home Mortgage Assets Trust 2007-4                                       | CUSIP: 026934AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     938888 | PA      | $853824.76    | 0.01%             | 2037-08-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A8XR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10629821 | PA      | $10083116.90  | 0.10%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F8ZX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40491173 | PA      | $1321117.66   | 0.01%             | 2030-12-25      | Variable      | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XCXP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3612899 | PA      | $3092846.75   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     370185 | PA      | $336382.62    | 0.00%             | 2044-02-22      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3937492.00   | 0.04%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Prime Mortgage Trust                                            | Prime Mortgage Trust 2007-1                                                      | CUSIP: 74162FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      46023 | PA      | $41199.79     | 0.00%             | 2037-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                                  | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $3006716.70   | 0.03%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F4LR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12212547 | PA      | $11690928.74  | 0.12%             | 2047-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381W2F4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     416445 | PA      | $311629.67    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398CKN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      81483 | PA      | $82778.26     | 0.00%             | 2033-03-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A1Z30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     158135 | PA      | $166016.68    | 0.00%             | 2037-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMRT                                                            | SMRT 2022-MINI                                                                   | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9957125.00   | 0.10%             | 2039-01-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan T                                  | Renaissance Home Equity Loan Trust 2005-3                                        | CUSIP: 75970NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     374164 | PA      | $374288.40    | 0.00%             | 2035-11-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7078687 | PA      | $6773651.76   | 0.07%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2024-FL13 LLC                                                                | CUSIP: 05555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $2011329.90   | 0.02%             | 2039-09-19      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QFZ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3064280 | PA      | $2614346.23   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPD27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1931669 | PA      | $1764966.49   | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     824601 | PA      | $748272.88    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9N46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     797996 | PA      | $15882.68     | 0.00%             | 2027-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                  | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5487493.00   | 0.06%             | 2042-02-15      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2024-2                                                  | CUSIP: 46657TAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2062959 | PA      | $2092966.46   | 0.02%             | 2054-08-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $1306247.86   | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY 0 10/22/2025                                        | DUKE ENERGY 0 10/22/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22000000 | PA      | $21943440.20  | 0.22%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | Barclays PLC                                                                     | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4783000 | PA      | $4933194.76   | 0.05%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379V6P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     343665 | PA      | $323684.47    | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                  | Barings Clo Ltd 2019-IV                                                          | CUSIP: 06761VAU1<br>LEI: 549300QO1I8V07FLPQ13 | Long             | ABS-CBDO         | CORP              | KY        |    6250000 | PA      | $6278756.25   | 0.06%             | 2037-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-GW                                                                 | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1507040.40   | 0.02%             | 2042-07-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375KWV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4309429 | PA      | $401434.52    | 0.00%             | 2037-07-20      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15936579 | PA      | $13741437.89  | 0.14%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     659887 | PA      | $604846.65    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CFK Trust                                                       | CFK Trust 2020-MF2                                                               | CUSIP: 12529AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1810125.20   | 0.02%             | 2039-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5075000 | PA      | $4995074.33   | 0.05%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2388962 | PA      | $2397002.31   | 0.02%             | 2040-06-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FUZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3085872 | PA      | $2790630.57   | 0.03%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5KA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10794809 | PA      | $1282597.06   | 0.01%             | 2049-07-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                           | Tenet Healthcare Corp                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2022943.65   | 0.02%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2339000 | PA      | $2412696.09   | 0.02%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617VQG42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2437465 | PA      | $2130241.32   | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380FF35<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5606011 | PA      | $726106.84    | 0.01%             | 2047-07-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                      | NetApp Inc                                                                       | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2373000 | PA      | $2470307.69   | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                              | Aqua Finance Trust 2019-A                                                        | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335149 | PA      | $327160.42    | 0.00%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X6V99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30453 | PA      | $25949.41     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC D 10/01/2025                                       | AUTOZONE INC D 10/01/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38500000 | PA      | $38495534.00  | 0.39%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                                        | Perrigo Finance Unlimited Co                                                     | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |    2670000 | PA      | $2690118.42   | 0.03%             | 2032-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-5                                                  | CUSIP: 46653JCA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1882458 | PA      | $1661883.48   | 0.02%             | 2050-12-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382WE29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18318912 | PA      | $3912624.65   | 0.04%             | 2051-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRETE 2021-ML08 TRUST                                           | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 30318LAK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14919379 | PA      | $1788180.04   | 0.02%             | 2037-07-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                 | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                                  | CUSIP: 51502BAQ4<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1401470.14   | 0.01%             | 2026-03-11      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                              | HERO Funding Trust 2016-2                                                        | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     332681 | PA      | $318963.04    | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                               | Sonic Capital LLC                                                                | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3840000 | PA      | $3323338.51   | 0.03%             | 2051-08-20      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                            | Mercedes-Benz Finance North America LLC                                          | CUSIP: 58769JAW7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3286566.38   | 0.03%             | 2029-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| CHICAGO MERCANTILE EXCHANGE INC.                                | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $293203.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL (CHICAGO BRANCH)                               | BANK OF MONTREAL (CHICAGO BRANCH)                                                | CUSIP: 06367DSL0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4999914.00   | 0.05%             | 2026-03-09      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-UBS4 Mortgage Trust                                                    | CUSIP: 12591QAT9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    3830180 | PA      | $3658635.36   | 0.04%             | 2047-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AG7J3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     457739 | PA      | $471167.12    | 0.00%             | 2041-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | Symphony Clo 47 Ltd                                                              | CUSIP: 87170XAE8<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | KY        |   11990000 | PA      | $12031857.09  | 0.12%             | 2038-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1157000 | PA      | $965591.11    | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4281000 | PA      | $4430430.27   | 0.04%             | 2030-01-24      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2015-3                                                    | CUSIP: 81746LCD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     982625 | PA      | $794221.28    | 0.01%             | 2045-07-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3607000 | PA      | $3704898.34   | 0.04%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3860000 | PA      | $3877913.49   | 0.04%             | 2038-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1AP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22678627 | PA      | $5015920.40   | 0.05%             | 2051-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EHDC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132063 | PA      | $131883.89    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2739014 | PA      | $2772996.11   | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4651356 | PA      | $4402199.15   | 0.04%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BR7J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4203783 | PA      | $3203451.46   | 0.03%             | 2055-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    9510000 | PA      | $9847605.00   | 0.10%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4022000 | PA      | $4221615.40   | 0.04%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                        | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2513000 | PA      | $2454929.57   | 0.02%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| GCAT                                                            | GCAT 2025-INV4 Trust                                                             | CUSIP: 367920CM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2099798.00   | 0.02%             | 2055-08-25      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-ROIC                                                               | CUSIP: 05593VAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4980575 | PA      | $4975886.78   | 0.05%             | 2030-03-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   53657500 | PA      | $2846318.43   | 0.03%             | 2053-10-15      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                            | Wingstop Funding LLC                                                             | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7900000 | PA      | $8192102.50   | 0.08%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3060744.60   | 0.03%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2020-D                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1393354 | PA      | $1325533.56   | 0.01%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B9AQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5702667 | PA      | $630764.91    | 0.01%             | 2050-03-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WPRL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2318678 | PA      | $2169828.68   | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                                        | Redwood Funding Trust 2025-2                                                     | CUSIP: 75806EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1581508 | PA      | $1596294.84   | 0.02%             | 2055-10-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-R5                                                                | CUSIP: 12558RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $2902759.71   | 0.03%             | 2059-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397QCK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3301725 | PA      | $321788.42    | 0.00%             | 2041-01-25      | Floating      | 2.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375JSX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3346138 | PA      | $170999.20    | 0.00%             | 2037-04-16      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2005-65CB                                                 | CUSIP: 12668AZ40<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     355268 | PA      | $242180.37    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2020-J1                                                                | CUSIP: 12559YBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2877380 | PA      | $2519750.15   | 0.03%             | 2049-10-25      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQGF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1138873 | PA      | $161175.37    | 0.00%             | 2045-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                             | Medline Borrower LP                                                              | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2963099.47   | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Textainer Marine Containers Li                                  | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAS7<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    4646000 | PA      | $4182585.68   | 0.04%             | 2046-08-20      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                           | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     734000 | PA      | $790533.83    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2434247.12   | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION SOFTWARE                                          | Constellation Software Inc/Canada                                                | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |    2823000 | PA      | $2883571.22   | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: —       |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31395QK41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      96544 | PA      | $12788.19     | 0.00%             | 2043-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                                        | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    2450000 | PA      | $2311497.58   | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3371000 | PA      | $3340838.92   | 0.03%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GFVW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     133698 | PA      | $133731.19    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                               | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1771000 | PA      | $1762338.38   | 0.02%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| DAIWA CAPITAL MARKETS AMERICA INC.                              | DAIWA CAPITAL MARKETS AMERICA INC                                                | CUSIP: 000000000<br>LEI: M67H5PRC0NQKM73ZAS82 | Long             | RA               | CORP              | US        |  105000000 | PA      | $105000000.00 | 1.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2437000 | PA      | $2551506.93   | 0.03%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sabal Issuer 2025-1 LLC                                         | Sabal Issuer 2025 1 LLC                                                          | CUSIP: 78517QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13596582 | PA      | $13939570.93  | 0.14%             | 2060-11-01      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137GAMD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1573244 | PA      | $1530181.88   | 0.02%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3974401.27   | 0.04%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Trust 2024-HLTN                                                               | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7083511.40   | 0.07%             | 2040-04-13      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-3                                                 | CUSIP: 89169DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2140723.42   | 0.02%             | 2057-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     893000 | PA      | $792441.92    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378YA25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3112766 | PA      | $274331.20    | 0.00%             | 2039-07-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6188469.27   | 0.06%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KCRX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154832 | PA      | $131991.19    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                                  | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAN4<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    4400000 | PA      | $4406512.00   | 0.04%             | 2034-07-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Octagon 58 Ltd                                                  | Octagon 58 Ltd                                                                   | CUSIP: 675932AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5930000 | PA      | $5965496.98   | 0.06%             | 2038-04-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9469100 | PA      | $6758939.99   | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CART                                                            | CONE Trust 2024-DFW1                                                             | CUSIP: 20682AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1500991.20   | 0.02%             | 2041-08-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31292HMU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1265 | PA      | $1310.91      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3617AT2L6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     514750 | PA      | $505852.87    | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2324212 | PA      | $1305045.04   | 0.01%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                   | New Residential Mortgage Loan Trust 2017-6                                       | CUSIP: 64830BAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     494690 | PA      | $484626.15    | 0.00%             | 2057-08-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                             | Sound Point CLO XXIX Ltd                                                         | CUSIP: 83614VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    9950000 | PA      | $9966109.05   | 0.10%             | 2034-04-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                          | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675FAZ0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    6096000 | PA      | $6107804.36   | 0.06%             | 2026-01-26      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AE2P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3128557 | PA      | $236280.38    | 0.00%             | 2033-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                              | UBS AG/Stamford CT                                                               | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    1462000 | PA      | $1429435.88   | 0.01%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK16                                                                  | CUSIP: 065405AJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22210942 | PA      | $522655.67    | 0.01%             | 2052-02-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1953000 | PA      | $1882757.00   | 0.02%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                              | Roche Holdings Inc                                                               | CUSIP: 771196CQ3<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1190354.74   | 0.01%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31395QQ37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133524 | PA      | $3233.79      | 0.00%             | 2028-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375JJL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     551763 | PA      | $48300.58     | 0.00%             | 2037-02-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                          | Marvell Technology Inc                                                           | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1916043.30   | 0.02%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377DJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     499228 | PA      | $65352.30     | 0.00%             | 2040-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                          | Brazilian Government International Bond                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    6075000 | PA      | $6330150.00   | 0.06%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                  | Park Avenue Institutional Advisers CLO Ltd 2017-1                                | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |    8600000 | PA      | $8606450.00   | 0.09%             | 2034-02-14      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QPDN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1883816 | PA      | $1723966.29   | 0.02%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ENY86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     258155 | PA      | $237493.56    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                             | BANK OF NOVA SCOTIA/THE                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4900000 | PA      | $4900959.42   | 0.05%             | 2026-03-03      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     776000 | PA      | $799995.50    | 0.01%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DESJARDINS                                          | Federation des Caisses Desjardins du Quebec                                      | CUSIP: 31429KAL7<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    5467000 | PA      | $5660944.23   | 0.06%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Lehman Mortgage Trust                                           | Lehman Mortgage Trust 2006-7                                                     | CUSIP: 52520QAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12094078 | PA      | $1858471.59   | 0.02%             | 2036-11-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3517000 | PA      | $3298717.99   | 0.03%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)       | OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH)                        | CUSIP: 69033NGR0<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1750618.45   | 0.02%             | 2025-11-14      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     422064 | PA      | $379626.86    | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                    | Ares LXV CLO Ltd                                                                 | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   22550000 | PA      | $22607412.30  | 0.23%             | 2034-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396LMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48169 | PA      | $63596.45     | 0.00%             | 2036-11-25      | Floating      | 11.10%                | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                        | Canadian Pacific Railway Co                                                      | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1419000 | PA      | $1348306.31   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AFCN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     601278 | PA      | $39059.20     | 0.00%             | 2033-07-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     943000 | PA      | $920954.26    | 0.01%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                                                              | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3299000 | PA      | $3360449.32   | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MFRA Trust                                                      | MFA 2020-NQM3 Trust                                                              | CUSIP: 552757AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     133643 | PA      | $127850.55    | 0.00%             | 2065-01-26      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71786 | PA      | $61048.34     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4CU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4290456 | PA      | $3516671.46   | 0.04%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                        | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2471972.25   | 0.02%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3033000 | PA      | $3011284.27   | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $4076022.49   | 0.04%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                 | LANDESBANK BADEN WUERTTEMBERG (NEW YORK BRANCH)                                  | CUSIP: 51501YW40<br>LEI: B81CK4ESI35472RHJ606 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3500680.75   | 0.04%             | 2025-11-17      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B4Q66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     745526 | PA      | $743412.78    | 0.01%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2S8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2194792 | PA      | $2045928.42   | 0.02%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W75S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1295778 | PA      | $1192467.97   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                      | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4514000 | PA      | $4550119.54   | 0.05%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CARGILL INC                                                     | Cargill Inc                                                                      | CUSIP: 141781BM5<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1747000 | PA      | $1600539.94   | 0.02%             | 2030-04-23      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2144000 | PA      | $2010359.12   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YEVE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     994179 | PA      | $956996.41    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2021-R02                                     | CUSIP: 20754KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2550861.25   | 0.03%             | 2041-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                               | NatWest Group PLC                                                                | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2961000 | PA      | $3123621.53   | 0.03%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       3069 | NC      | $5804260.46   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FELR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39104116 | PA      | $36091949.20  | 0.36%             | 2048-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377JTZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1687927 | PA      | $1667898.03   | 0.02%             | 2040-04-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WLCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3728573 | PA      | $3586774.63   | 0.04%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2019-B                                          | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7610774 | PA      | $7473963.22   | 0.08%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2015-A                                             | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     374998 | PA      | $368807.63    | 0.00%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-C Trust                                      | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5800000 | PA      | $5623769.90   | 0.06%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                           | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2859202 | PA      | $2939617.19   | 0.03%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1079712.30   | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25131200 | PA      | $23445151.81  | 0.24%             | 2028-09-30      | Fixed         | 1.25%                 | 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      | $203598.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                            | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3500448.73   | 0.04%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1S96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     887125 | PA      | $800402.24    | 0.01%             | 2048-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FQSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   48301475 | PA      | $9870331.49   | 0.10%             | 2047-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5545000 | PA      | $5522785.34   | 0.06%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FQV42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2417716 | PA      | $2155952.70   | 0.02%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GPYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1810897 | PA      | $1794512.91   | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3958531 | PA      | $744457.65    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ADE70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2857614 | PA      | $310481.58    | 0.00%             | 2043-05-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     532322 | PA      | $396180.33    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2016-B                                             | CUSIP: 20267UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     265915 | PA      | $248614.35    | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1941133.95   | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BMP Trust                                                       | BMP 2024-MF23                                                                    | CUSIP: 05593JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5018384.00   | 0.05%             | 2041-06-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2022-IV Ltd                                                         | CUSIP: 12567WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21000000 | PA      | $21005565.00  | 0.21%             | 2035-07-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QGYZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9047180 | PA      | $7701929.24   | 0.08%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                              | Honda Motor Co Ltd                                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    9254000 | PA      | $9433087.20   | 0.10%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BKWN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2913000 | PA      | $2648910.33   | 0.03%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust                                                       | ALA Trust 2025-OANA                                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7549941.00   | 0.08%             | 2040-06-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WGJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7931347 | PA      | $1199508.41   | 0.01%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                        | SVENSKA HANDELSBANKEN AB                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4855234.31   | 0.05%             | 2026-03-23      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trus                                  | WHARF Commercial Mortgage Trust 2025-DC                                          | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5133715.00   | 0.05%             | 2040-07-15      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     271316 | PA      | $3043.51      | 0.00%             | 2041-01-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3749000 | PA      | $3753901.26   | 0.04%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| JANE STREET GRP/JSG FIN                                         | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3892606.59   | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                                        | American Airlines 2016-2 Class AA Pass Through Trust                             | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2174881 | PA      | $2108480.58   | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                         | Jersey Central Power & Light Co                                                  | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     570000 | PA      | $510037.72    | 0.01%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Broad River BSL Funding CLO Lt                                  | Broad River Bsl Funding Clo Ltd 2020-1                                           | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |    7570000 | PA      | $7575412.55   | 0.08%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5191000 | PA      | $5260848.18   | 0.05%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2021-GR3                                     | CUSIP: 36263TBM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1339683 | PA      | $1108380.49   | 0.01%             | 2052-04-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                               | NorthWestern Corp                                                                | CUSIP: 66807TAA0<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    7116000 | PA      | $7300643.05   | 0.07%             | 2030-03-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     723271 | PA      | $615210.57    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1878000 | PA      | $1861402.54   | 0.02%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                                   | MTN Commercial Mortgage Trust 2022-LPFL                                          | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5000903.50   | 0.05%             | 2039-03-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AMCQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     588291 | PA      | $575064.94    | 0.01%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                 | Chevron USA Inc                                                                  | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    2218000 | PA      | $2237277.97   | 0.02%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25438214 | PA      | $20639859.38  | 0.21%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                                | SKANDINAVISKA ENSKILDA BANKEN AB                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4950750.92   | 0.05%             | 2025-12-11      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138YKFC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     722037 | PA      | $690037.31    | 0.01%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2024-5C31                                                   | CUSIP: 07336YAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1006314.60   | 0.01%             | 2057-12-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                     | SWEDBANK AB                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4952823.49   | 0.05%             | 2025-12-10      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                         | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2986535.63   | 0.03%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1334000 | PA      | $1259825.65   | 0.01%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                 | Caterpillar Inc                                                                  | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    3719000 | PA      | $3849177.38   | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVL60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4248987 | PA      | $3487296.44   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307M2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      70000 | PA      | $67818.17     | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390BVJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3731 | PA      | $3852.52      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5016736.00   | 0.05%             | 2058-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                        | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3607789.50   | 0.04%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -264770000 | NC      | $-74975.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                      | Driven Brands Funding LLC                                                        | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5118052 | PA      | $4831831.37   | 0.05%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2897000 | PA      | $2992106.57   | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                       | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2303000 | PA      | $2246574.80   | 0.02%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                            | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2043000 | PA      | $2041035.25   | 0.02%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |  -49756000 | NC      | $-1291538.36  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     280000 | PA      | $257073.44    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                                           | Panther Escrow Issuer LLC                                                        | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2378269.13   | 0.02%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QLMX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4345576 | PA      | $3539997.91   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                      | FISERV INC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39957120.00  | 0.40%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J86J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6112724 | PA      | $5718078.28   | 0.06%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                        | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    3274000 | PA      | $3394772.36   | 0.03%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                                             | NOVA Chemicals Corp                                                              | CUSIP: 66977WAV1<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |    1825000 | PA      | $1924340.23   | 0.02%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EIDP INC0 CP 12/12/2025                                         | EIDP INC0 CP 12/12/2025                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9914326.00   | 0.10%             | 2025-12-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | CUSIP: 95004RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3505187.70   | 0.04%             | 2042-08-15      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                  | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2609518.50   | 0.03%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      58000 | PA      | $28466.45     | 0.00%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     949000 | PA      | $842070.15    | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MONDELEZ 0 11/17/25                                             | MONDELEZ 0 11/17/25                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28000000 | PA      | $27841556.40  | 0.28%             | 2025-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1513535.25   | 0.02%             | 2044-03-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                               | EOG Resources Inc                                                                | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    2803000 | PA      | $2879111.43   | 0.03%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QBYN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1538500 | PA      | $1442252.79   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                         | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     599000 | PA      | $550296.80    | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                              | Boston Gas Co                                                                    | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $2004646.93   | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GSA1                                           | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3795674.40   | 0.04%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1776765 | PA      | $1777084.79   | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    8425000 | PA      | $8997900.00   | 0.09%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                   | McKesson Corp                                                                    | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3759000 | PA      | $3850426.36   | 0.04%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| SOFTBANK CORP                                                   | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    3085000 | PA      | $3111311.66   | 0.03%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FV6A5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47375972 | PA      | $10932910.53  | 0.11%             | 2049-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ABQV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2402178 | PA      | $142689.00    | 0.00%             | 2033-02-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KG3X9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     187039 | PA      | $159357.46    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                                            | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2493986.40   | 0.03%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BMW US CAPITAL LLC                                              | BMW US Capital LLC                                                               | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1943000 | PA      | $1995480.80   | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    2475000 | PA      | $2289003.75   | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                                           | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1005667.60   | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGLH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7027725 | PA      | $5756454.82   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                       | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3012000 | PA      | $2940270.55   | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                    | CUSIP: 35563PSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63087 | PA      | $58889.03     | 0.00%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A3LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14010428 | PA      | $13983276.75  | 0.14%             | 2040-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2                    | CUSIP: 35563PFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3045104 | PA      | $2642433.33   | 0.03%             | 2057-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL Corp Ltd                                                                     | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    2020000 | PA      | $2078694.31   | 0.02%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Ace Securities Corp.                                            | ACE Securities Corp Mortgage Loan Trust Series 2007-D1                           | CUSIP: 00083BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2160055 | PA      | $1764776.77   | 0.02%             | 2038-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1453242 | PA      | $1451472.72   | 0.01%             | 2036-09-15      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396P2Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     298915 | PA      | $26517.22     | 0.00%             | 2037-03-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEUR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     534726 | PA      | $519457.18    | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1721000 | PA      | $1668543.73   | 0.02%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                      | 3M Co                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2148000 | PA      | $2201402.07   | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4192000 | PA      | $4493730.56   | 0.05%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3558000 | PA      | $3673211.92   | 0.04%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2021-B30 Mortgage Trust                                                | CUSIP: 08163KAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1369813.50   | 0.01%             | 2054-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2013000 | PA      | $2068550.31   | 0.02%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H3BZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47538851 | PA      | $10832193.02  | 0.11%             | 2051-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393UN25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158889 | PA      | $164461.28    | 0.00%             | 2034-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                        | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1222000 | PA      | $1153042.59   | 0.01%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                                         | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    3913000 | PA      | $3840149.76   | 0.04%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CMS ENERGY CORP                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1274000 | PA      | $1178054.55   | 0.01%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BMPC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8068266 | PA      | $7298545.36   | 0.07%             | 2046-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                      | Kenvue Inc                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    1699000 | PA      | $1736309.07   | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS (NEW YORK BRANCH)                                   | BNP PARIBAS (NEW YORK BRANCH)                                                    | CUSIP: 05593DK44<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3903603.46   | 0.04%             | 2026-02-26      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                                           | Arroyo Mortgage Trust 2019-3                                                     | CUSIP: 04285AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     416193 | PA      | $400942.64    | 0.00%             | 2048-10-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3927000 | PA      | $4077207.75   | 0.04%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EJQ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     616107 | PA      | $599551.94    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4797000 | PA      | $4719500.00   | 0.05%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                  | Gray Media Inc                                                                   | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2305418.15   | 0.02%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F57L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     326522 | PA      | $310592.22    | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                     | Viatris Inc                                                                      | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    1573000 | PA      | $1073895.78   | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CASCADES INC/USA INC                                            | Cascades Inc/Cascades USA Inc                                                    | CUSIP: 14739LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3020000 | PA      | $3003906.72   | 0.03%             | 2028-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     894000 | PA      | $911613.32    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                           | Quikrete Holdings Inc                                                            | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $2016233.68   | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2869418.21   | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2299762.44   | 0.02%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378YAT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2250834 | PA      | $307512.29    | 0.00%             | 2043-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                | Lseg US Fin Corp                                                                 | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    3028000 | PA      | $3060278.45   | 0.03%             | 2027-03-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419EC56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     184907 | PA      | $185511.38    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $2056034.42   | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AA2U8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     354988 | PA      | $27004.15     | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                          | Group 1 Automotive Inc                                                           | CUSIP: 398905AQ2<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2562272.50   | 0.03%             | 2030-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17183400 | PA      | $16092321.29  | 0.16%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382FAM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11993233 | PA      | $1098412.80   | 0.01%             | 2048-10-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QEN57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19402083 | PA      | $16685734.69  | 0.17%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                           | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3247000 | PA      | $3344047.89   | 0.03%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XD6D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2253088 | PA      | $1933526.73   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CC4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4847000 | PA      | $5208629.44   | 0.05%             | 2030-11-16      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                        | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2801236.80   | 0.03%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                   | Takeda US Financing Inc                                                          | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    3314000 | PA      | $3416696.32   | 0.03%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B3SD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1692106 | PA      | $1632735.00   | 0.02%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MX7J7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6147276 | PA      | $6019042.18   | 0.06%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2217000 | PA      | $2451323.60   | 0.02%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFPC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2829212 | PA      | $2769185.56   | 0.03%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LV Trust                                                        | Fashion Show Mall LLC                                                            | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7614783.75   | 0.08%             | 2041-10-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                 | Weyerhaeuser Co                                                                  | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     429000 | PA      | $430229.24    | 0.00%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EIDP INC 0 CP 10/20/2025                                        | EIDP INC 0 CP 10/20/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9976119.00   | 0.10%             | 2025-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                          | Equitable Holdings Inc                                                           | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4263000 | PA      | $4284256.85   | 0.04%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DRS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1662360 | PA      | $1416617.39   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AP5G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     782831 | PA      | $776199.08    | 0.01%             | 2040-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2021-C59                                   | CUSIP: 95003CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4133652.00   | 0.04%             | 2054-04-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393Y5T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21469 | PA      | $21440.89     | 0.00%             | 2033-10-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     910000 | PA      | $894112.74    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                        | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $2325161.43   | 0.02%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31387RDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         91 | PA      | $94.68        | 0.00%             | 2031-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                                  | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4750000 | PA      | $4760933.55   | 0.05%             | 2041-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381AGF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     218772 | PA      | $179632.33    | 0.00%             | 2048-10-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FXHU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25645705 | PA      | $4836174.65   | 0.05%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FN6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1632872 | PA      | $1225656.58   | 0.01%             | 2049-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AJXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     311129 | PA      | $5518.83      | 0.00%             | 2043-02-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $829672.16    | 0.01%             | 2040-02-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ADR5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4738000 | PA      | $4873639.56   | 0.05%             | 2032-03-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| LIGHTNING POWER LLC                                             | Lightning Power LLC                                                              | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2627413.68   | 0.03%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                         | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    3280000 | PA      | $3329392.96   | 0.03%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1004476 | PA      | $1004868.58   | 0.01%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307M4H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     170893 | PA      | $165432.83    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2022-C17                                                    | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10843524 | PA      | $705440.08    | 0.01%             | 2055-09-15      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3318103 | PA      | $3035102.24   | 0.03%             | 2069-07-15      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                        | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $2050449.52   | 0.02%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: —       |
| OUTFRONT MEDIA CAP LLC/C                                        | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1923892.04   | 0.02%             | 2030-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QFB73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18855607 | PA      | $16724077.93  | 0.17%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                           | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    9154000 | PA      | $9785911.70   | 0.10%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XFZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25681642 | PA      | $22007112.43  | 0.22%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-1                                                  | CUSIP: 46650HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     129097 | PA      | $121018.13    | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| MIDAS OPCO HOLDINGS LLC                                         | Stagwell Global LLC                                                              | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1915339.99   | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Bojangles Issuer, LLC                                           | Bojangles Issuer LLC                                                             | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2842469.28   | 0.03%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3TD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4885046 | PA      | $366194.77    | 0.00%             | 2048-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A2X65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5622117 | PA      | $5441719.66   | 0.05%             | 2042-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2021-FL6 Ltd                                                                 | CUSIP: 55283TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10001261.50  | 0.10%             | 2036-07-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31293HYQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5938 | PA      | $6071.03      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                 | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4656000 | PA      | $4548662.90   | 0.05%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                          | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    3351000 | PA      | $3373727.59   | 0.03%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2304345 | PA      | $2267641.30   | 0.02%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B4QN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8306643 | PA      | $2492553.71   | 0.03%             | 2059-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2025-FL15 LLC                                                                | CUSIP: 05556EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10028130.00  | 0.10%             | 2043-03-19      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3219000 | PA      | $3246893.76   | 0.03%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6031000 | PA      | $5911199.01   | 0.06%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-FNX                                                                | CUSIP: 05593TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7362170 | PA      | $7381024.95   | 0.07%             | 2041-11-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1628653 | PA      | $1494238.55   | 0.02%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                  | BorgWarner Inc                                                                   | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    1249000 | PA      | $1289253.68   | 0.01%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                                | LPL Holdings Inc                                                                 | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3482000 | PA      | $3560334.38   | 0.04%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AMEREN CORP                                                     | Ameren Corp                                                                      | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1673355.77   | 0.02%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420981 | PA      | $375890.74    | 0.00%             | 2036-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2018-BNK14                                                                  | CUSIP: 06035RBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  174267148 | PA      | $1961664.29   | 0.02%             | 2060-09-15      | Variable      | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3887644 | PA      | $703751.36    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                        | Capital One Financial Corp                                                       | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2673000 | PA      | $2604781.86   | 0.03%             | 2027-11-02      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380UE82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4781307 | PA      | $3892221.80   | 0.04%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B3C21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4105380 | PA      | $3641953.41   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3233000 | PA      | $3347438.44   | 0.03%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BQX20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   69615272 | PA      | $6233595.11   | 0.06%             | 2038-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KNA94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     817437 | PA      | $668085.40    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                            | FS Rialto 2024-FL9 Issuer LLC                                                    | CUSIP: 30338WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9057285.90   | 0.09%             | 2039-10-19      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO 2021-1 Ltd                                                     | CUSIP: 69701WAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21880000 | PA      | $21901529.92  | 0.22%             | 2038-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1667376.57   | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    1097000 | PA      | $861828.06    | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DCR              | CORP              | GB        |  -47506000 | NC      | $-166766.15   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GNLK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     251194 | PA      | $249503.98    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     427000 | PA      | $435923.34    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397A4R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2521882 | PA      | $228593.48    | 0.00%             | 2036-08-15      | Floating      | 1.96%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2012-CCRE4 Mortgage Trust                                                   | CUSIP: 12624QAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27260000 | PA      | $256015.02    | 0.00%             | 2045-10-15      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  119189085 | PA      | $12236428.24  | 0.12%             | 2041-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2021-FL9 Ltd                                                                 | CUSIP: 05493NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      66429 | PA      | $66436.90     | 0.00%             | 2038-11-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AFSY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5712258 | PA      | $5577882.08   | 0.06%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                 | AREIT 2023-CRE8 LLC                                                              | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   10572173 | PA      | $10584027.98  | 0.11%             | 2041-08-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                            | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAB0<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |     914000 | PA      | $949861.39    | 0.01%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140JBCA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     905325 | PA      | $898027.11    | 0.01%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GXH53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97852 | PA      | $96689.44     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 32                                  | Octagon Investment Partners 32 Ltd                                               | CUSIP: 67573CAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4500000 | PA      | $4524318.00   | 0.05%             | 2037-10-31      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    5371000 | PA      | $5028584.14   | 0.05%             | 2047-02-12      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A8AM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1599095 | PA      | $1595624.15   | 0.02%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                                      | SDAL Trust 2025-DAL                                                              | CUSIP: 78437RAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1010615.00   | 0.01%             | 2042-04-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                                        | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |    1650000 | PA      | $1727665.50   | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     771000 | PA      | $809098.97    | 0.01%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3367000 | PA      | $3497901.35   | 0.04%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                                              | Vodafone Group PLC                                                               | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2434000 | PA      | $2424603.42   | 0.02%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   94300733 | PA      | $4530023.34   | 0.05%             | 2053-09-15      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                            | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    5979000 | PA      | $5805034.42   | 0.06%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NORTHRIVER MIDSTREAM FIN                                        | Northriver Midstream Finance LP                                                  | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    2340000 | PA      | $2394465.37   | 0.02%             | 2032-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419EC98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62929 | PA      | $62998.34     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1200000 | PA      | $1038150.00   | 0.01%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | State Street Corp                                                                | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2058000 | PA      | $2104184.67   | 0.02%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                                                              | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     984000 | PA      | $1012288.13   | 0.01%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EQUINOR ASA                                                     | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2517000 | PA      | $2557063.79   | 0.03%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     245000 | PA      | $242549.32    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                         | Wisconsin Power and Light Co                                                     | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1354000 | PA      | $1407040.21   | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31359WKH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21963 | PA      | $22360.21     | 0.00%             | 2029-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2270620.39   | 0.02%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3746000 | PA      | $3170566.83   | 0.03%             | 2053-03-15      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1588000 | PA      | $1507501.29   | 0.02%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397UDW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3822530 | PA      | $255236.98    | 0.00%             | 2041-06-25      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                  | Capital One NA                                                                   | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    1902000 | PA      | $1970779.82   | 0.02%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                  | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    3895000 | PA      | $3633564.99   | 0.04%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                  | ARES1 2024-IND2                                                                  | CUSIP: 04021EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10019266.00  | 0.10%             | 2034-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                    | QUALCOMM Inc                                                                     | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2451256.06   | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QUJW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7867153 | PA      | $7582103.69   | 0.08%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2969847.08   | 0.03%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     227000 | PA      | $229313.54    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4                           | CUSIP: 35563PDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31026779 | PA      | $28117919.23  | 0.28%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3254601 | PA      | $642657.65    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                       | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $997364.10    | 0.01%             | 2033-07-05      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5545000 | PA      | $5617840.84   | 0.06%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                  | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1219372.54   | 0.01%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A4DR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168450 | PA      | $2240.01      | 0.00%             | 2040-09-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EYN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3998733 | PA      | $4097217.08   | 0.04%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                        | Banco Nacional de Panama                                                         | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    3750000 | PA      | $3287962.50   | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BPUW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23918064 | PA      | $5076468.05   | 0.05%             | 2053-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                             | Global Payments Inc                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5904000 | PA      | $5826771.19   | 0.06%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5523000 | PA      | $5975886.00   | 0.06%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14075952.65 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -529540000 | NC      | $-19699.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    1506000 | PA      | $1380909.91   | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Castle Hill INGOTS Ltd                                          | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $4221934.92   | 0.04%             | 2041-11-10      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-3                                                  | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     236603 | PA      | $212792.11    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1137316.73   | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-3                                                   | CUSIP: 33851JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     559611 | PA      | $523265.08    | 0.01%             | 2048-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC                                                      | Arcosa Inc                                                                       | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2466950.48   | 0.02%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| DOMINION 3/27/2008 3.20%                                        | DOMINION RES I 10/15/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   53225000 | PA      | $53130504.34  | 0.54%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6233316 | PA      | $6269817.32   | 0.06%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $2022764.26   | 0.02%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                        | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2114996.34   | 0.02%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    3610000 | PA      | $4128937.50   | 0.04%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3199000 | PA      | $3371746.00   | 0.03%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31391S5Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7912 | PA      | $8107.37      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-VLT7                                                               | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5020996.00   | 0.05%             | 2044-07-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1841000 | PA      | $1864238.74   | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6474000 | PA      | $6682946.99   | 0.07%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     974316 | PA      | $806961.99    | 0.01%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                 | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBR8<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   10700000 | PA      | $10736198.10  | 0.11%             | 2038-02-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2015-1AA                                        | Delta Air Lines 2015-1 Class AA Pass Through Trust                               | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     816379 | PA      | $805468.29    | 0.01%             | 2027-07-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1                    | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173878 | PA      | $160098.98    | 0.00%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                         | Allegany Park CLO Ltd                                                            | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   18200000 | PA      | $18220329.40  | 0.18%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                        | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3955273.04   | 0.04%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| AKER BP ASA                                                     | Aker BP ASA                                                                      | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    2528000 | PA      | $2486256.70   | 0.03%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2018-C14 Commercial Mortgage Trust                                         | CUSIP: 12596GBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2930218.20   | 0.03%             | 2051-11-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                        | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2179469.40   | 0.02%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6TH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5428964 | PA      | $5406779.26   | 0.05%             | 2034-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ1                                     | CUSIP: 36268VBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3655576 | PA      | $3792658.57   | 0.04%             | 2054-06-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                  | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    3080000 | PA      | $3268749.39   | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65783900 | PA      | $65573186.27  | 0.66%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BC4E7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51887786 | PA      | $7012893.69   | 0.07%             | 2050-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1228488.37   | 0.01%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                            | Monongahela Power Co                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2006000 | PA      | $1988941.34   | 0.02%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F1SB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2311273 | PA      | $2131690.43   | 0.02%             | 2047-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                                        | Organon & Co / Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2893585.17   | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| HP INC                                                          | HP Inc                                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2241000 | PA      | $2022163.82   | 0.02%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9FK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2412095 | PA      | $2277529.14   | 0.02%             | 2042-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4089000 | PA      | $4249909.14   | 0.04%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31359SAP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1925 | PA      | $29.35        | 0.00%             | 2031-03-18      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| COLONY MORTGAGE CAPITAL LTD                                     | CLNY Trust 2019-IKPR                                                             | CUSIP: 12564NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2861725 | PA      | $2828918.83   | 0.03%             | 2038-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust                                   | KRE Commercial Mortgage Trust 2025-AIP4                                          | CUSIP: 50077KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7700000 | PA      | $7690518.22   | 0.08%             | 2042-03-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                     | NATIONAL AUSTRALIA BANK LTD                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4800167.52   | 0.05%             | 2026-03-06      | Floating      | 4.32%                 | 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      | $9164653.28   | 0.09%             | 2037-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFEM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21338827 | PA      | $4517858.62   | 0.05%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                             | Zaxbys Funding LLC                                                               | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15216000 | PA      | $14372878.40  | 0.14%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395EDY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     216601 | PA      | $221554.76    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XH4J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4545597 | PA      | $3731942.33   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -268424000 | NC      | $72606.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-INV1                                               | CUSIP: 46591VAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     176534 | PA      | $158980.13    | 0.00%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                   | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1804336.98   | 0.02%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36194TPL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     580574 | PA      | $529936.16    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2797531.33   | 0.03%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AMERITEX HOLDCO INTERMED                                        | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1864702.98   | 0.02%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9986300 | PA      | $9935978.44   | 0.10%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5549000 | PA      | $5619098.52   | 0.06%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Lakeside Park CLO                                               | Lakeside Park CLO Ltd                                                            | CUSIP: 51218YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   10030000 | PA      | $10060581.47  | 0.10%             | 2038-04-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2017-1                                                 | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3156079.36   | 0.03%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378E3Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99580 | PA      | $6420.19      | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA 0 CP 10/24/2025                                       | KELLANOVA 0 CP 10/24/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19725000 | PA      | $19668485.90  | 0.20%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374UNM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     315333 | PA      | $320119.44    | 0.00%             | 2039-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384JXN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6675993 | PA      | $6861744.96   | 0.07%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCG Hotel Issuer Inc                                            | SCG Trust 2025-SNIP                                                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10043766.00  | 0.10%             | 2030-09-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377VFU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     616365 | PA      | $615436.57    | 0.01%             | 2041-02-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                    | AutoZone Inc                                                                     | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1176000 | PA      | $1247442.66   | 0.01%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9385097 | PA      | $570860.71    | 0.01%             | 2045-11-25      | Floating      | 1.23%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-GW                                                                 | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5022213.50   | 0.05%             | 2042-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 3128HX4M4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1985498 | PA      | $1808782.93   | 0.02%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                    | Centene Corp                                                                     | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   11370000 | PA      | $10166626.03  | 0.10%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2014-GC22                                           | CUSIP: 36253BAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10205216 | PA      | $3826.96      | 0.00%             | 2047-06-10      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377LBJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2098588 | PA      | $179750.05    | 0.00%             | 2040-08-20      | Floating      | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BF6P1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6416155 | PA      | $521611.29    | 0.01%             | 2044-06-15      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                      | Intel Corp                                                                       | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     224000 | PA      | $215228.80    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1317316.47   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357BK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     833363 | PA      | $754366.05    | 0.01%             | 2049-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $4080169.11   | 0.04%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A4LE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10338962 | PA      | $10048159.71  | 0.10%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   57336700 | PA      | $57528195.40  | 0.58%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M8ZL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     335792 | PA      | $336774.47    | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-8                                                    | CUSIP: 81749WCK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1997772 | PA      | $1964013.25   | 0.02%             | 2055-09-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2662000 | PA      | $2733735.84   | 0.03%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1695100 | PA      | $1734663.36   | 0.02%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31396CBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2168729 | PA      | $177430.79    | 0.00%             | 2035-10-15      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AKAR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3761221 | PA      | $3641905.83   | 0.04%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393C4W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     525968 | PA      | $57776.43     | 0.00%             | 2033-07-25      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                              | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    7375000 | PA      | $7899546.88   | 0.08%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                    | US Foods Inc                                                                     | CUSIP: 90290MAH4<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2253612.80   | 0.02%             | 2032-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      88764 | PA      | $87277.08     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-5C5                                   | CUSIP: 95004MAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1264271.00   | 0.01%             | 2058-07-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HN2J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2294211 | PA      | $2202039.92   | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                  | Provident Funding Mortgage Trust 2025-3                                          | CUSIP: 74388PAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2953916 | PA      | $2970670.23   | 0.03%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                             | NatWest Markets PLC                                                              | CUSIP: 63906YAJ7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    5022000 | PA      | $5211684.20   | 0.05%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2025-5C34                                                   | CUSIP: 07337BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1368991.26   | 0.01%             | 2058-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2232000 | PA      | $2319832.17   | 0.02%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                        | AES Panama Generation Holdings SRL                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    2446179 | PA      | $2320812.23   | 0.02%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3462000 | PA      | $3176135.25   | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2021-B28 Mortgage Trust                                                | CUSIP: 08163GAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4805756 | PA      | $245309.57    | 0.00%             | 2054-08-15      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B72P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10770095 | PA      | $1191266.74   | 0.01%             | 2050-01-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3601000 | PA      | $3610488.64   | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR16 Trust                   | CUSIP: 92925GAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     973263 | PA      | $869018.67    | 0.01%             | 2036-12-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BFSZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22761354 | PA      | $4741596.30   | 0.05%             | 2051-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                         | Romanian Government International Bond                                           | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    6258000 | PA      | $6042881.25   | 0.06%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3483000 | PA      | $3388293.43   | 0.03%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                         | Nationwide Building Society                                                      | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    1935000 | PA      | $1928591.76   | 0.02%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                  | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    2773000 | PA      | $2892952.35   | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1774000 | PA      | $1850283.86   | 0.02%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                        | Sealed Air Corp/Sealed Air Corp US                                               | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2967854.60   | 0.03%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| GCI LLC                                                         | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2431690.25   | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |   15000000 | PA      | $15399303.00  | 0.16%             | 2041-12-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  110980800 | PA      | $111891188.82 | 1.13%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| MF1 Multifamily Housing Mortga                                  | MF1 2022-FL9 LLC                                                                 | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1716384 | PA      | $1718457.59   | 0.02%             | 2037-06-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1077419.41   | 0.01%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                        | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    7420000 | PA      | $6456301.08   | 0.07%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10872000 | PA      | $11465183.39  | 0.12%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: —       |
| TEACHERS INSURANCE AND ANNUITY                                  | TIAA CLO I Ltd                                                                   | CUSIP: 87271LAY8<br>LEI: 549300SWQCCOXV4X1761 | Long             | ABS-CBDO         | CORP              | KY        |   10316948 | PA      | $10326016.17  | 0.10%             | 2031-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| PRM5 Trust                                                      | PRM5 Trust 2025-PRM5                                                             | CUSIP: 693980AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2993353.80   | 0.03%             | 2033-03-10      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QLY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3684033 | PA      | $3749273.17   | 0.04%             | 2049-02-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137HABD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35292316 | PA      | $7406113.61   | 0.07%             | 2051-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FXEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6769134 | PA      | $6792262.35   | 0.07%             | 2056-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Homebanc Mortgage Trust                                         | HomeBanc Mortgage Trust 2004-1                                                   | CUSIP: 43739EAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26475 | PA      | $26001.51     | 0.00%             | 2029-08-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                        | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    5619000 | PA      | $4829012.88   | 0.05%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AUR37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2121242 | PA      | $350418.10    | 0.00%             | 2047-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                | Great Wolf Trust 2024-WOLF                                                       | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3900000 | PA      | $3927575.34   | 0.04%             | 2039-03-15      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                            | Fannie Mae REMIC Trust 2002-W9                                                   | CUSIP: 31392ESN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2428428 | PA      | $2456329.54   | 0.02%             | 2042-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1409000 | PA      | $1399007.54   | 0.01%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ACTJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     920960 | PA      | $904706.82    | 0.01%             | 2033-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325XVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15556638 | PA      | $2700042.70   | 0.03%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                               | Imperial Fund Mortgage Trust 2021-NQM4                                           | CUSIP: 45276JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1605115.00   | 0.02%             | 2057-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                          | BP Capital Markets America Inc                                                   | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     510000 | PA      | $520379.70    | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4921200.02   | 0.05%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1191000 | PA      | $1236041.92   | 0.01%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2024-9                                                  | CUSIP: 46593DAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3184955 | PA      | $3181299.06   | 0.03%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGLQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3191952 | PA      | $2743277.89   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132M5QV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     956686 | PA      | $953972.66    | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AT5Q3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13060407 | PA      | $887091.57    | 0.01%             | 2046-11-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                                 | EMD Finance LLC                                                                  | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    3902000 | PA      | $3898035.72   | 0.04%             | 2032-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                                    | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2014328.09   | 0.02%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        483 | NC      | $-50777.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CNO GLOBAL FUNDING                                              | CNO Global Funding                                                               | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4142050.81   | 0.04%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3613102.91   | 0.04%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AS7J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9008614 | PA      | $8722454.21   | 0.09%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                    | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3069558.25   | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CENCORA INC                                                     | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2181839.24   | 0.02%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                             | Gilead Sciences Inc                                                              | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3034000 | PA      | $3073302.16   | 0.03%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                                       | ONEOK Inc                                                                        | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3267786.23   | 0.03%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2014-A                                          | CUSIP: 784456AF2<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    2700000 | PA      | $2331842.85   | 0.02%             | 2045-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                 | BAE Systems PLC                                                                  | CUSIP: 05523RAJ6<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    3937000 | PA      | $4055811.22   | 0.04%             | 2029-03-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MAREX CAPITAL MARKETS INC.                                      | MAREX CAPITAL MARKETS INC                                                        | CUSIP: 000000000<br>LEI: 5493006BWPDUCYG6EQ34 | Long             | RA               | CORP              | US        |   50633987 | PA      | $50633987.00  | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| SHR Trust                                                       | SHR Trust 2024-LXRY                                                              | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5014901.00   | 0.05%             | 2041-10-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2997000 | PA      | $2942089.93   | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                                        | Raven Acquisition Holdings LLC                                                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3116258.20   | 0.03%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     947000 | PA      | $843333.71    | 0.01%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VICTORIA'S SECRET & CO                                          | Victoria's Secret & Co                                                           | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2031484.28   | 0.02%             | 2029-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2E1<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    1169000 | PA      | $1040441.13   | 0.01%             | 2032-01-08      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AUAV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9521452 | PA      | $797113.54    | 0.01%             | 2046-11-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                    | Atrium Hotel Portfolio Trust 2025-ATRM                                           | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5007788.00   | 0.05%             | 2042-08-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1AU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427384 | PA      | $50544.47     | 0.00%             | 2041-10-25      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2018-II Ltd                                                         | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    7160000 | PA      | $7179267.56   | 0.07%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                            | LifePoint Health Inc                                                             | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2666595.48   | 0.03%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2430568 | PA      | $2198020.22   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1382000 | PA      | $1266945.75   | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2019-VI Ltd                                                         | CUSIP: 12555XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3000000 | PA      | $3005124.00   | 0.03%             | 2037-07-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)                  | SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH)                                   | CUSIP: 86565GSM3<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000930.00   | 0.05%             | 2026-03-06      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU                                  | WFRBS Commercial Mortgage Trust 2014-C21                                         | CUSIP: 92939FAX7<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    5155066 | PA      | $5036015.95   | 0.05%             | 2047-08-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B1H39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2128000 | PA      | $1991621.80   | 0.02%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2016-C1                                      | CUSIP: 17290YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2963742.90   | 0.03%             | 2049-05-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3044544.26   | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                        | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     925000 | PA      | $924188.65    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375JVH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     701142 | PA      | $61482.26     | 0.00%             | 2037-04-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                               | 720 East CLO 2023-I Ltd                                                          | CUSIP: 81785EAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   40830000 | PA      | $40968699.51  | 0.41%             | 2038-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                 | Impac CMB Trust Series 2005-1                                                    | CUSIP: 45254NMR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     286281 | PA      | $273937.01    | 0.00%             | 2035-04-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2363474.20   | 0.02%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397QPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     661380 | PA      | $675299.72    | 0.01%             | 2041-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38383YS37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38099093 | PA      | $2892104.07   | 0.03%             | 2052-10-20      | Floating      | 1.31%                 | No            |                  2 | On Loan: No      |
| BETHESDA SECURITIES, LLC                                        | BETHESDA SECURITIES LLC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   55406286 | PA      | $55406286.00  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       8671 | NC      | $-2825459.24  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5XQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5249698 | PA      | $513577.67    | 0.01%             | 2049-08-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3804000 | PA      | $3836420.43   | 0.04%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WE4G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     302161 | PA      | $293259.74    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     158000 | PA      | $109336.64    | 0.00%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4089400 | PA      | $3802183.53   | 0.04%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-LBA                                                                | CUSIP: 05609BBH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1423458 | PA      | $1421846.24   | 0.01%             | 2036-02-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J5J42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2338136 | PA      | $2281318.85   | 0.02%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                                          | American Airlines 2015-2 Class AA Pass Through Trust                             | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     243062 | PA      | $238416.64    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140ECBV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     356911 | PA      | $354440.75    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     944000 | PA      | $673687.43    | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DZ BANK AG (NEW YORK BRANCH)                                    | DZ BANK AG (NEW YORK BRANCH)                                                     | CUSIP: 23344JDX0<br>LEI: 529900HNOAA1KXQJUQ27 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2800408.80   | 0.03%             | 2026-02-13      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2016-GS4                                            | CUSIP: 36251XAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   51286687 | PA      | $99747.48     | 0.00%             | 2049-11-10      | Variable      | 0.62%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     836000 | PA      | $870898.87    | 0.01%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC                                                   | Open Text Holdings Inc                                                           | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3906536.71   | 0.04%             | 2031-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $85127.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F6RU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20496773 | PA      | $3269247.56   | 0.03%             | 2050-11-25      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | CUSIP: 93935FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2791308 | PA      | $1613138.75   | 0.02%             | 2046-08-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD (NEW YORK BRANCH)                               | MIZUHO BANK LTD (NEW YORK BRANCH)                                                | CUSIP: 60710T3J8<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |     900000 | PA      | $900171.00    | 0.01%             | 2026-03-03      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DV5W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30113 | PA      | $25677.33     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                            | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    7003000 | PA      | $7165115.18   | 0.07%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2071634 | PA      | $1892148.19   | 0.02%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4389681.18   | 0.04%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOMURA GLOBAL FINANCIAL PRODUCTS INC.                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 0Z3VO5H2G7GRS05BHJ91 | N/A              | DIR              | CORP              | US        | -529545000 | NC      | $-138144.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AJZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4203299 | PA      | $465865.27    | 0.00%             | 2044-04-25      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2085189 | PA      | $2007203.01   | 0.02%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132H7DV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2816445 | PA      | $2665055.49   | 0.03%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                            | Prologis Targeted US Logistics Fund LP                                           | CUSIP: 74350LAA2<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4208686.65   | 0.04%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378VH40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     395920 | PA      | $391547.29    | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                    | Stryker Corp                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3451000 | PA      | $3538010.20   | 0.04%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                          | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    2954000 | PA      | $2967803.27   | 0.03%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                        | Jersey Mike's Funding LLC                                                        | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7761000 | PA      | $7921967.80   | 0.08%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     792654 | PA      | $763524.94    | 0.01%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3047282 | PA      | $2908367.80   | 0.03%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136APUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2823462 | PA      | $432555.38    | 0.00%             | 2045-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                        | Florida Power & Light Co                                                         | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1569000 | PA      | $1599024.23   | 0.02%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                        | Cleveland Electric Illuminating Co/The                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1734509.13   | 0.02%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                  | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3166000 | PA      | $3220655.77   | 0.03%             | 2027-08-01      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-21M                                            | CUSIP: 05609CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5302500 | PA      | $5299011.49   | 0.05%             | 2036-10-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3892000 | PA      | $3986975.97   | 0.04%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2021-L6                                           | CUSIP: 61692CBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29323981 | PA      | $1109308.61   | 0.01%             | 2054-06-15      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAEV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4506195 | PA      | $4175868.49   | 0.04%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                   | Takeda US Financing Inc                                                          | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    3094000 | PA      | $3146130.06   | 0.03%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                  | BXSC Commercial Mortgage Trust 2022-WSS                                          | CUSIP: 05610BAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3015054.30   | 0.03%             | 2035-03-15      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                     | Nutrien Ltd                                                                      | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     277000 | PA      | $291293.92    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1894099.76   | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| FED REPUBLIC OF BRAZIL                                          | Brazilian Government International Bond                                          | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4825000 | PA      | $4939690.25   | 0.05%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3159632.46   | 0.03%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2024-5C29                                                   | CUSIP: 05555PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $5365259.55   | 0.05%             | 2057-09-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                         | Algonquin Power & Utilities Corp                                                 | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    2014000 | PA      | $2028937.82   | 0.02%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                 | Sealed Air Corp                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2894269.42   | 0.03%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                                              | Elmwood CLO XI Ltd                                                               | CUSIP: 29002LAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8990000 | PA      | $9017185.76   | 0.09%             | 2038-01-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3133THQB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16660 | PA      | $16918.73     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JUJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7242048 | PA      | $558966.58    | 0.01%             | 2033-10-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KLR53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91614 | PA      | $78193.40     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1036479 | PA      | $975724.28    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK4                                                                   | CUSIP: 06541FBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   27881293 | PA      | $364846.24    | 0.00%             | 2050-05-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| NIAGARA ENERGY SAC                                              | Niagara Energy SAC                                                               | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |    2000000 | PA      | $2056010.00   | 0.02%             | 2034-10-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Symphony CLO Ltd                                                | Symphony CLO XXVI Ltd                                                            | CUSIP: 87190GAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8450000 | PA      | $8460131.55   | 0.09%             | 2033-04-20      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                              | RGA Global Funding                                                               | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     824000 | PA      | $855651.11    | 0.01%             | 2029-05-24      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1389000 | PA      | $1253540.58   | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DXM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1737773 | PA      | $1534705.17   | 0.02%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                          | NXP BV / NXP Funding LLC                                                         | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4184000 | PA      | $4190213.24   | 0.04%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4451000 | PA      | $4346247.05   | 0.04%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3811000 | PA      | $3542676.14   | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                              | ING US FUNDING LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3300322.41   | 0.03%             | 2025-11-10      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                  | Wells Fargo Mortgage Backed Securities 2019-4 Trust                              | CUSIP: 95002FBK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1740821 | PA      | $1224093.53   | 0.01%             | 2049-09-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-1                                                  | CUSIP: 46648RAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1567645 | PA      | $1431683.84   | 0.01%             | 2048-06-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XF2B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12140428 | PA      | $9979931.98   | 0.10%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VU93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5606504 | PA      | $1014090.13   | 0.01%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5545000 | PA      | $5503874.51   | 0.06%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L8QW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     487332 | PA      | $471529.19    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                                          | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3026295.03   | 0.03%             | 2029-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2015-2                                                 | CUSIP: 89171YBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2640000 | PA      | $2631130.92   | 0.03%             | 2057-11-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                         | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2556043.50   | 0.03%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -134212000 | NC      | $29046.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382DL64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13605249 | PA      | $1660423.31   | 0.02%             | 2049-10-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| First Republic Mortgage Trust                                   | First Republic Mortgage Trust 2020-1                                             | CUSIP: 33616LAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1061968 | PA      | $988558.39    | 0.01%             | 2050-04-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                          | Sunnova Sol II Issuer LLC                                                        | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6855852 | PA      | $5773747.79   | 0.06%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1459401.72   | 0.01%             | 2042-02-25      | Floating      | 9.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAK37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8184543 | PA      | $1311685.97   | 0.01%             | 2042-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                         | BDS 2021-FL10 Ltd                                                                | CUSIP: 07335YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1375786 | PA      | $1376138.65   | 0.01%             | 2036-12-16      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     268000 | PA      | $143872.03    | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                          | Five Guys Holdings Inc                                                           | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |    5210625 | PA      | $5426316.74   | 0.05%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |   10400000 | PA      | $10754900.00  | 0.11%             | 2042-02-25      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                 | CLI Funding VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    1657087 | PA      | $1552802.11   | 0.02%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1518000 | PA      | $1558545.42   | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-3T1                                                  | CUSIP: 02149VAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     816830 | PA      | $356322.38    | 0.00%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                          | Banque Federative du Credit Mutuel SA                                            | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    4138000 | PA      | $4177251.70   | 0.04%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AYPL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2541137 | PA      | $179457.01    | 0.00%             | 2033-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140FXRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14189754 | PA      | $12596783.44  | 0.13%             | 2054-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AEZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4292843 | PA      | $3908102.01   | 0.04%             | 2043-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                        | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    3598000 | PA      | $3686753.84   | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | CUSIP: 61690AAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3441160.80   | 0.03%             | 2047-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393EMJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     212122 | PA      | $216639.53    | 0.00%             | 2033-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QNKY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     632787 | PA      | $577260.98    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   49756000 | NC      | $610311.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                 | OGE Energy Corp                                                                  | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    1011000 | PA      | $1050750.96   | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                           | Mexico Government International Bond                                             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1940000 | PA      | $2140790.00   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                                        | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3133000 | PA      | $3181837.14   | 0.03%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1674000 | PA      | $1326717.99   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                  | PENN Commercial Mortgage Trust 2025-P11                                          | CUSIP: 69382VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3568332.95   | 0.04%             | 2042-08-10      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                              | HERO Funding Trust 2016-4A                                                       | CUSIP: 40417QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     879666 | PA      | $848879.09    | 0.01%             | 2047-09-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38383AW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17225537 | PA      | $3869467.99   | 0.04%             | 2051-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAE59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3008280 | PA      | $2779376.52   | 0.03%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust                                   | HYT Commercial Mortgage Trust 2024-RGCY                                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2400000 | PA      | $2406852.48   | 0.02%             | 2041-09-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                                  | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2629911.38   | 0.03%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp                                  | AMMC CLO 31 Ltd                                                                  | CUSIP: 03166GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8990000 | PA      | $9016880.10   | 0.09%             | 2038-02-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                        | Intercontinental Exchange Inc                                                    | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3421000 | PA      | $3382191.66   | 0.03%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377MY42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     268827 | PA      | $1129.88      | 0.00%             | 2040-05-16      | Floating      | 1.84%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK (NEW YORK BRANCH)                         | TORONTO-DOMINION BANK (NEW YORK BRANCH)                                          | CUSIP: 89115DT48<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5055071.90   | 0.05%             | 2026-02-19      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     520000 | PA      | $544082.76    | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | CUSIP: 35563PGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2511905 | PA      | $2149463.91   | 0.02%             | 2058-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WHSS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1791508 | PA      | $1622354.87   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6D49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8356447 | PA      | $7447278.25   | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1479000 | PA      | $1509249.88   | 0.02%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-INV3                                                              | CUSIP: 12557LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     190829 | PA      | $174188.85    | 0.00%             | 2049-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2983000 | PA      | $3049178.99   | 0.03%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                                  | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1612000 | PA      | $1679156.05   | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2006-AR9                                           | CUSIP: 17310RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     454489 | PA      | $404750.12    | 0.00%             | 2036-11-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                          | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5185000 | PA      | $4721933.87   | 0.05%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BK4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53543022 | PA      | $8986706.37   | 0.09%             | 2052-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2023-10                                                 | CUSIP: 465986AR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1365966 | PA      | $1358308.57   | 0.01%             | 2054-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                         | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1097334.70   | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418M5H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57320 | PA      | $59673.20     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617LMNZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4530365 | PA      | $4115949.30   | 0.04%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9FX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1234520 | PA      | $107808.51    | 0.00%             | 2041-05-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-334884.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9PN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     730675 | PA      | $29182.65     | 0.00%             | 2042-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                           | Petroleos del Peru SA                                                            | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    4000000 | PA      | $3487000.00   | 0.04%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTF88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     410618 | PA      | $405824.88    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3489000 | PA      | $3530790.61   | 0.04%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |   13500000 | PA      | $13822058.70  | 0.14%             | 2042-01-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BE6Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2034517 | PA      | $205455.18    | 0.00%             | 2044-09-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)                | SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH)                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4748399.72   | 0.05%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                           | Unilever Capital Corp                                                            | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    4052000 | PA      | $4074882.09   | 0.04%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BRCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12667751 | PA      | $1167866.58   | 0.01%             | 2041-06-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                     | ONE Gas Inc                                                                      | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1342000 | PA      | $1384361.44   | 0.01%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2018-2-GS                                                | CUSIP: 61946LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2879388 | PA      | $2699064.10   | 0.03%             | 2044-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                        | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1454000 | PA      | $1379429.27   | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| DOMINION 3/27/2008 3.20%                                        | DOMINION RES I 10/22/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9973850.00   | 0.10%             | 2025-10-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                      | FedEx Corp                                                                       | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     246000 | PA      | $206825.21    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     659184 | PA      | $573529.48    | 0.01%             | 2058-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AXDT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3675762 | PA      | $3334251.89   | 0.03%             | 2047-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                      | Intuit Inc                                                                       | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1705990.81   | 0.02%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                 | LLOYDS BANK PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1450266.80   | 0.01%             | 2025-12-17      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                           | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1036000 | PA      | $949206.82    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| ENTERGY CORP D 12/10/2025                                       | ENTERGY CORP D 12/10/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15865720.00  | 0.16%             | 2025-12-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    4577000 | PA      | $4322410.42   | 0.04%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4832000 | PA      | $4441884.61   | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2024-3                                                    | CUSIP: 81749JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     981177 | PA      | $990421.26    | 0.01%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                          | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $3154788.15   | 0.03%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140X62S9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17187798 | PA      | $14781541.31  | 0.15%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1978000 | PA      | $1812890.37   | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACREC LLC                                                       | Acrec 2025 Fl 3 LLC                                                              | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1750000 | PA      | $1749396.78   | 0.02%             | 2042-08-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)            | CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH)                             | CUSIP: 13606DKU5<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4851518.28   | 0.05%             | 2025-11-12      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                        | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3236674.23   | 0.03%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                                          | BP Capital Markets America Inc                                                   | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     959000 | PA      | $973260.74    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                      | Humana Inc                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2768000 | PA      | $2847993.40   | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     441000 | PA      | $307332.05    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2021-J2                                            | CUSIP: 17329MDT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1383328 | PA      | $1172466.83   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBCT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27061561 | PA      | $5798810.78   | 0.06%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 0 01/15/2026                                        | ORACLE CORP 0 01/15/2026                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25400000 | PA      | $25088476.62  | 0.25%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-LUNR                                                               | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2388962 | PA      | $2397817.91   | 0.02%             | 2040-06-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                 | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3872790.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HEICO CORP                                                      | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    3933000 | PA      | $4039524.28   | 0.04%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                         | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    3629000 | PA      | $3660816.31   | 0.04%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| WENDYS FUNDING LLC                                              | Wendy's Funding LLC                                                              | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    3403124 | PA      | $3357302.52   | 0.03%             | 2048-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B13 Mortgage Trust                                                | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1670017.20   | 0.02%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2019-C54                                   | CUSIP: 95001YAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3552356.00   | 0.04%             | 2052-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1654000 | PA      | $1687591.78   | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust                   | CUSIP: 93363NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     131630 | PA      | $119688.28    | 0.00%             | 2036-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANCE AMERICA                                         | Komatsu Finance America Inc                                                      | CUSIP: 50048WAB4<br>LEI: 549300SRAAFEEQ8Z4D68 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1034836.19   | 0.01%             | 2030-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                    | Centene Corp                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    2552000 | PA      | $2476030.07   | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1008840.20   | 0.01%             | 2041-11-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9076000 | PA      | $8882628.83   | 0.09%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140M2LF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4414988 | PA      | $3618787.49   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                    | Entergy Corp                                                                     | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $960684.88    | 0.01%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EQB84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     494646 | PA      | $485870.52    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25496000 | PA      | $25556922.69  | 0.26%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| CLI Funding LLC                                                 | CLI Funding VIII LLC                                                             | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |    5027381 | PA      | $4651677.59   | 0.05%             | 2046-02-18      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                     | CITIBANK NA                                                                      | CUSIP: 17330QHV2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3600939.22   | 0.04%             | 2025-10-23      | Floating      | 4.46%                 | 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      | $78290.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                        | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3393000 | PA      | $3517416.97   | 0.04%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1909000 | PA      | $1650766.10   | 0.02%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2417000 | PA      | $2500581.02   | 0.03%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390TAL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2742 | PA      | $2829.82      | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AT4L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     896694 | PA      | $64446.65     | 0.00%             | 2032-08-15      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                     | BNP Paribas SA                                                                   | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    3418000 | PA      | $3484020.69   | 0.04%             | 2031-05-09      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9100223 | PA      | $8214355.32   | 0.08%             | 2048-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                              | BMO 2024-5C5 Mortgage Trust                                                      | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5239128.00   | 0.05%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                        | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2753700.96   | 0.03%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                          | Nationstar Mortgage Holdings Inc                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $4013989.20   | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WAND NEWCO 3 INC                                                | Wand NewCo 3 Inc                                                                 | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1792480.00   | 0.02%             | 2032-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4576000 | PA      | $4372202.62   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                       | Olin Corp                                                                        | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2762589.96   | 0.03%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| POST HOLDINGS INC                                               | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    4595000 | PA      | $4649262.36   | 0.05%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Cherry Securitization Trust                                     | Cherry Securitization Trust 2025-1                                               | CUSIP: 16473RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7500000 | PA      | $7627401.75   | 0.08%             | 2032-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1171000 | PA      | $940754.42    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co.,                                  | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     317272 | PA      | $305858.42    | 0.00%             | 2058-10-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                         | BPCE SA                                                                          | CUSIP: 05571AAX3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5613000 | PA      | $5786450.01   | 0.06%             | 2029-05-30      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EMRX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     798818 | PA      | $785973.36    | 0.01%             | 2043-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138W9ME7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     355643 | PA      | $345902.00    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     799000 | PA      | $809540.89    | 0.01%             | 2040-10-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1911514 | PA      | $1869754.71   | 0.02%             | 2054-08-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                  | S&P Global Inc                                                                   | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3129784.40   | 0.03%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3808174 | PA      | $3227717.51   | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2145565.67   | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-2                                                   | CUSIP: 33851HBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1057651 | PA      | $980540.44    | 0.01%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                     | Walmart Inc                                                                      | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    9421000 | PA      | $9697089.75   | 0.10%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| GMRF Mortgage Acquisition Co.,                                  | Galton Funding Mortgage Trust 2018-2                                             | CUSIP: 36418GBX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250476 | PA      | $3145437.98   | 0.03%             | 2058-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1317433.41   | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A7UD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     500000 | PA      | $449282.25    | 0.00%             | 2042-08-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                         | AEP Transmission Co LLC                                                          | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1446000 | PA      | $1477771.44   | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                           | Uber Technologies Inc                                                            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2701000 | PA      | $2710815.43   | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                | LPL Holdings Inc                                                                 | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    4394000 | PA      | $4474084.82   | 0.05%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5254062.00   | 0.05%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5VZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     611843 | PA      | $596655.15    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     940000 | PA      | $946034.66    | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Barclays Commercial Mortgage S                                  | BBCMS Trust 2021-C10                                                             | CUSIP: 05551VBK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18709033 | PA      | $953465.64    | 0.01%             | 2054-07-15      | Variable      | 1.33%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                               | L3Harris Technologies Inc                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $2073760.09   | 0.02%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-9                                                    | CUSIP: 81750BBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3644156.16   | 0.04%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-F                                 | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1343933.06   | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $2834714.61   | 0.03%             | 2044-05-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FUZK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13135444 | PA      | $1396283.22   | 0.01%             | 2035-05-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQ5Y2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     280366 | PA      | $258078.36    | 0.00%             | 2046-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                       | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F0526B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46500000 | PA      | $46855819.86  | 0.47%             | 2055-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325UEF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4377589 | PA      | $758210.94    | 0.01%             | 2043-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTWR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     858508 | PA      | $799928.34    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2004-AR4 Trust                    | CUSIP: 92922FPT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1595036 | PA      | $1563151.40   | 0.02%             | 2034-06-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393C2C6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     380457 | PA      | $31730.04     | 0.00%             | 2033-01-25      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6137613 | PA      | $5290360.56   | 0.05%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AAW33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     435410 | PA      | $45554.98     | 0.00%             | 2041-05-15      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2023-PJ5                                     | CUSIP: 36268ABS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1941433 | PA      | $1998471.04   | 0.02%             | 2054-02-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                          | CNH Industrial Capital LLC                                                       | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3902935.97   | 0.04%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| COLUMBIA PIPELINE HOLDCO                                        | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3678435.99   | 0.04%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1418000 | PA      | $1312748.17   | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   51759300 | NC      | $-836656.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6221000 | PA      | $6089312.38   | 0.06%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                  | PSEG Power LLC                                                                   | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3721000 | PA      | $3895903.22   | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A2JF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3596 | PA      | $3598.12      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO 10/14/2025                                       | MCCORMICK & CO 10/14/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   52000000 | PA      | $51913633.20  | 0.52%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                        | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2760764.60   | 0.03%             | 2034-03-15      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                               | NSTAR Electric Co                                                                | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1173000 | PA      | $1027036.67   | 0.01%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NATIXIS NY BRANCH                                               | Natixis SA/New York NY                                                           | CUSIP: 63873TFK9<br>LEI: 2549003L5ZG5M2ZSE107 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4955152.28   | 0.05%             | 2026-03-09      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $3356847.74   | 0.03%             | 2045-02-25      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3SG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23699368 | PA      | $3198011.67   | 0.03%             | 2058-12-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397QJJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1792833 | PA      | $1749163.75   | 0.02%             | 2041-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJUZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4389758 | PA      | $4119639.86   | 0.04%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RNT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3421311 | PA      | $3516062.60   | 0.04%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                         | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAG8<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    3985000 | PA      | $4135804.39   | 0.04%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO XXIX Ltd                                             | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |   20100000 | PA      | $20100261.30  | 0.20%             | 2038-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B2BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2014902 | PA      | $1965967.86   | 0.02%             | 2033-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                             | American International Group Inc                                                 | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3407000 | PA      | $3266458.15   | 0.03%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B12 Mortgage Trust                                                | CUSIP: 08162FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   48684499 | PA      | $1242839.81   | 0.01%             | 2052-08-15      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KDNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15756 | PA      | $13431.45     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2846000 | PA      | $2904915.22   | 0.03%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31307NG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     279463 | PA      | $270556.16    | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2496181.10   | 0.03%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                               | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5800000 | PA      | $6091673.82   | 0.06%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382BGQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16884602 | PA      | $2118363.24   | 0.02%             | 2049-12-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381XP83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1349931 | PA      | $987331.57    | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DC Commercial Mortgage Trust                                    | DC Commercial Mortgage Trust 2023-DC                                             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5182385.00   | 0.05%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    8722000 | PA      | $8909925.00   | 0.09%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378TQB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     294210 | PA      | $264181.53    | 0.00%             | 2042-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3133THLK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17583 | PA      | $17739.50     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381Y7J7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   73824995 | PA      | $14191009.70  | 0.14%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     847000 | PA      | $865981.95    | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: —       |
| NARRAGANSETT ELECTRIC                                           | Narragansett Electric Co/The                                                     | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |    2387000 | PA      | $2291941.97   | 0.02%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $3610609.68   | 0.04%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                             | Eaton Vance Clo 2015-1 Ltd                                                       | CUSIP: 27830KAU8<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |    8000000 | PA      | $8002000.00   | 0.08%             | 2030-01-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ETKN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     390263 | PA      | $359196.64    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1642998.90   | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HERC HOLDINGS INC                                               | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     385000 | PA      | $402208.35    | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4633000 | PA      | $4883811.95   | 0.05%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RESOURCES                                         | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2121000 | PA      | $2161314.65   | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ2                                     | CUSIP: 36271PBW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     813969 | PA      | $805576.02    | 0.01%             | 2054-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1249625 | PA      | $520156.41    | 0.01%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                    | QUALCOMM Inc                                                                     | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $4109122.77   | 0.04%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| SPRINT CAPITAL CORP                                             | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    6281000 | PA      | $6757373.84   | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381NDN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   76893454 | PA      | $7975062.25   | 0.08%             | 2049-11-20      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     477000 | PA      | $568732.82    | 0.01%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| CEMEX SAB DE CV                                                 | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    2750000 | PA      | $2861100.00   | 0.03%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R05                                     | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1074693.70   | 0.01%             | 2042-04-25      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3SP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22761023 | PA      | $1984562.07   | 0.02%             | 2048-12-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| MUFG BANK LTD (NEW YORK BRANCH)                                 | MUFG BANK LTD (NEW YORK BRANCH)                                                  | CUSIP: 55381BMZ8<br>LEI: C3GTMMZIHMY46P4OIX74 | Long             | DBT              | CORP              | US        |     700000 | PA      | $700791.24    | 0.01%             | 2026-03-16      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                                                              | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1481000 | PA      | $1510057.41   | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2577000 | PA      | $2649428.83   | 0.03%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Towd Point Mortgage Trust                                       | Towd Point Mortgage Trust 2016-2                                                 | CUSIP: 89172PAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2191547 | PA      | $2165951.58   | 0.02%             | 2055-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3889000 | PA      | $4176786.00   | 0.04%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA, NATIONAL ASSOCIATION                           | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |   51759300 | NC      | $308721.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                            | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1793000 | PA      | $1896580.52   | 0.02%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                              | Steel Dynamics Inc                                                               | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2473232.26   | 0.02%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| BHMS Mortgage Trust                                             | BHMS Commercial Mortgage Trust 2025-ATLS                                         | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $9030006.00   | 0.09%             | 2042-08-15      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QSYA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     503380 | PA      | $480263.70    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1KE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5607534 | PA      | $5589559.69   | 0.06%             | 2041-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                     | Viatris Inc                                                                      | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2474956.03   | 0.02%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A0A72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6975641 | PA      | $7135086.28   | 0.07%             | 2041-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BNZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70268654 | PA      | $13307590.08  | 0.13%             | 2050-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                                           | Fortress Intermediate 3 Inc                                                      | CUSIP: 34966MAA0<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1855475.07   | 0.02%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $1966778.41   | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2691000 | PA      | $2327534.06   | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)                      | COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)                                       | CUSIP: 21684LKZ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |     500000 | PA      | $500214.83    | 0.01%             | 2025-12-04      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BKEC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15253965 | PA      | $2224882.33   | 0.02%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4025000 | PA      | $4460706.25   | 0.04%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A7AP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     326616 | PA      | $35657.41     | 0.00%             | 2042-07-25      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     801000 | PA      | $736649.21    | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1BZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20185781 | PA      | $3758243.28   | 0.04%             | 2041-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    2831000 | PA      | $3001901.58   | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Mill City Mortgage Trust                                        | Mill City Mortgage Trust 2015-2                                                  | CUSIP: 599808BL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2482000 | PA      | $2314940.30   | 0.02%             | 2057-09-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| LBA Trust                                                       | LBA Trust 2024-BOLT                                                              | CUSIP: 50177BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6015352.80   | 0.06%             | 2039-06-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                        | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1864556.69   | 0.02%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2019-2                                                   | CUSIP: 61945LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2269545 | PA      | $2013716.50   | 0.02%             | 2040-09-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                        | Flex Ltd                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    4322000 | PA      | $4434328.78   | 0.04%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                                          | Motorola Solutions Inc                                                           | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $2064946.61   | 0.02%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                  | Amazon.com Inc                                                                   | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    2352000 | PA      | $2117071.91   | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7085000 | PA      | $7290356.81   | 0.07%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Merit                                                           | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1502859.60   | 0.02%             | 2040-09-15      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325URK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21203760 | PA      | $2328489.88   | 0.02%             | 2043-08-15      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                 | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2655000 | PA      | $2763363.19   | 0.03%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $953552.53    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XD6N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14375179 | PA      | $12356900.26  | 0.12%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru                                  | Provident Funding Mortgage Trust 2025-2                                          | CUSIP: 74389DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2826418 | PA      | $2853048.46   | 0.03%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                                              | Elmwood CLO IX Ltd                                                               | CUSIP: 29003UAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   17790000 | PA      | $17848582.47  | 0.18%             | 2038-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2282583.28   | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HFJB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     301211 | PA      | $289724.54    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KE6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14164 | PA      | $12071.24     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31368HKV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        342 | PA      | $354.20       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2019-2                                                | CUSIP: 46650TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32278 | PA      | $30616.24     | 0.00%             | 2049-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                | Black Hills Corp                                                                 | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1028000 | PA      | $1095284.27   | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XAUJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2991169 | PA      | $2556353.42   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                      | Terex Corp                                                                       | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2548790.00   | 0.03%             | 2032-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397KXH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     586624 | PA      | $11125.79     | 0.00%             | 2037-10-15      | Floating      | 0.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2732000 | PA      | $2768988.49   | 0.03%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3339000 | PA      | $3325161.05   | 0.03%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                              | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    2480000 | PA      | $2551793.52   | 0.03%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382DPA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15911266 | PA      | $2025477.93   | 0.02%             | 2050-03-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD Commercial Mortgage Trust 2024-UNIV                                         | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4515855.30   | 0.05%             | 2041-11-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAKR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14345951 | PA      | $1987786.45   | 0.02%             | 2050-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FHQV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1630094 | PA      | $1516136.83   | 0.02%             | 2048-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNLOCK HEA TRUST                                                | Unlock HEA Trust 2025-1                                                          | CUSIP: 91528BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4982682 | PA      | $4999489.13   | 0.05%             | 2041-07-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3556091.37   | 0.04%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2015-2                                                    | CUSIP: 81733YEG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     699693 | PA      | $617413.05    | 0.01%             | 2045-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $5198145.86   | 0.05%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                   | SDR Commercial Mortgage Trust 2024-DSNY                                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2497412.75   | 0.03%             | 2039-05-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                   | CME Group Inc                                                                    | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    5556000 | PA      | $5621450.90   | 0.06%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1772000 | PA      | $1838285.20   | 0.02%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396XYS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1201676 | PA      | $110387.80    | 0.00%             | 2037-10-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2025-5C36                                                   | CUSIP: 05556CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2600600.75   | 0.03%             | 2058-08-15      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BK CO NY                                        | Oversea-Chinese Banking Corp Ltd/New York                                        | CUSIP: 69033NHZ1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3200012.16   | 0.03%             | 2026-02-13      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XHCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17344331 | PA      | $15438779.24  | 0.16%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                         | National Bank of Canada                                                          | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    3887000 | PA      | $4056167.06   | 0.04%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                        | Standard Chartered Bank/New York                                                 | CUSIP: 85325VSA9<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000011.15   | 0.05%             | 2026-02-06      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1844053 | PA      | $1887448.74   | 0.02%             | 2053-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNMS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10286174 | PA      | $8718250.86   | 0.09%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PCB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     289485 | PA      | $26595.69     | 0.00%             | 2037-01-25      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                   | ARDN 2025-ARCP Mortgage Trust                                                    | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10016090.00  | 0.10%             | 2035-06-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2025-FL20 LLC                                                                | CUSIP: 59319CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4400000 | PA      | $4420624.56   | 0.04%             | 2043-02-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2018-1                                                   | CUSIP: 61946FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1693490 | PA      | $1593156.68   | 0.02%             | 2043-06-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                   | Sunrun Bacchus Issuer 2025-1 LLC                                                 | CUSIP: 86771PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6071734 | PA      | $6116545.63   | 0.06%             | 2060-04-30      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-IRON                                           | CUSIP: 05608JAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3762845 | PA      | $3634207.09   | 0.04%             | 2038-02-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD 2024-WRHS Mortgage Trust                                                    | CUSIP: 05555HAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4634985 | PA      | $4643154.38   | 0.05%             | 2026-08-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6008730.60   | 0.06%             | 2042-08-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                           | Directv Financing LLC                                                            | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3975000 | PA      | $3931160.96   | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                    | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BAS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6590000 | PA      | $5932359.52   | 0.06%             | 2049-11-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138EQFT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1194519 | PA      | $1127418.40   | 0.01%             | 2044-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3669000 | PA      | $3670678.82   | 0.04%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                         | Marathon Petroleum Corp                                                          | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3138000 | PA      | $3166735.98   | 0.03%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137AG6F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1131038 | PA      | $1100661.84   | 0.01%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2017-B-GS                                          | CUSIP: 20268KAC4<br>LEI: 549300KDXV3I7WKXA522 | Long             | ABS-O            | CORP              | US        |     360432 | PA      | $301329.19    | 0.00%             | 2042-09-25      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2894930.72   | 0.03%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                | Lseg US Fin Corp                                                                 | CUSIP: 50222CAB6<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2749393.22   | 0.03%             | 2034-03-28      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                                  | Banc of America Mortgage 2007-2 Trust                                            | CUSIP: 05952FAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     533428 | PA      | $52963.32     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $3809211.30   | 0.04%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5707125 | PA      | $4691445.54   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1839296 | PA      | $1834065.76   | 0.02%             | 2036-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A03G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6530310 | PA      | $6440387.63   | 0.06%             | 2041-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3150486 | PA      | $3053642.55   | 0.03%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                              | BSPRT 2025-FL12 Issuer LLC                                                       | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $4992120.50   | 0.05%             | 2043-01-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6D56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7949700 | PA      | $6793116.11   | 0.07%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                  | Air Lease Corp                                                                   | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2833092.38   | 0.03%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ALY45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90085 | PA      | $90777.68     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | CUSIP: 35563PLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5449023 | PA      | $5291888.14   | 0.05%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-MF                                             | CUSIP: 05612EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5295904 | PA      | $5319438.11   | 0.05%             | 2039-02-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4686000 | PA      | $4754004.92   | 0.05%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2024-1                                                | CUSIP: 46657PAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4685880 | PA      | $4730030.61   | 0.05%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377NN26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     258397 | PA      | $253222.04    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                  | Apidos CLO XXXII                                                                 | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |    2021515 | PA      | $2022993.03   | 0.02%             | 2033-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                                  | Pagaya AI Debt Grantor Trust 2024-11                                             | CUSIP: 69544AAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5665077 | PA      | $5707387.44   | 0.06%             | 2032-07-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FMT51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21556836 | PA      | $2369670.77   | 0.02%             | 2049-07-15      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25002118 | PA      | $1045496.07   | 0.01%             | 2053-03-15      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2699000 | PA      | $1761993.65   | 0.02%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XDP26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1823356 | PA      | $1490218.91   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2020-1                                                   | CUSIP: 61946NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2668010 | PA      | $2321981.64   | 0.02%             | 2046-04-20      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae                                                                       | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   41563000 | PA      | $42276629.23  | 0.43%             | 2055-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BY6K1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6241440 | PA      | $5776035.44   | 0.06%             | 2047-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2022-FOX2                                                               | CUSIP: 05610AAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $698689.14    | 0.01%             | 2039-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2573000 | PA      | $2591351.43   | 0.03%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BP4K4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29272550 | PA      | $6088662.53   | 0.06%             | 2051-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                            | Mississippi Power Co                                                             | CUSIP: 605417BY9<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |      62000 | PA      | $55879.07     | 0.00%             | 2041-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trus                                  | WCORE Commercial Mortgage Trust 2024-CORE                                        | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3009670.20   | 0.03%             | 2041-11-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                                           | Campbell's Company/The                                                           | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2822000 | PA      | $2898843.96   | 0.03%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46866500 | PA      | $46656882.08  | 0.47%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                | Berry Global Inc                                                                 | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3554531.23   | 0.04%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WSTN Trust                                                      | WSTN Trust 2023-MAUI                                                             | CUSIP: 92943AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7142115.40   | 0.07%             | 2037-07-05      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AG3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1049208 | PA      | $1013480.77   | 0.01%             | 2043-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5004044 | PA      | $4612864.72   | 0.05%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RFM RE-REMIC TRUST 2022-FRR1                                    | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19500000 | PA      | $18427617.98  | 0.19%             | 2050-03-01      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                           | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2433072.57   | 0.02%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1598340.03   | 0.02%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AGN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1610900 | PA      | $1557374.01   | 0.02%             | 2033-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loanpal Solar Loan Ltd.                                         | Loanpal Solar Loan 2021-2 Ltd                                                    | CUSIP: 53948QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6714870 | PA      | $5480811.79   | 0.06%             | 2048-03-20      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| MIZUHO CAPITAL MARKETS LLC                                      | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: OV6W8S6QX2D1J857QP30 | N/A              | DIR              | CORP              | US        | -128318000 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2876786.22   | 0.03%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3250000 | PA      | $3525437.50   | 0.04%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     902000 | PA      | $625459.84    | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132CW4D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     597088 | PA      | $578949.30    | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1874000 | PA      | $1835665.59   | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                      | Applebee's Funding LLC / IHOP Funding LLC                                        | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3700000 | PA      | $3752298.02   | 0.04%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                                      | AB BSL CLO 4 Ltd                                                                 | CUSIP: 00037VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    1000000 | PA      | $1003450.00   | 0.01%             | 2038-04-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                        | Caterpillar Financial Services Corp                                              | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2095644.73   | 0.02%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                                         | Starwood Property Trust Inc                                                      | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2235898.81   | 0.02%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANK PLC                                                 | LLOYDS BANK PLC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3425403.23   | 0.03%             | 2025-12-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BNYR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3126001 | PA      | $3095622.51   | 0.03%             | 2051-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FEZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6927722 | PA      | $6725196.87   | 0.07%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137FTG27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   67076089 | PA      | $3899086.11   | 0.04%             | 2030-04-25      | Variable      | 1.69%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7208000 | PA      | $6917765.56   | 0.07%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                 | Tyson Foods Inc                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1985614.21   | 0.02%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                       | Adobe Inc                                                                        | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4877894.96   | 0.05%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| McCormick & Co 10/10/2025                                       | McCormick & Co 10/10/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   70000000 | PA      | $69917743.00  | 0.70%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                | Black Hills Corp                                                                 | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1700858.93   | 0.02%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                           | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3682000 | PA      | $3788928.96   | 0.04%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   11150000 | PA      | $11156685.21  | 0.11%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2342000 | PA      | $2325530.45   | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                        | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDU5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7982000 | PA      | $8398877.03   | 0.08%             | 2033-01-21      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AVPH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12522371 | PA      | $1053299.81   | 0.01%             | 2047-03-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7138000 | PA      | $7121977.76   | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| MED Trust                                                       | MED Commercial Mortgage Trust 2024-MOB                                           | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7825000 | PA      | $7816384.68   | 0.08%             | 2041-05-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                  | Wells Fargo Mortgage Backed Securities 2006-AR4 Trust                            | CUSIP: 94983PAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      86627 | PA      | $85940.61     | 0.00%             | 2036-04-25      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                         | Honeywell International Inc                                                      | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4418000 | PA      | $4501534.09   | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q7HT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     946222 | PA      | $907611.05    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     456000 | PA      | $313824.74    | 0.00%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $2425799.77   | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GU4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1316123 | PA      | $1300757.02   | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                                             | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1430781.61   | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     336487 | PA      | $323707.08    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2025-J2 Trust                                                                | CUSIP: 67122EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1316739 | PA      | $1314075.05   | 0.01%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                          | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1521000 | PA      | $1462205.75   | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WASTE PRO USA INC                                               | Waste Pro USA Inc                                                                | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2595742.50   | 0.03%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                        | CSX Corp                                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     431000 | PA      | $365959.95    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                       | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    4226000 | PA      | $4241761.67   | 0.04%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5843612 | PA      | $1192117.25   | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                        | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2199000 | PA      | $1915150.16   | 0.02%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                  | Carlyle Global Market Strategies CLO 2015-4 Ltd                                  | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   13927335 | PA      | $13928031.17  | 0.14%             | 2032-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     717000 | PA      | $713619.41    | 0.01%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6835000 | PA      | $6777616.69   | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                        | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     556000 | PA      | $517916.31    | 0.01%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Extended Stay America Trust                                     | Extended Stay America Trust 2021-ESH                                             | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3255045 | PA      | $3260999.51   | 0.03%             | 2038-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                              | Seasoned Loans Structured Transaction Trust Series 2019-3                        | CUSIP: 35564CEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32340000 | PA      | $30048701.30  | 0.30%             | 2029-11-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN WILLIA 10/08/2025                                       | SHERWIN WILLIA 10/08/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   24025000 | PA      | $24002517.41  | 0.24%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2501700 | PA      | $2516700.42   | 0.03%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD BUILDING SOLUTI                                        | Standard Building Solutions Inc                                                  | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     720000 | PA      | $739473.14    | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374TG81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     652077 | PA      | $655839.35    | 0.01%             | 2039-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WJQ92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1327439 | PA      | $1200447.38   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL 10/09/2025                                        | MONDELEZ INTL 10/09/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14050000 | PA      | $14035070.47  | 0.14%             | 2025-10-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     822568 | PA      | $738203.48    | 0.01%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                         | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     820000 | PA      | $885477.04    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398EKB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5324 | PA      | $5538.78      | 0.00%             | 2038-03-15      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $989949.12    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                        | TOTALENERGIES CAPITAL SA                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4937498.00   | 0.05%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GK2F2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     332032 | PA      | $322199.47    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                           | United Parcel Service Inc                                                        | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1414000 | PA      | $1481471.34   | 0.01%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae                                                                       | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   80000000 | PA      | $80607882.40  | 0.81%             | 2055-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                          | Chubb INA Holdings LLC                                                           | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    5032000 | PA      | $5063839.48   | 0.05%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                         | CURRENCY CONTRACT - EUR                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1755.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                             | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    3981000 | PA      | $4009964.80   | 0.04%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BANK                                         | CURRENCY CONTRACT - USD                                                          | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-349060.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2019-B LLC                                        | CUSIP: 83404WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $2817617.10   | 0.03%             | 2048-08-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2116692.21   | 0.02%             | 2077-08-16      | Floating      | 7.43%                 | No            |                  2 | On Loan: —       |
| NXPT Commercial Mortgage Trust                                  | NXPT Commercial Mortgage Trust 2024-STOR                                         | CUSIP: 67119YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11500000 | PA      | $11386842.30  | 0.11%             | 2041-11-05      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                       | GATX Corp                                                                        | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     730000 | PA      | $759541.14    | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     176374 | PA      | $150246.12    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398VSY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     423590 | PA      | $439128.04    | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                              | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7323000 | PA      | $7541465.59   | 0.08%             | 2058-10-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                     | Netflix Inc                                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3254000 | PA      | $3431887.36   | 0.03%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| TELEDYNE FLIR LLC                                               | Teledyne FLIR LLC                                                                | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2023891.52   | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                           | Reynolds American Inc                                                            | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    1154000 | PA      | $1144246.72   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132WJSM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8013139 | PA      | $7503778.94   | 0.08%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4215578 | PA      | $3856273.69   | 0.04%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                              | Voyager Parent LLC                                                               | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $2005213.43   | 0.02%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTFG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     772172 | PA      | $767093.96    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | Johnson & Johnson                                                                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1817000 | PA      | $1872068.55   | 0.02%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FE2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4403836 | PA      | $3559922.86   | 0.04%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                         | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     399000 | PA      | $410730.35    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRO 10/02/2025                                       | ENTERPRISE PRO 10/02/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50000000 | PA      | $49988245.00  | 0.50%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Reference Remic                                     | Freddie Mac Reference REMIC                                                      | CUSIP: 31396U6V7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     119805 | PA      | $127126.48    | 0.00%             | 2036-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                        | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    4409000 | PA      | $4485474.11   | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VTN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     658411 | PA      | $84617.59     | 0.00%             | 2045-02-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J6DR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     691393 | PA      | $667594.02    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                     | Extended Stay America Trust 2025-ESH                                             | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2517184.50   | 0.03%             | 2042-10-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1006000 | PA      | $1030763.05   | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GQ4E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     634869 | PA      | $593323.14    | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6DP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5472028 | PA      | $4681947.91   | 0.05%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                                         | Fannie Mae Grantor Trust 1998-T2                                                 | CUSIP: 31359U4M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1874 | PA      | $1873.20      | 0.00%             | 2032-01-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     211986 | PA      | $191005.12    | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                              | UBS AG/Stamford CT                                                               | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    3104000 | PA      | $3156990.34   | 0.03%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | CUSIP: 93936FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     403904 | PA      | $365425.51    | 0.00%             | 2047-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                        | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2183000 | PA      | $2217735.28   | 0.02%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-25259.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381RQT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1081376 | PA      | $832851.03    | 0.01%             | 2049-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                      | NBN Co Ltd                                                                       | CUSIP: 62878U2D3<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |    3097000 | PA      | $3004730.96   | 0.03%             | 2027-01-08      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394AJV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     424846 | PA      | $441849.34    | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                           | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    2025000 | PA      | $2143341.00   | 0.02%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BWQR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8743407 | PA      | $8176457.52   | 0.08%             | 2047-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5SC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     995421 | PA      | $963998.01    | 0.01%             | 2042-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     747000 | PA      | $735707.46    | 0.01%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MXZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48425 | PA      | $49951.09     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B1GX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2763423 | PA      | $237569.81    | 0.00%             | 2043-03-15      | Floating      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2508952.75   | 0.03%             | 2039-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FRCP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3924249 | PA      | $3520270.73   | 0.04%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5082452.54   | 0.05%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2020-H                                 | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7490950 | PA      | $7093563.80   | 0.07%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     947000 | PA      | $893220.11    | 0.01%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                                          | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     612211 | PA      | $111070903.34 | 1.12%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2384232 | PA      | $309291.09    | 0.00%             | 2045-02-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                           | Federal Express Corp 2020-1 Pass Through Trusts                                  | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1762724 | PA      | $1529640.94   | 0.02%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                         | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    3934000 | PA      | $3664408.33   | 0.04%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ALUN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4073801 | PA      | $619283.54    | 0.01%             | 2044-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2185526 | PA      | $2018939.62   | 0.02%             | 2050-03-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY                                            | Barclays Bank PLC/NY                                                             | CUSIP: 06745GCB5<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3051622.29   | 0.03%             | 2025-12-09      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1403000 | PA      | $1388470.60   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WFNK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     249378 | PA      | $244496.58    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2033233 | PA      | $1123361.23   | 0.01%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Chase Funding Mortgage Loan As                                  | Chase Funding Trust Series 2003-5                                                | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      23571 | PA      | $23787.04     | 0.00%             | 2033-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     593000 | PA      | $588417.75    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0HT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17504158 | PA      | $2757556.01   | 0.03%             | 2041-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | CURRENCY CONTRACT - BRL                                                          | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6989.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                            | Bank 2019-BNK19                                                                  | CUSIP: 06540WBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   88088805 | PA      | $2635802.03   | 0.03%             | 2061-08-15      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                               | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3939279.15   | 0.04%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2021-6INV                                                | CUSIP: 33851GBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1371166 | PA      | $1193126.08   | 0.01%             | 2051-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                  | Alleghany Corp                                                                   | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    1584000 | PA      | $1103253.10   | 0.01%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                             | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    2053000 | PA      | $2023116.02   | 0.02%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  248986100 | PA      | $254568836.46 | 2.57%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2016-2 AA PTT                                        | United Airlines 2016-2 Class AA Pass Through Trust                               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2753295 | PA      | $2626229.65   | 0.03%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2021-D                                 | CUSIP: 63942CAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4849181 | PA      | $4549750.31   | 0.05%             | 2060-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                         | Dryden 49 Senior Loan Fund                                                       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |    6400000 | PA      | $6413331.20   | 0.06%             | 2030-07-18      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J5H44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5143932 | PA      | $4653397.48   | 0.05%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B0WK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     888152 | PA      | $852026.40    | 0.01%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                          | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2009139.40   | 0.02%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5034000 | PA      | $4580025.32   | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4118000 | PA      | $4167435.15   | 0.04%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                          | Sempra                                                                           | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3686000 | PA      | $3771533.63   | 0.04%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| CARRIER GLOBAL CORP                                             | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     571000 | PA      | $613041.91    | 0.01%             | 2034-03-15      | Fixed         | 5.90%                 | 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      | $97883.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                               | Johnson & Johnson                                                                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1782000 | PA      | $1619309.32   | 0.02%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2018-BNK14                                                                  | CUSIP: 06035RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19110000 | PA      | $781355.35    | 0.01%             | 2060-09-15      | Variable      | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A2HT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3109 | PA      | $3116.65      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)         | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)                          | CUSIP: 60683FBJ2<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1401449.93   | 0.01%             | 2026-03-04      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BPFF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   44233447 | PA      | $3961010.09   | 0.04%             | 2046-05-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375KB27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     864470 | PA      | $92773.88     | 0.00%             | 2037-07-20      | Floating      | 2.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2025-FL19 LLC                                                                | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10043746.00  | 0.10%             | 2042-05-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQKW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19346109 | PA      | $1852971.27   | 0.02%             | 2045-11-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2652913 | PA      | $2677221.74   | 0.03%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-DWHP                                  | CUSIP: 95004EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2004552.60   | 0.02%             | 2038-04-15      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                         | Bristol-Myers Squibb Co                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     806000 | PA      | $730545.57    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FCH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25536558 | PA      | $26111579.32  | 0.26%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10444000 | PA      | $10964526.04  | 0.11%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: —       |
| Castle Hill INGOTS Ltd                                          | CSTL Commercial Mortgage Trust 2024-GATE                                         | CUSIP: 22945JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3194318.72   | 0.03%             | 2041-11-10      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-MDHS                                           | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2281246 | PA      | $2287110.38   | 0.02%             | 2041-05-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3007122.00   | 0.03%             | 2040-02-18      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                    | Evergy Metro Inc                                                                 | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1625507.75   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                        | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2076000 | PA      | $2174080.25   | 0.02%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                     | Southern Co/The                                                                  | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4114000 | PA      | $4064464.97   | 0.04%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3191000 | PA      | $3335201.58   | 0.03%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: —       |
| AON NORTH AMERICA INC                                           | Aon North America Inc                                                            | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2691000 | PA      | $2769914.14   | 0.03%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CODELCO INC                                                     | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    5200000 | PA      | $5460000.00   | 0.06%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                        | Midcap Financial Issuer Trust                                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1938155.70   | 0.02%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    4750000 | PA      | $4625312.50   | 0.05%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                                                   | McKesson Corp                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3007000 | PA      | $3098518.26   | 0.03%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H9KW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45555628 | PA      | $9001022.23   | 0.09%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1132124.63   | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2263456.80   | 0.02%             | 2058-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                        | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2584798.67   | 0.03%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382C4C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24586277 | PA      | $335231.43    | 0.00%             | 2050-04-20      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                         | Schlumberger Holdings Corp                                                       | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    2566000 | PA      | $2643846.79   | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     249000 | PA      | $217911.16    | 0.00%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                           | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     657000 | PA      | $730219.69    | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3129675 | PA      | $2790724.46   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397PEZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27598 | PA      | $28791.59     | 0.00%             | 2037-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2689000 | PA      | $2795804.20   | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                                        | Element Fleet Management Corp                                                    | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    4906000 | PA      | $5000393.21   | 0.05%             | 2027-03-13      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                  | SWCH Commercial Mortgage Trust 2025-DATA                                         | CUSIP: 78489CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4987553.50   | 0.05%             | 2042-02-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                                         | Sotera Health Holdings LLC                                                       | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2486248.82   | 0.03%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                   | Ballyrock CLO 18 Ltd                                                             | CUSIP: 05875YAL0<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |   14200000 | PA      | $14227888.80  | 0.14%             | 2038-04-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31390RMV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        849 | PA      | $876.98       | 0.00%             | 2032-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8428789 | PA      | $6839043.15   | 0.07%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378FZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      61123 | PA      | $57346.43     | 0.00%             | 2043-02-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                        | Duke Energy Progress LLC                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3247000 | PA      | $3268970.92   | 0.03%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   61700000 | NC      | $1006864.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                          | Brazilian Government International Bond                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    3125000 | PA      | $3173843.75   | 0.03%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bay View Federal Savings And L                                  | BAY 2025-LIVN Mortgage Trust                                                     | CUSIP: 072925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1004381.80   | 0.01%             | 2035-05-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1856738.24   | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2006-19CB                                                 | CUSIP: 02147QBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     653638 | PA      | $290029.49    | 0.00%             | 2036-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                  | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3500000 | PA      | $3516404.15   | 0.04%             | 2039-03-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1498657.15   | 0.02%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                        | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    2518000 | PA      | $2625542.29   | 0.03%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     744000 | PA      | $717964.34    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2024-1                                                   | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5213634 | PA      | $5057780.70   | 0.05%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     506000 | PA      | $485410.01    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LoanCore Issuer, Ltd.                                           | LoanCore 2025 2025-CRE8 Issuer LLC                                               | CUSIP: 53947FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5016583.75   | 0.05%             | 2042-08-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377LJM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     521576 | PA      | $39932.06     | 0.00%             | 2040-09-16      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                       | Aetna Inc                                                                        | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    1279000 | PA      | $1406851.19   | 0.01%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST                                           | Wynnton Funding Trust                                                            | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5105000 | PA      | $5149666.81   | 0.05%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                              | THL Credit Wind River 2015-1 CLO Ltd                                             | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |    2106583 | PA      | $2107646.89   | 0.02%             | 2030-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                          | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    1407000 | PA      | $1402850.74   | 0.01%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                         | United Airlines 2014-2 Class A Pass Through Trust                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4061265 | PA      | $4028142.50   | 0.04%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | Elevance Health Inc                                                              | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2763921.40   | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XBLA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10300369 | PA      | $8456708.55   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                            | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1308451.78   | 0.01%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                 | AREIT 2025-CRE10 Ltd                                                             | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6015531.90   | 0.06%             | 2029-12-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2024-9                                                    | CUSIP: 81749PAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3494072 | PA      | $3490060.45   | 0.04%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                        | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    6557000 | PA      | $6646708.22   | 0.07%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L75E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7280474 | PA      | $6592034.32   | 0.07%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        | -268424000 | NC      | $-96349.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ANSU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75791 | PA      | $73754.47     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9029000 | PA      | $8338663.88   | 0.08%             | 2050-11-27      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     334404 | PA      | $176398.11    | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Tru                                  | IndyMac INDX Mortgage Loan Trust 2006-AR2                                        | CUSIP: 45661EAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1359892 | PA      | $1038304.54   | 0.01%             | 2046-02-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138X3EP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1972859 | PA      | $1862198.02   | 0.02%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3644000 | PA      | $3734001.44   | 0.04%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4569000 | PA      | $4795531.71   | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                  | Bayview MSR Opportunity Master Fund Trust 2021-INV2                              | CUSIP: 07336NAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2318105 | PA      | $2152294.87   | 0.02%             | 2051-12-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2818929 | PA      | $2552433.04   | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2542000 | PA      | $2619991.25   | 0.03%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Chase Mortgage Finance Corpora                                  | Chase Home Lending Mortgage Trust 2024-8                                         | CUSIP: 16159XBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2321308 | PA      | $2425548.45   | 0.02%             | 2055-08-25      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                        | Bear Stearns ALT-A Trust 2005-4                                                  | CUSIP: 07386HSY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     393076 | PA      | $376888.39    | 0.00%             | 2035-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17859142 | PA      | $14501432.33  | 0.15%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                                      | HSBC SECURITIES (USA) INC                                                        | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | RA               | CORP              | US        |    5626192 | PA      | $5626192.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                  | Oaktown Re VI Ltd                                                                | CUSIP: 67401FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     245848 | PA      | $247306.31    | 0.00%             | 2033-10-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3334000 | PA      | $3359010.83   | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| DNB BANK ASA                                                    | DNB Bank ASA                                                                     | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    2256000 | PA      | $2302532.05   | 0.02%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                  | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F6GV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   99759567 | PA      | $3782314.15   | 0.04%             | 2030-09-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     886083 | PA      | $713212.97    | 0.01%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securit                                  | Freddie Mac Whole Loan Securities Trust                                          | CUSIP: 3137G1BK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2356494 | PA      | $2047930.56   | 0.02%             | 2046-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGK29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     224079 | PA      | $210784.20    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36193BMR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     500004 | PA      | $478963.75    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                         | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1367405.80   | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4678000 | PA      | $4839301.93   | 0.05%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1523000 | PA      | $1561550.04   | 0.02%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                        | Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1180295.91   | 0.01%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SHERWIN WILLIA 10/16/2025                                       | SHERWIN WILLIA 10/16/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34934354.00  | 0.35%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    5125000 | PA      | $5356906.25   | 0.05%             | 2036-11-19      | Fixed         | 7.10%                 | 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      | $-206487.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                         | Schlumberger Holdings Corp                                                       | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1769062.02   | 0.02%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2019-1                                                       | CUSIP: 749357AN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     566174 | PA      | $513711.73    | 0.01%             | 2049-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395WTA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     336589 | PA      | $29779.20     | 0.00%             | 2035-07-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                | HSBC BANK USA NA                                                                 | CUSIP: 40435RVR9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3200292.80   | 0.03%             | 2025-10-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KN7M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15936393 | PA      | $13592223.27  | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    3336000 | PA      | $3168844.95   | 0.03%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                             | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    4202000 | PA      | $5120532.74   | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     119000 | PA      | $90713.74     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380X5K9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     363290 | PA      | $272707.41    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1737000 | PA      | $1824284.25   | 0.02%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8533480 | PA      | $7955248.97   | 0.08%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398NKQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6058725 | PA      | $633253.13    | 0.01%             | 2040-09-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ADA56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1368919 | PA      | $1342898.82   | 0.01%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2023-A                                          | CUSIP: 78450QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1954160.64   | 0.02%             | 2053-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3394000 | PA      | $3496886.19   | 0.04%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XXMU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     169221 | PA      | $162983.07    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3062041.50   | 0.03%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382AYS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34019998 | PA      | $7403688.76   | 0.07%             | 2049-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3509000 | PA      | $3592349.98   | 0.04%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                         | TRTX 2025-FL6 Issuer Ltd                                                         | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4300000 | PA      | $4317248.59   | 0.04%             | 2042-09-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                | Cinemark USA Inc                                                                 | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2512078.17   | 0.03%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Apidos CLO Ltd                                                  | Apidos CLO XXXV                                                                  | CUSIP: 03768UAC3<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10017880.00  | 0.10%             | 2034-04-20      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BJVM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  106104449 | PA      | $18215529.03  | 0.18%             | 2051-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                           | Athene Global Funding                                                            | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    9127000 | PA      | $9169591.24   | 0.09%             | 2026-02-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                      | JP MORGAN SECURITIES LLC                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |   10600047 | PA      | $10600047.00  | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FTWQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14050912 | PA      | $3140871.30   | 0.03%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1302000 | PA      | $1345581.66   | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                          | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   11282000 | PA      | $11844260.13  | 0.12%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ADQ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3276000 | PA      | $3345397.47   | 0.03%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    5250000 | PA      | $5781562.50   | 0.06%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                   | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1228000 | PA      | $1243890.66   | 0.01%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4372029.60   | 0.04%             | 2043-05-25      | Floating      | 9.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                        | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4294000 | PA      | $4650234.53   | 0.05%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 31329QM65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6744478 | PA      | $6472360.05   | 0.07%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F7XG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   84601476 | PA      | $14615251.77  | 0.15%             | 2050-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138ENZ93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1881423 | PA      | $1778137.64   | 0.02%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2023-8                                                | CUSIP: 46657CAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2230438 | PA      | $2226168.81   | 0.02%             | 2054-02-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     739000 | PA      | $770971.76    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DENSO CORP                                                      | Denso Corp                                                                       | CUSIP: 24872BAB6<br>LEI: 549300RYPA10CQM3QK38 | Long             | DBT              | CORP              | JP        |    3095000 | PA      | $3113638.80   | 0.03%             | 2029-09-11      | Fixed         | 4.42%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                                                 | CVS Health Corp                                                                  | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1076000 | PA      | $914728.39    | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                         | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     736000 | PA      | $742036.72    | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   39935000 | NC      | $816506.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                  | SUNNOVA HELIOS II ISSUER LLC 2018-1                                              | CUSIP: 86745JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3798114 | PA      | $3653396.77   | 0.04%             | 2048-07-20      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGLJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7282838 | PA      | $5956151.51   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                       | IP 2025-IP Mortgage Trust                                                        | CUSIP: 449843AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5096324.00   | 0.05%             | 2042-06-10      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust  | CUSIP: 93934FGB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     796015 | PA      | $728780.31    | 0.01%             | 2035-11-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394DAL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1041285 | PA      | $1063896.82   | 0.01%             | 2035-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15968995 | PA      | $13764381.06  | 0.14%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK9                                                                   | CUSIP: 06540RAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $2505344.76   | 0.03%             | 2054-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     398270 | PA      | $361631.66    | 0.00%             | 2037-02-25      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Sunrun Issuer                                                   | Sunrun Xanadu Issuer 2019-1 LLC                                                  | CUSIP: 86773PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2700300 | PA      | $2564803.00   | 0.03%             | 2054-06-30      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                            | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   19040000 | PA      | $19054280.00  | 0.19%             | 2038-04-22      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7223000 | PA      | $7175598.56   | 0.07%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AJL79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     592101 | PA      | $34101.37     | 0.00%             | 2043-08-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     851729 | PA      | $692202.01    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                         | NATIONAL BANK OF CANADA                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4902500.47   | 0.05%             | 2026-02-04      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $3175936.27   | 0.03%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                         | Dryden 75 CLO Ltd                                                                | CUSIP: 26252JAY4<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   11400000 | PA      | $11411867.40  | 0.12%             | 2034-04-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2177741 | PA      | $1947316.07   | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                               | Kinder Morgan Inc                                                                | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4044000 | PA      | $4128394.80   | 0.04%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                   | AEP Texas Inc                                                                    | CUSIP: 0010EPAN8<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3388000 | PA      | $3388000.00   | 0.03%             | 2025-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    1101000 | PA      | $1139226.92   | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1280175.19   | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133A2B58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12557 | PA      | $10712.51     | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31417F5B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     677096 | PA      | $639046.53    | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31395NYT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     859776 | PA      | $63093.28     | 0.00%             | 2036-07-25      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                            | PARKER-HANNIFI 10/07/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2722742.88   | 0.03%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCRW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     858555 | PA      | $786672.40    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                         | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7101000 | PA      | $7118006.90   | 0.07%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7102000 | PA      | $7336176.59   | 0.07%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-A LLC                                        | CUSIP: 83406EAD7<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    3203927 | PA      | $3117367.68   | 0.03%             | 2042-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                          | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2595899.70   | 0.03%             | 2030-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GSMS Trust 2024-Fair                                                             | CUSIP: 36270JAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3082116.00   | 0.03%             | 2029-07-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan 2019-2 Lt                                  | Mill City Solar Loan 2019-2 Ltd                                                  | CUSIP: 59982VAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    2657664 | PA      | $2399166.48   | 0.02%             | 2043-07-20      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                             | Select Medical Corp                                                              | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1737340.52   | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAN8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2241000 | PA      | $2187507.85   | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2458000 | PA      | $2055261.47   | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GCAT                                                            | GCAT 2025-INV2 Trust                                                             | CUSIP: 36173QCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3338351 | PA      | $3463515.58   | 0.03%             | 2055-05-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                   | Citigroup Mortgage Loan Trust 2021-J2                                            | CUSIP: 17329MDN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1230794 | PA      | $1052332.05   | 0.01%             | 2051-07-25      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                                  | Banc of America Funding 2007-2 Trust                                             | CUSIP: 05951GBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     441927 | PA      | $334729.05    | 0.00%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16508562 | PA      | $13449374.49  | 0.14%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1M36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2213860 | PA      | $2117956.31   | 0.02%             | 2041-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                             | GSAT Trust 2025-BMF                                                              | CUSIP: 36271XAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5009860.00   | 0.05%             | 2040-07-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                | Bank of Montreal                                                                 | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6481000 | PA      | $6573153.34   | 0.07%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GPYP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1284938 | PA      | $1271279.32   | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31423YKC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   81766847 | PA      | $4298712.09   | 0.04%             | 2037-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BSAY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14701326 | PA      | $1176770.61   | 0.01%             | 2042-04-25      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                     | CHNGE Mortgage Trust 2022-1                                                      | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     564465 | PA      | $546658.85    | 0.01%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                              | Energy Transfer LP                                                               | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     242000 | PA      | $235655.73    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6815000 | PA      | $6467921.11   | 0.07%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2                    | CUSIP: 35563PKA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1421543 | PA      | $1232420.41   | 0.01%             | 2058-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393E7F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     363338 | PA      | $376948.97    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5740000 | PA      | $5461491.81   | 0.06%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC DIS 10/10/2025                                       | FISERV INC DIS 10/10/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22650000 | PA      | $22622996.67  | 0.23%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $1993038.79   | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Whole Loan Securit                                  | Freddie Mac Whole Loan Securities Trust                                          | CUSIP: 3137G1BL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2226370 | PA      | $1976864.91   | 0.02%             | 2046-12-25      | 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      | $-92451.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384CJJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13253708 | PA      | $13572094.01  | 0.14%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                        | Madison Park Funding XLVIII Ltd                                                  | CUSIP: 55821UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6150000 | PA      | $6160903.95   | 0.06%             | 2033-04-19      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Goddard Funding LLC                                             | Goddard Funding LLC                                                              | CUSIP: 380241AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4643125 | PA      | $4705715.25   | 0.05%             | 2052-10-30      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     355000 | PA      | $343144.30    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380YN27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1257424 | PA      | $1162292.16   | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                              | BMO 2024-5C6 Mortgage Trust                                                      | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $753078.53    | 0.01%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Laurel Road Prime Student Loan                                  | Laurel Road Prime Student Loan Trust 2020-A                                      | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2606874 | PA      | $2433877.52   | 0.02%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397AZJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2205514 | PA      | $252323.48    | 0.00%             | 2036-09-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1693639.80   | 0.02%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418MML3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     503346 | PA      | $521567.01    | 0.01%             | 2039-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PE62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3624239 | PA      | $282779.77    | 0.00%             | 2040-05-25      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31371KBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        937 | PA      | $968.80       | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FNWK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5928597 | PA      | $690759.52    | 0.01%             | 2049-09-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-4                                                   | CUSIP: 33851LAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     814673 | PA      | $753335.65    | 0.01%             | 2048-07-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BELA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2052723 | PA      | $2008725.00   | 0.02%             | 2034-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FTLA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   46422577 | PA      | $10501404.45  | 0.11%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                           | Becton Dickinson & Co                                                            | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3518000 | PA      | $3562998.98   | 0.04%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                        | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4088000 | PA      | $3709157.89   | 0.04%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| ACCENTURE CAPITAL INC                                           | Accenture Capital Inc                                                            | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    8155000 | PA      | $8147938.59   | 0.08%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2020-A-GS                                          | CUSIP: 20267WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2217595 | PA      | $1996487.57   | 0.02%             | 2050-08-25      | Fixed         | 1.98%                 | 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      | $-6009.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                           | Kentucky Utilities Co                                                            | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     799000 | PA      | $836706.56    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4168000 | PA      | $2824941.28   | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS6V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     805329 | PA      | $776650.60    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397NUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     641097 | PA      | $645063.00    | 0.01%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XTCD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   99388280 | PA      | $84927182.86  | 0.86%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                         | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     479779 | PA      | $493525.13    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4774000 | PA      | $4925158.45   | 0.05%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CD Commercial Mortgage Trust                                    | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45113000 | PA      | $146779.66    | 0.00%             | 2049-08-10      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AEU47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2675468 | PA      | $187951.63    | 0.00%             | 2033-06-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                        | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2743013.43   | 0.03%             | 2033-11-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                         | Honeywell International Inc                                                      | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1327372.50   | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AQF39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3490206 | PA      | $538558.14    | 0.01%             | 2046-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                          | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2372701.95   | 0.02%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                                        | Scientific Games Holdings LP/Scientific Games US FinCo Inc                       | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2326057.65   | 0.02%             | 2030-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F9AB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24790373 | PA      | $4280635.56   | 0.04%             | 2050-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2017-6                                                  | CUSIP: 46649HBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1157154 | PA      | $1060519.41   | 0.01%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5278000 | PA      | $5196337.89   | 0.05%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 3132HT3C8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7632657 | PA      | $7140935.06   | 0.07%             | 2044-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     637000 | PA      | $644936.17    | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| CD Commercial Mortgage Trust                                    | CD 2016-CD1 Mortgage Trust                                                       | CUSIP: 12514MBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   19600931 | PA      | $77536.38     | 0.00%             | 2049-08-10      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2808000 | PA      | $2737473.71   | 0.03%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31388KW40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7258 | PA      | $7494.75      | 0.00%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-D Trust                                      | CUSIP: 83401AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     541051 | PA      | $537258.45    | 0.01%             | 2048-02-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                        | Mill City Mortgage Loan Trust 2017-2                                             | CUSIP: 59980AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3300449 | PA      | $3228920.68   | 0.03%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A3XU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2651957 | PA      | $2606571.73   | 0.03%             | 2042-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)      | LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4954998.51   | 0.05%             | 2026-01-21      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-VLT6                                                               | CUSIP: 12433KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7200000 | PA      | $7206526.08   | 0.07%             | 2042-03-15      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4916854.50   | 0.05%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3000000 | PA      | $3184500.00   | 0.03%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol III Issuer LLC                                      | Sunnova Sol III Issuer LLC                                                       | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7735944 | PA      | $6448397.25   | 0.06%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398R3P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1496929 | PA      | $1487156.42   | 0.01%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                           | Mohawk Industries Inc                                                            | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     669000 | PA      | $699401.47    | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394FBS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3831856 | PA      | $285137.41    | 0.00%             | 2035-09-25      | Floating      | 1.58%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                                  | Greystone CRE Notes 2025-FL4 LLC                                                 | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7034001.10   | 0.07%             | 2043-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                | Altria Group Inc                                                                 | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2468000 | PA      | $2608512.30   | 0.03%             | 2028-11-01      | Fixed         | 6.20%                 | 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      | $-430082.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                                  | HarborView Mortgage Loan Trust 2007-5                                            | CUSIP: 41165AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1201983 | PA      | $1044827.93   | 0.01%             | 2037-09-19      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | Newell Brands Inc                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     595000 | PA      | $630840.42    | 0.01%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| DISCOVERY COMMUNICATIONS                                        | Discovery Communications LLC                                                     | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2043447.84   | 0.02%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396PND9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16550 | PA      | $17426.04     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A9K96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     917134 | PA      | $925760.37    | 0.01%             | 2041-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2018-C5                                      | CUSIP: 17291DAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   68235097 | PA      | $1000954.28   | 0.01%             | 2051-06-10      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GJJU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     339225 | PA      | $339833.88    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DCQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8696000 | PA      | $7116978.58   | 0.07%             | 2052-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL SECS CLEARING                                          | National Securities Clearing Corp                                                | CUSIP: 637639AQ8<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    2116000 | PA      | $2163216.72   | 0.02%             | 2030-05-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DAU3<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |     100282 | PA      | $94123.31     | 0.00%             | 2048-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                                        | Depository Trust & Clearing Corp/The                                             | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    2157000 | PA      | $2123807.65   | 0.02%             | N/A             | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379BRQ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5705103 | PA      | $335688.28    | 0.00%             | 2044-04-16      | Floating      | 1.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F5PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6308548 | PA      | $6222036.91   | 0.06%             | 2048-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                | Bayview Opportunity Master Fund VII Trust 2024-SN1                               | CUSIP: 072926AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   13614150 | PA      | $13674119.99  | 0.14%             | 2028-03-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                            | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAN6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2684804.78   | 0.03%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1667110.54   | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     403000 | PA      | $404958.89    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                           | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3321000 | PA      | $3415241.54   | 0.03%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BAPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3826884 | PA      | $3768854.68   | 0.04%             | 2044-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1805208.81   | 0.02%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395GJR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      40624 | PA      | $41724.07     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     588570 | PA      | $600215.75    | 0.01%             | 2039-07-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -2117 | NC      | $1230593.81   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398N2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1616595 | PA      | $112282.25    | 0.00%             | 2040-11-25      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                          | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2281878.92   | 0.02%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                           | United Parcel Service Inc                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3023000 | PA      | $3160160.43   | 0.03%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                   | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2446000 | PA      | $2833693.62   | 0.03%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2025-VTT                                   | CUSIP: 94990GAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3090000 | PA      | $3107994.31   | 0.03%             | 2038-03-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B3WP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6506166 | PA      | $5553262.08   | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3240720.85   | 0.03%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140M2LR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5313414 | PA      | $4327818.82   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36196RU22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     346345 | PA      | $318912.02    | 0.00%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                   | ZF North America Capital Inc                                                     | CUSIP: 98877DAE5<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2254461.98   | 0.02%             | 2030-04-14      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378YYS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1054364 | PA      | $56341.27     | 0.00%             | 2043-03-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                  | Chase Home Lending Mortgage Trust 2019-1                                         | CUSIP: 16159WBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1915956 | PA      | $1711095.35   | 0.02%             | 2050-03-25      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B9 Mortgage Trust                                                 | CUSIP: 08160JAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33179930 | PA      | $838589.54    | 0.01%             | 2052-03-15      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HEKA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     747608 | PA      | $692194.55    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                | Ryder System Inc                                                                 | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     385000 | PA      | $399019.62    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                 | Oaktree CLO 2023-1 Ltd                                                           | CUSIP: 67389DAN1<br>LEI: 254900WZ1Z6PQ6U3P013 | Long             | ABS-CBDO         | CORP              | JE        |    6000000 | PA      | $6045144.00   | 0.06%             | 2038-04-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                          | BP Capital Markets PLC                                                           | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2540000 | PA      | $2525984.28   | 0.03%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A6JS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2038 | PA      | $2034.36      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617VQGL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4015969 | PA      | $3509787.19   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                | MGM Resorts International                                                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3899277.68   | 0.04%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| AVANGRID INC                                                    | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    2036000 | PA      | $1999804.91   | 0.02%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                      | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1732000 | PA      | $1676106.40   | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                  | Sunnova Helios V Issuer LLC                                                      | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2797633 | PA      | $2209511.37   | 0.02%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                     | Equifax Inc                                                                      | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2091172.29   | 0.02%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORP                                         | Panasonic Holdings Corp                                                          | CUSIP: 69832AAE6<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |    2570000 | PA      | $2665805.57   | 0.03%             | 2034-07-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ANGLOGOLD HOLDINGS PLC                                          | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    4750000 | PA      | $4540596.25   | 0.05%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B3PE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22495339 | PA      | $2078597.46   | 0.02%             | 2048-11-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WGT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6706512 | PA      | $1161929.00   | 0.01%             | 2044-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4673000 | PA      | $4682796.99   | 0.05%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377WGA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1340272 | PA      | $95324.06     | 0.00%             | 2041-05-16      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2022-LBA6                                                               | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1180000 | PA      | $1180293.70   | 0.01%             | 2039-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | Banco Santander SA                                                               | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2800000 | PA      | $2901194.66   | 0.03%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4012000 | PA      | $3938607.60   | 0.04%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4299000 | PA      | $4347699.07   | 0.04%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374UJR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6338843 | PA      | $6545602.27   | 0.07%             | 2039-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M7YM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     548835 | PA      | $570701.21    | 0.01%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1469000 | PA      | $1515408.71   | 0.02%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4JJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3282218 | PA      | $2813580.27   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                       | ONEOK Inc                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2223000 | PA      | $2259029.54   | 0.02%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                     | Ameren Corp                                                                      | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1880768.44   | 0.02%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                         | Raymond James Financial Inc                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    4221000 | PA      | $4192578.45   | 0.04%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2020-HR8                                          | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $8970275.00   | 0.09%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2025-V16 Mortgage Trust                                                | CUSIP: 08164RAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5030192.00   | 0.05%             | 2058-08-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2024-PJ4                                     | CUSIP: 36269RBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2918342 | PA      | $2928895.59   | 0.03%             | 2054-08-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-8CB                                                  | CUSIP: 02150FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     687408 | PA      | $287689.11    | 0.00%             | 2037-05-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     719000 | PA      | $730529.28    | 0.01%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    4538000 | PA      | $4640810.80   | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DQ88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23070480 | PA      | $19681362.20  | 0.20%             | 2050-07-01      | 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        |   45840320 | NC      | $-842065.72   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                                   | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 3133TR7C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3432266 | PA      | $3430909.43   | 0.03%             | 2031-05-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-J2                                                                | CUSIP: 12558TBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     846031 | PA      | $773179.99    | 0.01%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7RH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6160290 | PA      | $5978486.00   | 0.06%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                                   | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31392UZ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     671212 | PA      | $649037.62    | 0.01%             | 2033-07-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617B15U3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     528519 | PA      | $486335.58    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1052707 | PA      | $946859.62    | 0.01%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     841000 | PA      | $645544.28    | 0.01%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125523700 | PA      | $124675434.68 | 1.26%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FIESTA PURCHASER INC                                            | Fiesta Purchaser Inc                                                             | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1886080.98   | 0.02%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                         | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     930000 | PA      | $887280.76    | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4307000 | PA      | $3876150.25   | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Q7XL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10910119 | PA      | $10229181.70  | 0.10%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2768496.28   | 0.03%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                        | Benchmark 2018-B3 Mortgage Trust                                                 | CUSIP: 08161BBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2802287.70   | 0.03%             | 2051-04-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A9YX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      28477 | PA      | $28441.68     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31396HWV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     425905 | PA      | $441032.18    | 0.00%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                     | Exelon Corp                                                                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1749000 | PA      | $1799885.11   | 0.02%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1153599.87   | 0.01%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                        | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     558406 | PA      | $561778.36    | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2501000 | PA      | $2566021.05   | 0.03%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1376000 | PA      | $1361751.23   | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    4828000 | PA      | $5199756.00   | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                              | MCR 2024-TWA Mortgage Trust                                                      | CUSIP: 582923AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5074082.00   | 0.05%             | 2039-06-12      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| PFP III                                                         | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3389661 | PA      | $3397359.94   | 0.03%             | 2039-09-17      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pas                                  | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-8 Trust   | CUSIP: 93934FCF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     205878 | PA      | $178597.20    | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                        | Southwestern Public Service Co                                                   | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     455000 | PA      | $474490.70    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379TUB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24088205 | PA      | $2046745.90   | 0.02%             | 2046-01-20      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382LZ20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17302746 | PA      | $3236251.92   | 0.03%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60467500 | PA      | $60859594.25  | 0.61%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    3135000 | PA      | $3179673.75   | 0.03%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mill City Solar Loan Ltd.                                       | Mill City Solar Loan 2019-1 Ltd                                                  | CUSIP: 59982WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     513737 | PA      | $478820.71    | 0.00%             | 2043-03-20      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A9D52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     296692 | PA      | $303354.82    | 0.00%             | 2041-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2017-COR2 Mortgage Trust                                                    | CUSIP: 12595EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   31770517 | PA      | $448199.39    | 0.00%             | 2050-09-10      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust                                   | HTL Commercial Mortgage Trust 2024-T53                                           | CUSIP: 404300AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6088798.20   | 0.06%             | 2039-05-10      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                        | Health Care Service Corp A Mutual Legal Reserve Co                               | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4146468.49   | 0.04%             | 2029-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                          | Pacific Gas and Electric Co                                                      | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     696000 | PA      | $584775.53    | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Arizona Biltmore Trust                                          | ARZ Trust 2024-BILT                                                              | CUSIP: 00218TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1538136.90   | 0.02%             | 2039-06-11      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                              | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3163095.33   | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374KA37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     149062 | PA      | $11279.49     | 0.00%             | 2035-02-16      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1433522.75   | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45055321 | PA      | $45616337.72  | 0.46%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QNEN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23419043 | PA      | $19195504.22  | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                      | Fiserv Inc                                                                       | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2923000 | PA      | $2962512.97   | 0.03%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3435000 | PA      | $3393134.12   | 0.03%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132FCAR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     141496 | PA      | $146713.75    | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                    | DNB BANK ASA                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5202448.58   | 0.05%             | 2025-12-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                        | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1270463.34   | 0.01%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398GM71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2148271 | PA      | $202057.33    | 0.00%             | 2040-02-25      | Floating      | 1.78%                 | No            |                  2 | On Loan: No      |
| HTAP Trust                                                      | HTAP Issuer Trust 2025-1                                                         | CUSIP: 40446AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4762264 | PA      | $4771602.92   | 0.05%             | 2042-11-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382QAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   27506046 | PA      | $5269133.86   | 0.05%             | 2050-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                           | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3078596.84   | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BDU30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40729759 | PA      | $6792554.85   | 0.07%             | 2049-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ASYR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     364864 | PA      | $354078.25    | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132L9Y82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     181771 | PA      | $179641.87    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395MPZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77040 | PA      | $78977.26     | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1431000 | PA      | $986904.82    | 0.01%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     299424 | PA      | $219824.11    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                        | Fortune Brands Innovations Inc                                                   | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    1361000 | PA      | $1297687.67   | 0.01%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NUVEEN LLC                                                      | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2663000 | PA      | $2777457.58   | 0.03%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138E2VD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80896 | PA      | $78789.95     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374DQR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     508144 | PA      | $52198.69     | 0.00%             | 2038-01-20      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395PBA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     447266 | PA      | $455553.64    | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE                                             | Amcor Group Finance PLC                                                          | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    1415000 | PA      | $1462698.96   | 0.01%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3309100 | PA      | $3216096.19   | 0.03%             | 2030-02-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                      | Kenvue Inc                                                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    2506000 | PA      | $2543369.30   | 0.03%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432MT9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1994000 | PA      | $1989978.48   | 0.02%             | 2043-04-30      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3641554 | PA      | $722751.75    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                          | Cloud Software Group Inc                                                         | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3843927.34   | 0.04%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BBJZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7637997 | PA      | $1805548.50   | 0.02%             | 2050-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                           | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    9100000 | PA      | $10021375.00  | 0.10%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2020-1NV                                                 | CUSIP: 33851YBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1805587 | PA      | $1673248.70   | 0.02%             | 2050-03-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                           | Aon North America Inc                                                            | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1222249.80   | 0.01%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1864595.99   | 0.02%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BFA84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9063888 | PA      | $554840.91    | 0.01%             | 2044-06-15      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2019-C16 Commercial Mortgage Trust                                         | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3861859.60   | 0.04%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                  | Bain Capital Credit CLO 2020-5 Ltd                                               | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   20750000 | PA      | $20760043.00  | 0.21%             | 2034-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2019-PJ3                                | CUSIP: 36257QAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     967655 | PA      | $899445.50    | 0.01%             | 2050-03-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                             | Delta Air Lines Inc                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    3937000 | PA      | $4017906.73   | 0.04%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VU85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3281776 | PA      | $637549.28    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A9HT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306872 | PA      | $283737.97    | 0.00%             | 2042-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2018-CD7 Mortgage Trust                                                       | CUSIP: 12512JAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4409185.05   | 0.04%             | 2051-08-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     688000 | PA      | $644588.74    | 0.01%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                                        | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2109929.59   | 0.02%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1663886.22   | 0.02%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     132000 | PA      | $114770.39    | 0.00%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     674000 | PA      | $763281.43    | 0.01%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    2348000 | PA      | $2507617.77   | 0.03%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                        | American Airlines 2017-2 Class AA Pass Through Trust                             | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4185270 | PA      | $4042120.67   | 0.04%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1966000 | PA      | $2024382.14   | 0.02%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EMRLD BOR / EMRLD CO-ISS                                        | EMRLD Borrower LP / Emerald Co-Issuer Inc                                        | CUSIP: 29103CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3910000 | PA      | $4024168.09   | 0.04%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| LCM Ltd Partnership                                             | LCM XVIII LP                                                                     | CUSIP: 50188GAX1<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5001840.00   | 0.05%             | 2031-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGHU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142900 | PA      | $134362.21    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                            | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3245111.35   | 0.03%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4578457 | PA      | $4685209.22   | 0.05%             | 2040-01-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2022-2                                                  | CUSIP: 46655DCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1380781 | PA      | $1127573.52   | 0.01%             | 2052-08-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21764132 | PA      | $17645827.64  | 0.18%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -506 | NC      | $81934.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GTF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     518559 | PA      | $513060.07    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31378C2T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1819 | PA      | $1899.38      | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377R4K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     881205 | PA      | $136201.20    | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO XXI Ltd                                              | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5500000 | PA      | $5508838.50   | 0.06%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                     | Ovintiv Inc                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     953000 | PA      | $981798.08    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    2937000 | PA      | $2656645.29   | 0.03%             | 2037-03-13      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5723000 | PA      | $5213286.33   | 0.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2020-2                                                    | CUSIP: 81748KEE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1738804 | PA      | $1560884.22   | 0.02%             | 2050-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DSJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     836378 | PA      | $711666.36    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                       | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    2294000 | PA      | $2328260.80   | 0.02%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ELFI Graduate Loan Program 202                                  | ELFI Graduate Loan Program 2021-A LLC                                            | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1195133 | PA      | $998146.30    | 0.01%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2350794.20   | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4709000 | PA      | $4759829.89   | 0.05%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-8                                                  | CUSIP: 46591KAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     471082 | PA      | $424468.59    | 0.00%             | 2050-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1900352.88   | 0.02%             | 2043-11-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                          | ConocoPhillips Co                                                                | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     845000 | PA      | $838878.98    | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-LBA                                                                | CUSIP: 05609BAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3795698.40   | 0.04%             | 2036-02-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3628000 | PA      | $3680744.19   | 0.04%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| QUEST DIAGNOSTICS INC                                           | Quest Diagnostics Inc                                                            | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     824000 | PA      | $776718.91    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                            | FS Rialto 2021-FL3                                                               | CUSIP: 30323CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2486527 | PA      | $2486875.35   | 0.03%             | 2036-11-16      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5RS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3852134 | PA      | $361519.28    | 0.00%             | 2040-05-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1888000 | PA      | $1909903.75   | 0.02%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                            | PARKER-HANNIFI 11/03/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24898502.50  | 0.25%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4H32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4640527 | PA      | $4137799.56   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396WAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     707247 | PA      | $68279.90     | 0.00%             | 2037-06-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                              | Aqua Finance Trust 2020-A                                                        | CUSIP: 038413AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     552129 | PA      | $522733.82    | 0.01%             | 2046-07-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132GDBW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     180394 | PA      | $182556.13    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 10/08/2025                                       | ENBRIDGE U S I 10/08/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $579450.62    | 0.01%             | 2025-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AP5<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    5075000 | PA      | $5192029.50   | 0.05%             | 2035-01-24      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31393PYL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27158 | PA      | $3881.91      | 0.00%             | 2033-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                           | Guatemala Government Bond                                                        | CUSIP: 401494AY5<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    4100000 | PA      | $4278350.00   | 0.04%             | 2031-08-06      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $2046533.63   | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST                                             | WFLD 2014-MONT Mortgage Trust                                                    | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3667171 | PA      | $3506979.31   | 0.04%             | 2031-08-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                                 | Venture 37 CLO Ltd                                                               | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |   12455769 | PA      | $12460178.63  | 0.13%             | 2032-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2450000 | PA      | $2221245.80   | 0.02%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                        | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2J5<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    3330000 | PA      | $3471525.00   | 0.03%             | 2035-07-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                    | WinWater Mortgage Loan Trust 2015-5                                              | CUSIP: 97654DCC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     737814 | PA      | $685129.14    | 0.01%             | 2045-08-20      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                          | Match Group Holdings II LLC                                                      | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3106830.17   | 0.03%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20835821 | PA      | $17959303.08  | 0.18%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2238295.81   | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     237325 | PA      | $220434.06    | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                             | Sirius XM Radio LLC                                                              | CUSIP: 82967NBC1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2502575.00   | 0.03%             | 2029-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                                          | Mid-America Apartments LP                                                        | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    1981000 | PA      | $2063220.41   | 0.02%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     961153 | PA      | $965882.34    | 0.01%             | 2041-04-15      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2021-STAR                                      | CUSIP: 36264LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5581000 | PA      | $5555497.06   | 0.06%             | 2036-12-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2021-SDMF                                                               | CUSIP: 12434CAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     927976 | PA      | $924375.40    | 0.01%             | 2034-09-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mort                                  | First Horizon Alternative Mortgage Securities Trust 2006-FA8                     | CUSIP: 32052DAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     504544 | PA      | $181636.32    | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                              | Wind River 2021-2 CLO Ltd                                                        | CUSIP: 97315VAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8300000 | PA      | $8312707.30   | 0.08%             | 2034-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2017-P8                                      | CUSIP: 17326DAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   37340941 | PA      | $437152.27    | 0.00%             | 2050-09-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                          | Philip Morris International Inc                                                  | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2832000 | PA      | $2882227.05   | 0.03%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FLUN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20693555 | PA      | $1307115.62   | 0.01%             | 2034-08-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| Key Commercial Mortgage Trust                                   | Key Commercial Mortgage Securities Trust 2018-S1                                 | CUSIP: 49307WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1730000 | PA      | $1690260.86   | 0.02%             | 2053-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B4JG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4219277 | PA      | $3754197.69   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                         | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    1533000 | PA      | $1606051.54   | 0.02%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Tru                                  | THPT 2023-THL Mortgage Trust                                                     | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4418311 | PA      | $4488629.64   | 0.05%             | 2034-12-10      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397YYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3632912 | PA      | $334171.06    | 0.00%             | 2037-04-15      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                          | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2744306.04   | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Bank                                                            | BANK 2020-BNK30                                                                  | CUSIP: 06541UCB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5927649 | PA      | $292108.32    | 0.00%             | 2053-12-15      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    3027000 | PA      | $3107034.67   | 0.03%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                        | DK Trust 2025-LXP                                                                | CUSIP: 23292LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $8013700.80   | 0.08%             | 2037-08-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                            | Glencore Funding LLC                                                             | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     233000 | PA      | $235663.04    | 0.00%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                        | BX Trust 2024-VLT4                                                               | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5009336.00   | 0.05%             | 2041-06-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                            | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    1049000 | PA      | $1046524.30   | 0.01%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                                  | ILPT Commercial Mortgage Trust 2025-LPF2                                         | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2546095.00   | 0.03%             | 2042-07-13      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                             | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    2571000 | PA      | $2223221.88   | 0.02%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                        | Huntington National Bank/The                                                     | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    3464000 | PA      | $3501589.32   | 0.04%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: —       |
| CDW LLC/CDW FINANCE                                             | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2197899.39   | 0.02%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BXYK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4933476 | PA      | $4611686.59   | 0.05%             | 2047-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31397SMB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1693938 | PA      | $1729596.24   | 0.02%             | 2041-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-INV1                                                              | CUSIP: 12555DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      52267 | PA      | $50194.37     | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                         | John Deere Capital Corp                                                          | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6059000 | PA      | $6218764.50   | 0.06%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3261000 | PA      | $2946412.31   | 0.03%             | 2052-05-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                    | CaixaBank SA                                                                     | CUSIP: 12803RAG9<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    1687000 | PA      | $1750396.55   | 0.02%             | 2030-03-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1438427 | PA      | $1434672.43   | 0.01%             | 2036-09-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617BFDH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     571537 | PA      | $525207.10    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                               | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    2634000 | PA      | $2736283.17   | 0.03%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)         | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)                          | CUSIP: 60683DZ28<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1600897.76   | 0.02%             | 2026-03-11      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1311000 | PA      | $1330850.69   | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4122441 | PA      | $4126328.16   | 0.04%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                      | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2492028.75   | 0.03%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| SunRun Athena Issuer                                            | Sunrun Athena Issuer 2018-1 LLC                                                  | CUSIP: 86772DAA4<br>LEI: 5493001ZI15Y2FZFMI30 | Long             | ABS-O            | CORP              | US        |    3890103 | PA      | $3775836.96   | 0.04%             | 2049-04-30      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-23CB                                                 | CUSIP: 02151EAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     802518 | PA      | $282407.86    | 0.00%             | 2037-09-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                          | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1811530.46   | 0.02%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                            | Niagara Mohawk Power Corp                                                        | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     406000 | PA      | $404234.30    | 0.00%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                         | Southwestern Electric Power Co                                                   | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    4102000 | PA      | $4054301.21   | 0.04%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                          | Philip Morris International Inc                                                  | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $3329254.19   | 0.03%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                         | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3047925.27   | 0.03%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137A4UT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3780692 | PA      | $3765976.28   | 0.04%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10950000 | PA      | $10993658.75  | 0.11%             | 2045-02-25      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2487000 | PA      | $2547818.62   | 0.03%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3518688 | PA      | $3136325.19   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2005-53T2                                                 | CUSIP: 12668AKU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     322207 | PA      | $165195.12    | 0.00%             | 2035-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                 | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5258000 | PA      | $5174113.71   | 0.05%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2768453.66   | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                 | Danske Bank A/S                                                                  | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    2258000 | PA      | $2271015.70   | 0.02%             | 2030-10-02      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GRO 10/15/2025                                       | VOLKSWAGEN GRO 10/15/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  101000000 | PA      | $100822371.30 | 1.02%             | 2025-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                        | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1579000 | PA      | $1592856.39   | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                        | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3381757.63   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| EQUITABLE FINANCIAL LIFE                                        | Equitable Financial Life Global Funding                                          | CUSIP: 29449WAT4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    5693000 | PA      | $5837335.08   | 0.06%             | 2030-03-27      | 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      | $45091.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31393GYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80286 | PA      | $82814.41     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                                        | Focus Financial Partners LLC                                                     | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2572381.03   | 0.03%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| LOUISVILLE GAS & ELEC                                           | Louisville Gas and Electric Co                                                   | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     799000 | PA      | $836769.54    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ARM29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1971367 | PA      | $1870349.41   | 0.02%             | 2042-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                                  | KIND Commercial Mortgage Trust 2024-1                                            | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5014321.00   | 0.05%             | 2041-08-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2017-C41                                   | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3811850.80   | 0.04%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2023-PJ4                                     | CUSIP: 36270XAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2889509 | PA      | $2931446.94   | 0.03%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                               | Cisco Systems Inc                                                                | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3992073.24   | 0.04%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                            | Birch Grove CLO 12 Ltd                                                           | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13650000 | PA      | $13666557.45  | 0.14%             | 2038-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                     | Ovintiv Inc                                                                      | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    5018000 | PA      | $5424266.81   | 0.05%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374TWL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     289369 | PA      | $291656.92    | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                               | GXO Logistics Inc                                                                | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1084227.25   | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BRINK'S CO/THE                                                  | Brink's Co/The                                                                   | CUSIP: 109696AD6<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1499076.00   | 0.02%             | 2032-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| COMM Mortgage Trust                                             | COMM 2016-CR28 Mortgage Trust                                                    | CUSIP: 12593YBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   29077709 | PA      | $2775.47      | 0.00%             | 2049-02-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6251000 | PA      | $6485510.89   | 0.07%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1562000 | PA      | $1332883.56   | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH)                  | CUSIP: 22532XC71<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | US        |     650000 | PA      | $650101.93    | 0.01%             | 2025-10-14      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                          | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1614744.13   | 0.02%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2021-5                                                    | CUSIP: 81748XCF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     907751 | PA      | $759940.32    | 0.01%             | 2051-07-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | J.P. Morgan Chase Commercial Mortgage Securities Trust 2024-OMNI                 | CUSIP: 46593JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2011622.00   | 0.02%             | 2039-10-05      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                       | NYCT Trust 2024-3ELV                                                             | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4024347.20   | 0.04%             | 2029-08-15      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP NE 01/16/2026                                       | ORACLE CORP NE 01/16/2026                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50000000 | PA      | $49381300.00  | 0.50%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31410GZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46690 | PA      | $48248.54     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                                        | Bear Stearns ALT-A Trust 2005-7                                                  | CUSIP: 07386HVR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     696894 | PA      | $542970.75    | 0.01%             | 2035-09-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                              | Wind River 2021-1 CLO Ltd                                                        | CUSIP: 97314HAW9<br>LEI: 549300OBHD9JXBHL6R27 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10049350.00  | 0.10%             | 2037-07-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132QS2P2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     974374 | PA      | $939271.85    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $2051573.13   | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                                  | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6190518 | PA      | $6190915.58   | 0.06%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II                                        | Wynnton Funding Trust II                                                         | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8686000 | PA      | $8921982.03   | 0.09%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3208255.17   | 0.03%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2019-4                                                    | CUSIP: 81748JAU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     455351 | PA      | $414012.56    | 0.00%             | 2049-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                              | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6711000 | PA      | $6635620.03   | 0.07%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WGKZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110512 | PA      | $103834.46    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC Trust 2015-2                                                                | CUSIP: 12649RAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     533953 | PA      | $515545.46    | 0.01%             | 2045-02-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2024-CBM Mortgage Trust                                                     | CUSIP: 12674GAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3034000 | PA      | $3086017.32   | 0.03%             | 2041-12-10      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    2159000 | PA      | $2197943.52   | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31388Q3F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        566 | PA      | $591.07       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                             | Inversiones CMPC SA                                                              | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |    1500000 | PA      | $1561755.00   | 0.02%             | 2034-02-26      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     601039 | PA      | $327566.26    | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Oaktown Re Ltd                                                  | Oaktown Re VII Ltd                                                               | CUSIP: 67389JAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    6000000 | PA      | $6101741.40   | 0.06%             | 2034-04-25      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEWE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     706253 | PA      | $685769.99    | 0.01%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381XQ90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     176532 | PA      | $131769.28    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33554760 | PA      | $28520291.89  | 0.29%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    8615000 | PA      | $8695819.55   | 0.09%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EOG RESOURCES INC                                               | EOG Resources Inc                                                                | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5574000 | PA      | $5705202.60   | 0.06%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H6FQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57243947 | PA      | $11412694.24  | 0.12%             | 2051-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2217000 | PA      | $2233153.33   | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)         | MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH)                          | CUSIP: 60683FBV5<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1201421.95   | 0.01%             | 2026-03-25      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                          | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2324000 | PA      | $2407588.68   | 0.02%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B1GM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18878673 | PA      | $1843495.81   | 0.02%             | 2048-03-25      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-21910.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3219000 | PA      | $3168745.55   | 0.03%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138Y7VP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236466 | PA      | $233400.71    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sunrun Jupiter Issuer                                           | Sunrun Jupiter Issuer 2022-1 LLC                                                 | CUSIP: 86772RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4067324 | PA      | $3907639.18   | 0.04%             | 2057-07-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                      | BFLD Trust 2025-EWEST                                                            | CUSIP: 05494JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7542497.25   | 0.08%             | 2042-06-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                            | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2145066.98   | 0.02%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     326000 | PA      | $349909.79    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| ALPHA GENERATION LLC                                            | Alpha Generation LLC                                                             | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1921380.86   | 0.02%             | 2032-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12025540 | PA      | $10365372.40  | 0.10%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398WQQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2238278 | PA      | $2316006.65   | 0.02%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2024-HQA2                                          | CUSIP: 35564NEC3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   11000000 | PA      | $11067973.40  | 0.11%             | 2044-08-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                  | Shellpoint Co-Originator Trust 2017-2                                            | CUSIP: 82281FCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1383289 | PA      | $1293589.19   | 0.01%             | 2047-10-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                         | HCA Inc                                                                          | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     990000 | PA      | $847737.06    | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9686144 | PA      | $8623800.15   | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     269000 | PA      | $239633.69    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8369000 | PA      | $8242752.21   | 0.08%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BC2C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8984117 | PA      | $8879095.13   | 0.09%             | 2044-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3877000 | PA      | $3560963.36   | 0.04%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                                     | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DIR              | CORP              | GB        | -512125000 | NC      | $104444.16    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                                     | Cargill Inc                                                                      | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1333000 | PA      | $1374121.21   | 0.01%             | 2035-02-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WDZP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6480686 | PA      | $6311139.57   | 0.06%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | Royal Bank of Canada                                                             | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    2128000 | PA      | $2178425.11   | 0.02%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| BSPRT Issuer, Ltd.                                              | BSPRT 2023-FL10 Issuer Ltd                                                       | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3658437 | PA      | $3659615.26   | 0.04%             | 2035-09-15      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1517000 | PA      | $1600586.40   | 0.02%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3091863.60   | 0.03%             | 2057-10-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                         | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    1835000 | PA      | $1854401.77   | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                        | International Business Machines Corp                                             | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5721000 | PA      | $5856493.93   | 0.06%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| ASL CAPITAL MARKETS INC.                                        | ASL CAPITAL MARKETS INC                                                          | CUSIP: 000000000<br>LEI: 549300EW662SP9W6FB39 | Long             | RA               | CORP              | US        |   18434516 | PA      | $18434516.00  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6538144.60   | 0.07%             | 2041-09-25      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AS6K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3745151 | PA      | $539738.48    | 0.01%             | 2045-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                            | PARKER-HANNIFI 11/04/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14937316.50  | 0.15%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loans 2017-2 LLC                                                    | CUSIP: 61946GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     992456 | PA      | $935432.58    | 0.01%             | 2043-06-22      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    1056019 | PA      | $514809.26    | 0.01%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED E 10/10/2025                                       | CONSOLIDATED E 10/10/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9988145.00   | 0.10%             | 2025-10-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H9BZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33191345 | PA      | $2756156.15   | 0.03%             | 2052-10-25      | Floating      | 1.54%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                        | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4819000 | PA      | $4958090.51   | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132J6VE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     575338 | PA      | $529986.30    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137F9AV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50126585 | PA      | $11632250.02  | 0.12%             | 2050-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                              | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    6915000 | PA      | $6874756.91   | 0.07%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31396TUX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     285087 | PA      | $20517.73     | 0.00%             | 2036-06-15      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4069000 | PA      | $3997724.55   | 0.04%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1789555.47   | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                              | Sonoco Products Co                                                               | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    2193000 | PA      | $2207091.32   | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| PRM Trust                                                       | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1999474.60   | 0.02%             | 2033-07-05      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                    | AES Corp/The                                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2649000 | PA      | $2624824.14   | 0.03%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1208174.00   | 0.01%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                             | First Industrial LP                                                              | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    5530000 | PA      | $5675425.29   | 0.06%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                        | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2283000 | PA      | $2289699.78   | 0.02%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                            | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    1775000 | PA      | $1829827.98   | 0.02%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WBY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7574903 | PA      | $6531643.93   | 0.07%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                        | FS Trust 2024-HULA                                                               | CUSIP: 30338DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4475000 | PA      | $4488889.51   | 0.05%             | 2039-08-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                      | CUSIP: 61778GAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5198298.00   | 0.05%             | 2058-03-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                     | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3971000 | PA      | $4063985.25   | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1024000 | PA      | $1099481.25   | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2747000 | PA      | $2854545.63   | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1227539.69   | 0.01%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                                           | Lehman Mortgage Trust 2006-9                                                     | CUSIP: 52521HBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8302817 | PA      | $1005185.51   | 0.01%             | 2037-01-25      | Floating      | 2.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                         | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2476000 | PA      | $2464409.13   | 0.02%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Atrium Hotel Portfolio Trust                                    | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4088402.80   | 0.04%             | 2029-11-10      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                           | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1664000 | PA      | $1697524.06   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAHH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40427986 | PA      | $9063218.73   | 0.09%             | 2050-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM Re-REMIC Trust 2021-FRR1                                                     | CUSIP: 364614AQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10263000 | PA      | $9015568.27   | 0.09%             | 2050-11-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140M9VQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7301502 | PA      | $5971825.33   | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                             | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631HH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7671000 | PA      | $6524819.51   | 0.07%             | 2052-05-25      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                            | Birch Grove CLO 10 Ltd                                                           | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    8750000 | PA      | $8778280.00   | 0.09%             | 2038-01-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3521000 | PA      | $3641361.23   | 0.04%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | CUSIP: 35563PGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3141678 | PA      | $2718694.33   | 0.03%             | 2057-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2020-3                                                    | CUSIP: 81748ACD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2645980 | PA      | $2324516.74   | 0.02%             | 2050-04-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ABDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1303275 | PA      | $1427068.66   | 0.01%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                            | BlueMountain CLO 2016-3 Ltd                                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    7801647 | PA      | $7806070.36   | 0.08%             | 2030-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1950221.49   | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| HLTN Commercial Mortgage Trust                                  | HLTN Commercial Mortgage Trust 2024-DPLO                                         | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7020328.70   | 0.07%             | 2041-06-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CWS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     673809 | PA      | $625572.82    | 0.01%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179TG58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6559183 | PA      | $6278990.61   | 0.06%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AM6X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17185118 | PA      | $16192347.75  | 0.16%             | 2045-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L Street Securities                                             | PMTT4                                                                            | CUSIP: 693458AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 1414908494 | PA      | $7713444.40   | 0.08%             | 2048-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4997000 | PA      | $4266259.71   | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: —       |
| Galaxy CLO Ltd                                                  | Galaxy XXVI CLO Ltd                                                              | CUSIP: 36321LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3306187 | PA      | $3307694.50   | 0.03%             | 2031-11-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DWML4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39185724 | PA      | $40069420.65  | 0.40%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20453712 | PA      | $19130099.15  | 0.19%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1587000 | PA      | $1390096.72   | 0.01%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620A9TT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118923 | PA      | $120891.71    | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GPYQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     731647 | PA      | $723408.05    | 0.01%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                   | KSL Commercial Mortgage Trust 2024-HT2                                           | CUSIP: 500937AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5011038.50   | 0.05%             | 2039-12-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                              | Hawaii Hotel Trust 2025-MAUI                                                     | CUSIP: 419909AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2608278.40   | 0.03%             | 2042-03-15      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                         | Macy's Retail Holdings LLC                                                       | CUSIP: 55616XAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4285000 | PA      | $3762150.73   | 0.04%             | 2034-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                   | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3384000 | PA      | $3488360.36   | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A4F38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3115117 | PA      | $3039658.10   | 0.03%             | 2042-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BGJS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6865725 | PA      | $6199379.97   | 0.06%             | 2045-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                              | Cenovus Energy Inc                                                               | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     420000 | PA      | $387396.23    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX 2024-PALM                                                                     | CUSIP: 05612UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5192308 | PA      | $5206965.58   | 0.05%             | 2037-06-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ADB65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10455311 | PA      | $794776.14    | 0.01%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    5944000 | PA      | $6124782.06   | 0.06%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2024-4                            | CUSIP: 61777BBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1681115 | PA      | $1739216.89   | 0.02%             | 2054-09-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                           | DB Master Finance LLC                                                            | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4465000 | PA      | $4431213.79   | 0.04%             | 2049-05-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                               | Toyota Motor Corp                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    5634000 | PA      | $5695833.49   | 0.06%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2025-CCM1                                               | CUSIP: 46593MAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3673495 | PA      | $3669277.91   | 0.04%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                  | BAHA Trust 2024-MAR                                                              | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2588626.00   | 0.03%             | 2041-12-10      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRM27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     457481 | PA      | $449368.86    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A0R90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1083500 | PA      | $109929.28    | 0.00%             | 2039-04-25      | Floating      | 2.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3038000 | PA      | $3178818.50   | 0.03%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Invesco CLO Ltd                                                 | Invesco CLO 2021-3 Ltd                                                           | CUSIP: 46151VAE1<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   17750000 | PA      | $17776181.25  | 0.18%             | 2034-10-22      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | CUSIP: 61766NBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3756414.00   | 0.04%             | 2049-09-15      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1821724.44   | 0.02%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KPJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23514 | PA      | $20072.35     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FNKT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     606535 | PA      | $423501.42    | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                        | Hartford Insurance Group Inc/The                                                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1266000 | PA      | $822776.31    | 0.01%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ATMP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11116627 | PA      | $962622.66    | 0.01%             | 2046-09-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| ONNI Commercial Mortgage Trust                                  | ONNI Commerical Mortgage Trust 2024-APT                                          | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2560359.50   | 0.03%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                        | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    3548000 | PA      | $3570534.38   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6906901 | PA      | $5953397.39   | 0.06%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FDNH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3548570 | PA      | $3158064.65   | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AAHD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11873889 | PA      | $10986842.39  | 0.11%             | 2048-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4429745.69   | 0.04%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                         | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1048000 | PA      | $1073559.94   | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DK Trust                                                        | DK Trust 2024-SPBX                                                               | CUSIP: 23346LAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5518463.50   | 0.06%             | 2034-03-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Citicorp Mortgage Securities,                                   | Citicorp Mortgage Securities Trust Series 2006-3                                 | CUSIP: 17310BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     620081 | PA      | $572848.80    | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396QN96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3014148 | PA      | $191154.67    | 0.00%             | 2039-09-25      | Floating      | 1.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36194U2W2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2515238 | PA      | $2277228.63   | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | Royalty Pharma PLC                                                               | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1675000 | PA      | $1600809.43   | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A2VA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46805 | PA      | $44520.15     | 0.00%             | 2041-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                            | M&T Bank Corp                                                                    | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   21445000 | PA      | $21614959.35  | 0.22%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC (NEW YORK BRANCH)                             | BARCLAYS BANK PLC (NEW YORK BRANCH)                                              | CUSIP: 06745GDG3<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1800250.38   | 0.02%             | 2025-10-21      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                                       | ACRES 2025-FL3 LLC                                                               | CUSIP: 00501DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5000000 | PA      | $5016808.00   | 0.05%             | 2040-08-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BGGK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31300825 | PA      | $585244.05    | 0.01%             | 2061-08-25      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137ASP81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     562835 | PA      | $59021.56     | 0.00%             | 2042-08-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9300000 | PA      | $9677966.88   | 0.10%             | 2043-09-25      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3492781.60   | 0.04%             | 2042-02-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3622AA4V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4319534 | PA      | $3725974.12   | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393EAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97717 | PA      | $14573.22     | 0.00%             | 2033-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R05                                     | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7418600 | PA      | $7976937.19   | 0.08%             | 2043-06-25      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                           | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1000618.28   | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4598000 | PA      | $4510072.08   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 0 10/07/2025                                       | AUTOZONE INC 0 10/07/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   28500000 | PA      | $28476669.90  | 0.29%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD/NY                                              | Mizuho Bank Ltd/New York NY                                                      | CUSIP: 60710T2D2<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4001310.40   | 0.04%             | 2026-01-27      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                                         | Crescent Energy Finance LLC                                                      | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2245938.73   | 0.02%             | 2032-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| ARES Commercial Mortgage Trust                                  | ARES Trust 2025-IND3                                                             | CUSIP: 039955AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6509609.60   | 0.07%             | 2042-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3587705 | PA      | $2938837.31   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                           | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    3771000 | PA      | $3894372.34   | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                                  | SoFi Consumer Loan Program 2025-1 Trust                                          | CUSIP: 83406YAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4652000 | PA      | $4725500.67   | 0.05%             | 2034-02-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                     | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2306000 | PA      | $2173366.05   | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                          | Marriott International Inc/MD                                                    | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2748000 | PA      | $2799970.26   | 0.03%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                        | Republic of South Africa Government International Bond                           | CUSIP: 836205BG8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    2475000 | PA      | $2518894.13   | 0.03%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                         | Jersey Central Power & Light Co                                                  | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2953000 | PA      | $2952720.50   | 0.03%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380YS48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     217380 | PA      | $173699.03    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                    | CUSIP: 35563PHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2855625 | PA      | $2473683.58   | 0.02%             | 2058-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merit                                                           | MHP Commercial Mortgage Trust 2025-MHIL2                                         | CUSIP: 59317DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1001552.40   | 0.01%             | 2040-09-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                            | Colombia Government International Bond                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    1000000 | PA      | $872500.00    | 0.01%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                                  | LSTAR Commercial Mortgage Trust 2017-5                                           | CUSIP: 54910TBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   33336514 | PA      | $213140.34    | 0.00%             | 2050-03-10      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2467000 | PA      | $2534625.92   | 0.03%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Starwood Mortgage Residential                                   | Starwood Mortgage Residential Trust 2022-2                                       | CUSIP: 85573UAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $801725.10    | 0.01%             | 2067-02-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     144000 | PA      | $115087.60    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-2                                                  | CUSIP: 46591TBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     229446 | PA      | $206578.68    | 0.00%             | 2050-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX 2024-BRVE                                                                     | CUSIP: 05612KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7651238 | PA      | $7671870.71   | 0.08%             | 2026-04-15      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                                        | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1709651.57   | 0.02%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| FRETE 2021-ML11 TRUST                                           | Freddie Mac Multifamily ML Certificates                                          | CUSIP: 302610AD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9871775 | PA      | $474177.89    | 0.00%             | 2038-03-25      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BTY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2783379 | PA      | $2673562.80   | 0.03%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                 | Chevron USA Inc                                                                  | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    4161000 | PA      | $4212608.38   | 0.04%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOF                                        | Take-Two Interactive Software Inc                                                | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2017000 | PA      | $2089007.46   | 0.02%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                             | CRH SMW Finance DAC                                                              | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    2914000 | PA      | $3005939.82   | 0.03%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2210000 | PA      | $2380436.53   | 0.02%             | 2043-09-25      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                        | Horace Mann Educators Corp                                                       | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    4274000 | PA      | $4233932.32   | 0.04%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                           | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $4091092.94   | 0.04%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     998000 | PA      | $980130.15    | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31392BGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98174 | PA      | $1923.95      | 0.00%             | 2031-12-25      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379JXC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     501311 | PA      | $497009.47    | 0.01%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC                             | SWOP IRS EUR                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  -51213000 | NC      | $-102140.62   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3991000 | PA      | $3781081.54   | 0.04%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VU69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3797595 | PA      | $713583.44    | 0.01%             | 2045-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I 2017-HR2                                                | CUSIP: 61691NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   36586161 | PA      | $549083.27    | 0.01%             | 2050-12-15      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | Symphony CLO XX Ltd                                                              | CUSIP: 87166VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13328361 | PA      | $13333052.36  | 0.13%             | 2032-01-16      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP DI 10/01/25                                        | ENTERGY CORP DI 10/01/25                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9998829.00   | 0.10%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                           | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     539000 | PA      | $515467.78    | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     252000 | PA      | $229178.33    | 0.00%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                        | Summit Midstream Holdings LLC                                                    | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2207537.84   | 0.02%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| IBM INTERNAT CAPITAL                                            | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    3913000 | PA      | $3993073.17   | 0.04%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                                           | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1862845.20   | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                   | Commonbond Student Loan Trust 2018-A-GS                                          | CUSIP: 20269DAD7<br>LEI: 5493005PJR3MYTKJFJ48 | Long             | ABS-O            | CORP              | US        |      69007 | PA      | $56863.75     | 0.00%             | 2044-02-25      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2179507.26   | 0.02%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Alternative Loan T                                  | Wells Fargo Alternative Loan 2007-PA2 Trust                                      | CUSIP: 94985FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     320621 | PA      | $281414.10    | 0.00%             | 2037-06-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-6RR                                                 | CUSIP: 33851FBR7<br>LEI: 549300H3PON1KOB2RF56 | Long             | ABS-MBS          | CORP              | US        |    2496947 | PA      | $2449115.86   | 0.02%             | 2048-10-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418E5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2421766 | PA      | $2477042.13   | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                        | Mars Inc                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    2612000 | PA      | $2673364.29   | 0.03%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                                 | OHA Credit Funding 9 Ltd                                                         | CUSIP: 67690AAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6700000 | PA      | $6740990.60   | 0.07%             | 2037-10-19      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2092386.20   | 0.02%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| SENSATA TECHNOLOGIES INC                                        | Sensata Technologies Inc                                                         | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1243143.60   | 0.01%             | 2032-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| EQT AB                                                          | EQT AB                                                                           | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |    3085000 | PA      | $3189766.72   | 0.03%             | 2035-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5183000 | PA      | $5144962.48   | 0.05%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 3617LUR91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2418239 | PA      | $2197035.64   | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DIR              | CORP              | GB        |   66490400 | NC      | $1263577.28   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374XQG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     399633 | PA      | $36901.39     | 0.00%             | 2039-04-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                          | Coca-Cola Consolidated Inc                                                       | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    2832000 | PA      | $2928361.55   | 0.03%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank5                                                           | BANK5 2024-5YR10                                                                 | CUSIP: 06604AAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2483785.50   | 0.03%             | 2057-10-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2                                  | JW Trust 2024-BERY                                                               | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $3761256.75   | 0.04%             | 2039-11-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                                      | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4049000 | PA      | $4112542.05   | 0.04%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                                                  | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9499000 | PA      | $10026531.62  | 0.10%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4385711.55   | 0.04%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BXSC Commercial Mortgage Trust                                  | BXSC Commercial Mortgage Trust 2022-WSS                                          | CUSIP: 05610BAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10032594.00  | 0.10%             | 2035-03-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK4                                                                   | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2473094.50   | 0.02%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3836000 | PA      | $3688438.21   | 0.04%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QPAS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7844938 | PA      | $7454759.77   | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137GAQM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1197627 | PA      | $1155237.77   | 0.01%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379BCY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1653519 | PA      | $117590.42    | 0.00%             | 2039-12-16      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust 2021-14                                               | CUSIP: 46653QCH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2079062 | PA      | $1706339.50   | 0.02%             | 2052-05-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620AFDR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      83780 | PA      | $83728.05     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2654965 | PA      | $550774.83    | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31398W2Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3713242 | PA      | $371232.88    | 0.00%             | 2040-01-15      | Floating      | 1.86%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                           | Arrow Electronics Inc                                                            | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4426071.17   | 0.04%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31419EJ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1072627 | PA      | $1074258.24   | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | State Street Corp                                                                | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $3845983.17   | 0.04%             | 2032-10-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: —       |
| XCEL ENERGY INC                                                 | Xcel Energy Inc                                                                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2960887.35   | 0.03%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31397JR97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     212163 | PA      | $219925.56    | 0.00%             | 2037-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384XW66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  110037845 | PA      | $6535087.11   | 0.07%             | 2054-11-20      | Floating      | 0.91%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                           | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     916000 | PA      | $943615.33    | 0.01%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381BCF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11622266 | PA      | $1238598.21   | 0.01%             | 2048-12-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BNQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9406840 | PA      | $1085846.58   | 0.01%             | 2046-04-15      | Floating      | 1.51%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                          | BP Capital Markets America Inc                                                   | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $2930479.89   | 0.03%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XH5A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16649917 | PA      | $14149586.62  | 0.14%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                       | GATX Corp                                                                        | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1231000 | PA      | $1211283.66   | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FVX64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40175918 | PA      | $8127487.87   | 0.08%             | 2050-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | Diamondback Energy Inc                                                           | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2284000 | PA      | $2341084.13   | 0.02%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                  | Eli Lilly & Co                                                                   | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5138000 | PA      | $5251910.80   | 0.05%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                             | Global Payments Inc                                                              | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     390000 | PA      | $383106.91    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Navient Student Loan Trust                                      | Navient Private Education Refi Loan Trust 2020-G                                 | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1697062 | PA      | $1594040.46   | 0.02%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17821899 | PA      | $15367290.28  | 0.15%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KK4B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72648 | PA      | $61853.73     | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FQRX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2213868 | PA      | $1974452.15   | 0.02%             | 2049-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     556000 | PA      | $543425.15    | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                               | Cedar Funding VIII Clo Ltd                                                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   13000000 | PA      | $13003419.00  | 0.13%             | 2038-01-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                          | American Honda Finance Corp                                                      | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3284000 | PA      | $3326370.59   | 0.03%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRV50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     754941 | PA      | $751093.17    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29                                  | Octagon Investment Partners 29 Ltd                                               | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |   13850000 | PA      | $13892644.15  | 0.14%             | 2037-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                              | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     880015 | PA      | $428127.30    | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374XF26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     459561 | PA      | $453356.56    | 0.00%             | 2039-07-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3128M4XA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9698 | PA      | $10108.57     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                        | Comision Federal de Electricidad                                                 | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    3750000 | PA      | $3820312.50   | 0.04%             | 2030-01-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| NORTHWESTERN MUTUAL LIFE                                        | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2304820.55   | 0.02%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2633031 | PA      | $2443357.24   | 0.02%             | 2049-11-25      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2448000 | PA      | $2439130.80   | 0.02%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1044000 | PA      | $1097948.30   | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396XQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     477518 | PA      | $44607.50     | 0.00%             | 2037-09-25      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| Nomura Home Equity Loan Inc                                     | Nomura Home Equity Loan Inc Home Equity Loan Trust Series 2007-1                 | CUSIP: 65537KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     479751 | PA      | $435470.99    | 0.00%             | 2037-02-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380BY41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11593727 | PA      | $1496732.77   | 0.02%             | 2046-11-20      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2018-4                                                  | CUSIP: 46649CBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1775473 | PA      | $1636559.55   | 0.02%             | 2048-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AAXL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2829259 | PA      | $301349.14    | 0.00%             | 2042-10-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finan                                  | Trafigura Securitisation Finance PLC                                             | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-O            | CORP              | IE        |   12450000 | PA      | $12675083.55  | 0.13%             | 2027-11-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| CALI Mortgage Trust                                             | Cali 2024-Sun                                                                    | CUSIP: 12988DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4014992.80   | 0.04%             | 2041-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1962207 | PA      | $322673.69    | 0.00%             | 2045-02-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2005-A4                                                 | CUSIP: 466247RX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     933682 | PA      | $901940.48    | 0.01%             | 2035-07-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                              | Union Pacific Corp                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     243000 | PA      | $228343.00    | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC                                                 | ENBRIDGE US INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   46050000 | PA      | $46033739.75  | 0.46%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                    | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1249793.18   | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2021-1                                                   | CUSIP: 61947DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2440380 | PA      | $1955840.30   | 0.02%             | 2046-12-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B1JS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1481564 | PA      | $227456.70    | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BHS83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28323184 | PA      | $5006054.81   | 0.05%             | 2048-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRINK'S CO/THE                                                  | Brink's Co/The                                                                   | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1483162.56   | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                         | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $4917073.05   | 0.05%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | Iron Mountain Inc                                                                | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1908830.55   | 0.02%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CUBESMART LP                                                    | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    2918000 | PA      | $2748565.95   | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2006-13T1                                                 | CUSIP: 12668BZK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570654 | PA      | $261299.38    | 0.00%             | 2036-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4484491 | PA      | $4003859.09   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                             | Cardinal Health Inc                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     575000 | PA      | $597154.34    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS (NEW YORK BRANCH)                                   | BNP PARIBAS (NEW YORK BRANCH)                                                    | CUSIP: 05593DKR3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1001053.25   | 0.01%             | 2026-03-16      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B21 Mortgage Trust                                                | CUSIP: 08163LAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   45335753 | PA      | $2520472.92   | 0.03%             | 2053-12-17      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138A1T92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1881 | PA      | $1883.28      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                                         | GSR Mortgage Loan Trust 2007-1F                                                  | CUSIP: 3622MPBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106167 | PA      | $63823.31     | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13600000 | PA      | $13934750.40  | 0.14%             | 2041-12-25      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14333300 | PA      | $12046690.73  | 0.12%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                               | State Street Corp                                                                | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    7544000 | PA      | $7084532.98   | 0.07%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0UH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55512676 | PA      | $7971598.09   | 0.08%             | 2051-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                        | Banco Nacional de Panama                                                         | CUSIP: 000000000<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    2000000 | PA      | $1753580.00   | 0.02%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust                                   | DTP Commercial Mortgage Trust 2023-STE2                                          | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2054962.20   | 0.02%             | 2041-01-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                        | Corebridge Financial Inc                                                         | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3409000 | PA      | $3640532.73   | 0.04%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                        | TotalEnergies Capital SA                                                         | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     615000 | PA      | $613339.69    | 0.01%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                         | Duquesne Light Holdings Inc                                                      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1316000 | PA      | $1184634.43   | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                  | Lowe's Cos Inc                                                                   | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5545000 | PA      | $5501778.06   | 0.06%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133B6DR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13145065 | PA      | $11676149.09  | 0.12%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK8                                                                   | CUSIP: 06650AAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  167655000 | PA      | $738117.90    | 0.01%             | 2050-11-15      | Variable      | 0.23%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                    | NiSource Inc                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3355522.31   | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Fanniemae Strip                                                 | Fannie Mae Interest Strip                                                        | CUSIP: 31424U8E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  116889606 | PA      | $26419949.81  | 0.27%             | 2053-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4217292 | PA      | $795019.52    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H0P36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16397628 | PA      | $3226704.82   | 0.03%             | 2050-01-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2023-SMRT                                    | CUSIP: 17291NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $998625.20    | 0.01%             | 2040-10-12      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BJSJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68908392 | PA      | $15322690.46  | 0.15%             | 2051-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KLZV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22151318 | PA      | $17972522.47  | 0.18%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                | California Street CLO IX LP                                                      | CUSIP: 13079WDG0<br>LEI: 5493001GRJRD2VIG9H40 | Long             | ABS-CBDO         | CORP              | KY        |    6600000 | PA      | $6614236.20   | 0.07%             | 2032-07-16      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| COBANK ACB                                                      | CoBank ACB                                                                       | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | USGSE             | US        |     878000 | PA      | $910785.25    | 0.01%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2796190.88   | 0.03%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                              | BANK OF AMERICA NA                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5004785.92   | 0.05%             | 2026-02-09      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC Series 2008-2R                                                              | CUSIP: 225492AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     556484 | PA      | $481310.79    | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     463000 | PA      | $418278.53    | 0.00%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EW48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     520823 | PA      | $533673.54    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     975000 | PA      | $952153.98    | 0.01%             | 2027-08-10      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38376WBR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     857338 | PA      | $84852.33     | 0.00%             | 2035-11-20      | Floating      | 2.55%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2006-18CB                                                 | CUSIP: 02147FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     110082 | PA      | $41709.87     | 0.00%             | 2036-07-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                                  | Alternative Loan Trust 2007-2CB                                                  | CUSIP: 02149HAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1773633 | PA      | $699475.62    | 0.01%             | 2037-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8184600 | PA      | $7957285.50   | 0.08%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31393CTE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     161618 | PA      | $164920.46    | 0.00%             | 2033-06-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                               | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     599000 | PA      | $609470.23    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179X2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5280817 | PA      | $5010841.88   | 0.05%             | 2053-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                                  | JP Morgan Alternative Loan Trust 2005-S1                                         | CUSIP: 46627MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     302426 | PA      | $82577.41     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                              | Panama Government International Bond                                             | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    2760000 | PA      | $3052560.00   | 0.03%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18695945 | PA      | $2406125.18   | 0.02%             | 2050-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-6                                                    | CUSIP: 81749YCK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4254504 | PA      | $4165151.76   | 0.04%             | 2055-07-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE U S I 10/24/2025                                       | ENBRIDGE U S I 10/24/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21000000 | PA      | $20939832.90  | 0.21%             | 2025-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CO 10/03/2025                                       | DUKE ENERGY CO 10/03/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16475000 | PA      | $16469306.24  | 0.17%             | 2025-10-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     572138 | PA      | $522964.68    | 0.01%             | 2047-08-25      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                 | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36964500 | PA      | $37091565.47  | 0.37%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust 2023-PJ6                                     | CUSIP: 36268FBS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2036332 | PA      | $2113229.35   | 0.02%             | 2054-04-25      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378PZB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         41 | PA      | $0.10         | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES 0.0 23OCT25                              | FEDERATION DES CAISSES 0.0 23OCT25                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    4950000 | PA      | $4936907.25   | 0.05%             | 2025-10-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36197KEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     217438 | PA      | $200080.66    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                       | ORL Trust 2024-GLKS                                                              | CUSIP: 67120DAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10030248.00  | 0.10%             | 2039-12-15      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                        | MSCI Inc                                                                         | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    4737000 | PA      | $4523187.17   | 0.05%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3133TKML1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138584 | PA      | $141981.55    | 0.00%             | 2029-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2025-TAIL                                                               | CUSIP: 123912AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $6249628.13   | 0.06%             | 2035-06-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Life Financial Services Trust                                   | Life 2022-BMR Mortgage Trust                                                     | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4868085.50   | 0.05%             | 2039-05-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3133KNQS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5619042 | PA      | $4796028.90   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5134687 | PA      | $996253.48    | 0.01%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRLQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     730785 | PA      | $723199.19    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1015000 | PA      | $917173.29    | 0.01%             | 2052-09-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AMTT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7559947 | PA      | $1399163.23   | 0.01%             | 2045-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2020-PJ3                                | CUSIP: 36258WBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1437783 | PA      | $1241142.44   | 0.01%             | 2050-10-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CO 11/19/2025                                       | DUKE ENERGY CO 11/19/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13460000 | PA      | $13381483.78  | 0.13%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A1F59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3622370 | PA      | $3552229.37   | 0.04%             | 2041-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust                    | CUSIP: 933634AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     265699 | PA      | $223440.64    | 0.00%             | 2037-03-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ALFN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     970000 | PA      | $880987.76    | 0.01%             | 2044-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H1EB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   41685976 | PA      | $9807866.04   | 0.10%             | 2048-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                        | Piedmont Operating Partnership LP                                                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1111000 | PA      | $947175.51    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | ROYAL BANK OF CANADA                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5000322.00   | 0.05%             | 2026-03-10      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                               | Japan Tobacco Inc                                                                | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    2310000 | PA      | $2392823.25   | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                                   | GS Mortage-Backed Securities Trust 2020-PJ1                                      | CUSIP: 36258FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     263164 | PA      | $236703.28    | 0.00%             | 2050-05-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2424000 | PA      | $2584185.68   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| PETROLEOS DEL PERU SA                                           | Petroleos del Peru SA                                                            | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    2280000 | PA      | $1987590.00   | 0.02%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A6ZH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5919751 | PA      | $5723077.34   | 0.06%             | 2042-06-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2031000 | PA      | $2074117.54   | 0.02%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                        | Public Service Enterprise Group Inc                                              | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1086000 | PA      | $1119864.35   | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     910000 | PA      | $965640.79    | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                              | Ingersoll Rand Inc                                                               | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1363718.23   | 0.01%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Sound Point CLO LTD                                             | Sound Point CLO XXVIII Ltd                                                       | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   23242622 | PA      | $23269443.87  | 0.23%             | 2032-01-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                            | SWOP CDS CDX.NA.HY.44.V1                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DCR              | CORP              | CA        |  -55885000 | NC      | $-196179.98   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3192075.16   | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2024-R03                                     | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $3314150.40   | 0.03%             | 2044-03-25      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                            | Liberty Utilities Co                                                             | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    3356000 | PA      | $3479066.30   | 0.04%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WESG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2503375 | PA      | $2411556.16   | 0.02%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     179249 | PA      | $185764.38    | 0.00%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 383742Y31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     243255 | PA      | $18701.76     | 0.00%             | 2038-04-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2286629.61   | 0.02%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)            | CREDIT INDUSTRIEL ET COMMERCIAL SA (NEW YORK BRANCH)                             | CUSIP: 22536WM52<br>LEI: N4JDFKKH2FTD8RKFXO39 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5055419.04   | 0.05%             | 2026-03-16      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Atrium Hotel Portfolio Trust                                    | Atrium Hotel Portfolio Trust 2024-ATRM                                           | CUSIP: 04963XAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3673535.76   | 0.04%             | 2029-11-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                           | Universal Health Services Inc                                                    | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    1561000 | PA      | $1559943.00   | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                         | O'Reilly Automotive Inc                                                          | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1383328.89   | 0.01%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FEY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8902380 | PA      | $8397865.92   | 0.08%             | 2054-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1695805.74   | 0.02%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                      | Driven Brands Funding LLC                                                        | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5336686 | PA      | $5336021.97   | 0.05%             | 2049-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140HGR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40593 | PA      | $38992.19     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2025-2                                                    | CUSIP: 816935AU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2531522 | PA      | $2555373.90   | 0.03%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3046953.10   | 0.03%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3138WEUG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     735935 | PA      | $708561.57    | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2494000 | PA      | $2613352.54   | 0.03%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XJC35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     998777 | PA      | $1024599.37   | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                                   | BAMLL Trust 2025-ASHF                                                            | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7548883.50   | 0.08%             | 2042-02-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38375QLL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     118611 | PA      | $7374.07      | 0.00%             | 2038-05-16      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A53L8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1374390 | PA      | $1305123.46   | 0.01%             | 2042-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                          | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     454000 | PA      | $467374.39    | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                              | Realty Income Corp                                                               | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     592000 | PA      | $591597.77    | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38377GTD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     562369 | PA      | $52992.64     | 0.00%             | 2040-06-20      | Floating      | 1.60%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   10350000 | PA      | $10060200.00  | 0.10%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BIG Commercial Mortgage Trust                                   | BIG Commercial Mortgage Trust 2022-BIG                                           | CUSIP: 05551UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2095817.22   | 0.02%             | 2039-02-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                            | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     798000 | PA      | $812505.72    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                                        | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1442420 | PA      | $1414970.26   | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2020-1                                                  | CUSIP: 46651XAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     653644 | PA      | $588736.24    | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                          | CHL Mortgage Pass-Through Trust 2007-7                                           | CUSIP: 12544TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     429117 | PA      | $195979.61    | 0.00%             | 2037-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A5C61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3492 | PA      | $3315.79      | 0.00%             | 2032-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38380YXL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     933074 | PA      | $876980.94    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSI Asset Loan Obligation                                       | HSI Asset Loan Obligation Trust 2007-WF1                                         | CUSIP: 40431KAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     108573 | PA      | $76252.36     | 0.00%             | 2036-12-25      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                  | Sofi Professional Loan Program 2018-B Trust                                      | CUSIP: 83404RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $7759676.80   | 0.08%             | 2047-08-25      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38381QYE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  149455010 | PA      | $5628565.33   | 0.06%             | 2065-08-20      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325VVC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2318370 | PA      | $388352.10    | 0.00%             | 2045-02-15      | 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      | $-261840.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2018-CH1                                                  | CUSIP: 81747DCE7<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |    2017530 | PA      | $1938121.88   | 0.02%             | 2048-03-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trus                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                               | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2005817.60   | 0.02%             | 2039-12-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                          | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1226000 | PA      | $1264377.38   | 0.01%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                                  | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 Trust                    | CUSIP: 92926UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     979445 | PA      | $889971.97    | 0.01%             | 2036-12-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3592722 | PA      | $3597083.87   | 0.04%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                        | Vistra Operations Co LLC                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2738529.54   | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2020-2                                                   | CUSIP: 61946PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5327292 | PA      | $4489692.54   | 0.05%             | 2046-08-20      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BAZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6976350 | PA      | $1917151.81   | 0.02%             | 2050-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4239000 | PA      | $3929458.13   | 0.04%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2021-1                                                       | CUSIP: 749350AS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  235344137 | PA      | $2910289.14   | 0.03%             | 2051-03-25      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ADVU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     544738 | PA      | $21883.87     | 0.00%             | 2032-10-25      | Floating      | 1.73%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                        | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2588000 | PA      | $2628792.21   | 0.03%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SIMMONS FOOD INC/SIMMONS                                        | Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed   | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1713936.29   | 0.02%             | 2029-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6974000 | PA      | $6874957.76   | 0.07%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                          | Goldman Sachs Bank USA/New York NY                                               | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1335404.56   | 0.01%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                              | HERO Funding Trust 2015-2                                                        | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     355255 | PA      | $344545.88    | 0.00%             | 2040-09-20      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                            | Woodside Finance Ltd                                                             | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    3759000 | PA      | $3925775.33   | 0.04%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QDV68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1443051 | PA      | $1237828.20   | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398PJS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     740821 | PA      | $80431.43     | 0.00%             | 2050-04-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                             | SOCIETE GENERALE SA                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4750651.70   | 0.05%             | 2025-10-24      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2024-2                                                   | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7042066 | PA      | $6874509.56   | 0.07%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                           | Foundry JV Holdco LLC                                                            | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1013000 | PA      | $1056324.75   | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                        | Neuberger Berman CLO XVII Ltd                                                    | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    9100000 | PA      | $9142278.60   | 0.09%             | 2038-07-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                        | OCP SA                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    6800000 | PA      | $7424002.00   | 0.07%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC Energy Group Inc                                                             | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2113007.10   | 0.02%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                          | IPALCO Enterprises Inc                                                           | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1867802.50   | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     157000 | PA      | $166135.55    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     199000 | PA      | $149619.64    | 0.00%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                      | SERVPRO Master Issuer LLC                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5663750 | PA      | $5861303.87   | 0.06%             | 2054-01-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL 10/02/2025                                        | MONDELEZ INTL 10/02/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2247000 | PA      | $2246471.73   | 0.02%             | 2025-10-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 312945D47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      31284 | PA      | $32093.62     | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%                                           | AMERICAN HONDA 11/10/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8550000 | PA      | $8507969.91   | 0.09%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                | Empower CLO 2022-1 Ltd                                                           | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   21900000 | PA      | $21991432.50  | 0.22%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 31335BXA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3445518 | PA      | $3120854.16   | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398FB67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     745626 | PA      | $64117.01     | 0.00%             | 2039-11-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                       | IRV Trust 2025-200P                                                              | CUSIP: 45006HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7574230.50   | 0.08%             | 2047-03-14      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                                        | Sally Holdings LLC / Sally Capital Inc                                           | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3148828.38   | 0.03%             | 2032-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Social Professional Loan Progr                                  | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                                        | CUSIP: 83401BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3775863.39   | 0.04%             | 2041-01-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132HPNB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     577052 | PA      | $531799.11    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10106898.00  | 0.10%             | 2041-12-25      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                 | Hershey Co/The                                                                   | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    6051000 | PA      | $6242647.70   | 0.06%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                    | Broadcom Inc                                                                     | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2779000 | PA      | $2799512.13   | 0.03%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Corp Trust 2019-PJ2                                | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     268998 | PA      | $253888.24    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES Commercial Mortgage Trust                                  | ARES Commercial Mortgage Trust 2024-IND                                          | CUSIP: 03990DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5019451.50   | 0.05%             | 2041-07-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9186253 | PA      | $7463747.79   | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                        | First Citizens BancShares Inc/NC                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     987000 | PA      | $1000869.32   | 0.01%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac - SCRT                                              | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4                    | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     711661 | PA      | $666604.06    | 0.01%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                              | Roche Holdings Inc                                                               | CUSIP: 771196CG5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    5686000 | PA      | $6026685.73   | 0.06%             | 2030-11-13      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HYT Commercial Mortgage Trust                                   | HYT Commercial Mortgage Trust 2024-RGCY                                          | CUSIP: 449173AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2608463.52   | 0.03%             | 2041-09-15      | Floating      | 6.49%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                        | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    8150000 | PA      | $8284475.00   | 0.08%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                         | Hyundai Capital America                                                          | CUSIP: 44891ACN5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6439000 | PA      | $6736845.15   | 0.07%             | 2028-09-21      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| IMOLA MERGER CORP                                               | Imola Merger Corp                                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2755003.87   | 0.03%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RBC DOMINION SECURITIES INC.                                    | RBC DOMINION SECURITIES INC                                                      | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | Long             | RA               | CORP              | US        |    4716926 | PA      | $4716926.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE OF WISCONSIN INVESTMENT BOARD                             | STATE OF WISCONSIN INVESTMENT BOARD                                              | CUSIP: 000000000<br>LEI: VY0GIYI3352UC4XOP168 | Long             | RA               | CORP              | US        |  130613521 | PA      | $130613521.00 | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | Crown Castle Inc                                                                 | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2093540.98   | 0.02%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: —       |
| NYC Commercial Mortgage Trust                                   | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4001780.80   | 0.04%             | 2042-02-15      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                            | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1215185.82   | 0.01%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B7GR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     572842 | PA      | $63774.66     | 0.00%             | 2043-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                        | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    4700000 | PA      | $4774025.00   | 0.05%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QMLW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14407134 | PA      | $11847710.10  | 0.12%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136ALG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18578479 | PA      | $2157450.92   | 0.02%             | 2044-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2020-1                            | CUSIP: 61771QBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $707488.40    | 0.01%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                    | UBS Group AG                                                                     | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3556000 | PA      | $3520411.98   | 0.04%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                            | FS Rialto 2025-FL10 Issuer LLC                                                   | CUSIP: 30340KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5008887.50   | 0.05%             | 2042-08-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                              | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    6112000 | PA      | $6168088.42   | 0.06%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                       | CIM Trust 2019-J2                                                                | CUSIP: 12558TBG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2535737 | PA      | $2317020.21   | 0.02%             | 2049-10-25      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137H7UK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1196453 | PA      | $1159459.14   | 0.01%             | 2050-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMD2 Re-REMIC Trust                                             | BMD2 Re-Remic Trust 2019-FRR1                                                    | CUSIP: 055631EU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6295555 | PA      | $5426601.26   | 0.05%             | 2052-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                    | NNN REIT Inc                                                                     | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    3566000 | PA      | $3582707.00   | 0.04%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136A94S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2372858 | PA      | $275075.65    | 0.00%             | 2042-11-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QBFD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9088853 | PA      | $8918793.99   | 0.09%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                                  | Chase Home Lending Mortgage Trust Series 2025-9                                  | CUSIP: 16160UAB1<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |     689810 | PA      | $694450.26    | 0.01%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                   | AppLovin Corp                                                                    | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    4192000 | PA      | $4338082.73   | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                         | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1681963.58   | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                          | Extra Space Storage LP                                                           | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1849826.34   | 0.02%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                                | Freddie Mac Strips                                                               | CUSIP: 31325WG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4489913 | PA      | $927014.11    | 0.01%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7118778.10   | 0.07%             | 2042-01-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                  | SMB Private Education Loan Trust 2020-PT-A                                       | CUSIP: 78449VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   16106545 | PA      | $15209953.49  | 0.15%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                        | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1916492.33   | 0.02%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36195GRL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     804619 | PA      | $739409.70    | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136B5E68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37698659 | PA      | $4147042.91   | 0.04%             | 2059-08-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                          | CUSIP: 403956AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3008387.40   | 0.03%             | 2037-05-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ICNQ Mortgage Trust                                             | ICNQ 2024-MF Mortgage Trust                                                      | CUSIP: 450953AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4110493.60   | 0.04%             | 2034-12-10      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1151516.54   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XWTN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1542238 | PA      | $1524493.20   | 0.02%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                  | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                                | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    6025135 | PA      | $6043284.07   | 0.06%             | 2031-12-26      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP 0 12/11/2025                                       | ENTERGY CORP 0 12/11/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3965968.00   | 0.04%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QEUQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     634456 | PA      | $541264.03    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2019-INV1                                               | CUSIP: 46591DAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1537063 | PA      | $1500518.28   | 0.02%             | 2049-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    2534500 | PA      | $2755327.44   | 0.03%             | 2042-09-25      | Floating      | 10.11%                | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                          | UnitedHealth Group Inc                                                           | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     479000 | PA      | $357118.91    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                         | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      70000 | PA      | $74503.73     | 0.00%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                               | Newell Brands Inc                                                                | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1187289.56   | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418FAX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33283703 | PA      | $34044356.69  | 0.34%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2019-CH2                                                  | CUSIP: 81747CAA9<br>LEI: 549300RES143ZXEZ6T39 | Long             | ABS-MBS          | CORP              | US        |       1304 | PA      | $1300.31      | 0.00%             | 2049-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128QSFJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       1972 | PA      | $2027.70      | 0.00%             | 2037-05-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                       | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DIR              | CORP              | US        | -268425000 | NC      | $51788.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                        | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2236000 | PA      | $2007239.89   | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418DNG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19856 | PA      | $16897.18     | 0.00%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                                        | Redwood Funding Trust 2025-3                                                     | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3935222 | PA      | $3944861.04   | 0.04%             | 2056-12-27      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31396YNF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1364775 | PA      | $103340.40    | 0.00%             | 2038-03-25      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| PRM Trust                                                       | PRM Trust 2025-PRM6                                                              | CUSIP: 74277DAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1996595.60   | 0.02%             | 2033-07-05      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                                  | Benefit Street Partners CLO Ltd                                                  | CUSIP: 08182DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   13890000 | PA      | $13924155.51  | 0.14%             | 2038-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                        | Occidental Petroleum Corp                                                        | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1838000 | PA      | $1869394.88   | 0.02%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                           | Norfolk Southern Corp                                                            | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     310000 | PA      | $321598.03    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1668000 | PA      | $1442623.69   | 0.01%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1153677 | PA      | $1077055.24   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                           | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3342625.38   | 0.03%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                                          | GSAA Trust                                                                       | CUSIP: 362334NB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2460603 | PA      | $873285.42    | 0.01%             | 2046-03-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                  | Park Avenue Institutional Advisers CLO Ltd 2021-1                                | CUSIP: 70015QAL2<br>LEI: 529900G1ZDEDA0MGYE20 | Long             | ABS-CBDO         | CORP              | KY        |   22300000 | PA      | $22309120.70  | 0.22%             | 2034-01-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite XXXI Ltd                                                               | CUSIP: 55952FAA6<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-CBDO         | CORP              | KY        |   31780000 | PA      | $31835837.46  | 0.32%             | 2034-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Gam Resecuritization Trust                                      | GAM RE-REMIC Trust 2022-FRR3                                                     | CUSIP: 36459DBU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     180167 | PA      | $177560.36    | 0.00%             | 2048-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36197FNS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     338141 | PA      | $311989.59    | 0.00%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC                                                  | PSEG Power LLC                                                                   | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3141000 | PA      | $3224221.23   | 0.03%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                               | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     585000 | PA      | $608131.49    | 0.01%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38374LBJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     649030 | PA      | $46628.03     | 0.00%             | 2035-05-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                             | Carrier Global Corp                                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     629000 | PA      | $589736.97    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                         | American Axle & Manufacturing Inc                                                | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2949630.40   | 0.03%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                    | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2338000 | PA      | $2389974.46   | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136BPW80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5463129 | PA      | $1138135.89   | 0.01%             | 2053-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137FFX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   69721517 | PA      | $12052643.54  | 0.12%             | 2051-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38382LM40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   67350034 | PA      | $10072887.91  | 0.10%             | 2050-12-20      | 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        |  -45840320 | NC      | $-235960.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust                                  | BSTN Commercial Mortgage Trust 2025-HUB                                          | CUSIP: 05594GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4000000.00   | 0.04%             | 2041-04-13      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                               | CUSIP: 36202FV94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      26514 | PA      | $26685.88     | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                               | Cedar Funding IV CLO Ltd                                                         | CUSIP: 150323BQ5<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   10000000 | PA      | $10022430.00  | 0.10%             | 2038-01-23      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                             | American Express Co                                                              | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3682147.61   | 0.04%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2024-4                            | CUSIP: 61777BAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3906555 | PA      | $3882382.32   | 0.04%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                       | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-103991.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XF2C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10282440 | PA      | $8436383.28   | 0.09%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                      | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $3606587.83   | 0.04%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| TUCSON ELECTRIC POWER CO                                        | Tucson Electric Power Co                                                         | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2883000 | PA      | $2935646.06   | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                          | Verizon Communications Inc                                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $1851828.05   | 0.02%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WYNN RESORTS FINANCE LLC                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3950000 | PA      | $4013891.25   | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| RFM RE-REMIC TRUST 2022-FRR1                                    | RFM Reremic Trust 2022-FRR1                                                      | CUSIP: 74971BBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4803962.25   | 0.05%             | 2049-11-08      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BKPG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3124000 | PA      | $3022571.53   | 0.03%             | 2035-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2019-INV2 Trust                                                              | CUSIP: 67112VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     235786 | PA      | $221173.57    | 0.00%             | 2049-05-27      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                          | Smurfit Kappa Treasury ULC                                                       | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    1983000 | PA      | $2058961.45   | 0.02%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                       | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     758000 | PA      | $756778.66    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                | GWT 2024-WLF2                                                                    | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4250000 | PA      | $4263588.53   | 0.04%             | 2041-05-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                    | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1896000 | PA      | $1695794.86   | 0.02%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                | LPL Holdings Inc                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2143000 | PA      | $2184511.95   | 0.02%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust 2024-CNYN                                                               | CUSIP: 05612HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1384060 | PA      | $1387898.70   | 0.01%             | 2041-04-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34975674 | PA      | $35339331.72  | 0.36%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | Bank of America Corp                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1282985.41   | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140J8JA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2349887 | PA      | $2125137.83   | 0.02%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137BHKK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9095863 | PA      | $624961.72    | 0.01%             | 2045-04-15      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL 10/14/2025                                        | MONDELEZ INTL 10/14/2025                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9983566.00   | 0.10%             | 2025-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                     | Viatris Inc                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $1620575.87   | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140KACG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56580 | PA      | $48227.51     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140F5TL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     595404 | PA      | $542497.52    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae I Pool                                                                | CUSIP: 3620ADSF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      92600 | PA      | $92314.97     | 0.00%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6073000 | PA      | $6325668.26   | 0.06%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GSZZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     284199 | PA      | $280881.49    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                  | Morgan Stanley Residential Mortgage Loan Trust 2024-2                            | CUSIP: 61776FBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4642747 | PA      | $5018507.26   | 0.05%             | 2054-03-25      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                            | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    1125000 | PA      | $1101937.50   | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1554000 | PA      | $1380693.68   | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 3137B8CC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14960055 | PA      | $1102854.49   | 0.01%             | 2037-07-15      | Floating      | 1.61%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                         | Allied Universal Holdco LLC                                                      | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2067260.32   | 0.02%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| VTR Commercial Mortgage Trust                                   | VTR COML MTG 0.00 13OCT41 144A FRN                                               | CUSIP: 92890YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $7000000.00   | 0.07%             | 2041-10-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                     | RCKT Mortgage Trust 2021-3                                                       | CUSIP: 74938DBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  182499604 | PA      | $1373610.64   | 0.01%             | 2051-07-25      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2018-1                                                   | CUSIP: 33850TAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1504504 | PA      | $1404848.24   | 0.01%             | 2048-03-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140GRU69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     573182 | PA      | $568957.91    | 0.01%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                   | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4188395.97   | 0.04%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                        | OBX 2019-EXP1 Trust                                                              | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |      24281 | PA      | $24091.88     | 0.00%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   35276784 | PA      | $225595.04    | 0.00%             | 2049-07-10      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 31418CFD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9924931 | PA      | $8975438.56   | 0.09%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                | Arches Buyer Inc                                                                 | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2054799.25   | 0.02%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                          | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2570000 | PA      | $2678794.19   | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                    | Comcast Corp                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1455081.19   | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31394AW85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     357064 | PA      | $358860.80    | 0.00%             | 2034-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2853000 | PA      | $2595579.23   | 0.03%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                                         | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2801000 | PA      | $2519573.70   | 0.03%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| ONEOK PARTNERS LP                                               | ONEOK Partners LP                                                                | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     780000 | PA      | $802181.89    | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                   | CCUBS Commercial Mortgage Trust 2017-C1                                          | CUSIP: 12508GAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   60233628 | PA      | $923538.12    | 0.01%             | 2050-11-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| CONCORD                                                         | CONCORD MINUTE 10/01/2025                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  128472000 | PA      | $128457289.96 | 1.29%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                                 | CUSIP: 3132DVL94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13762119 | PA      | $11813978.84  | 0.12%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                          | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2688000 | PA      | $2793520.13   | 0.03%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                        | Corp Financiera de Desarrollo SA                                                 | CUSIP: 21987DAE4<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    2700000 | PA      | $2596266.00   | 0.03%             | 2027-09-28      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2017-CD4 Mortgage Trust                                                       | CUSIP: 12515DAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25331827 | PA      | $289000.69    | 0.00%             | 2050-05-10      | Variable      | 1.37%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                           | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3291000 | PA      | $3438866.08   | 0.03%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 31398RDR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     580989 | PA      | $48044.86     | 0.00%             | 2040-05-25      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG Energy Inc                                                                   | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2159692.75   | 0.02%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Palmer Square Loan Funding Ltd                                  | Palmer Square Loan Funding 2025-1 Ltd                                            | CUSIP: 69704CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7410000 | PA      | $7356514.62   | 0.07%             | 2033-02-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                           | Truist Financial Corp                                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1114085.79   | 0.01%             | 2027-03-02      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38379HZL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1852667 | PA      | $131319.89    | 0.00%             | 2044-12-20      | Floating      | 1.35%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS SECURITIES INC.                                 | NATWEST MARKETS SECURITIES INC                                                   | CUSIP: 000000000<br>LEI: ZE2ZWJ5BTIQJ8M0C6K34 | Long             | RA               | CORP              | US        |   14655208 | PA      | $14655208.00  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                          | General Motors Financial Co Inc                                                  | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4322000 | PA      | $4373319.56   | 0.04%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BX Trust                                                        | BX Commercial Mortgage Trust 2024-AIRC                                           | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4680976 | PA      | $4696459.81   | 0.05%             | 2039-08-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                                  | CUSIP: 3140MGMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1901208 | PA      | $1749388.55   | 0.02%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae REMICS                                                                | CUSIP: 3136AAZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9812244 | PA      | $1078254.26   | 0.01%             | 2042-12-25      | Floating      | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac REMICS                                                               | CUSIP: 31395WSJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     399439 | PA      | $36192.68     | 0.00%             | 2035-07-15      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                        | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1992000 | PA      | $1800420.08   | 0.02%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                               | Sonic Capital LLC                                                                | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6928917 | PA      | $6833508.39   | 0.07%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                                  | Sunnova Helios XI Issuer LLC                                                     | CUSIP: 86746AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12005168 | PA      | $11030385.55  | 0.11%             | 2050-05-20      | Fixed         | 5.30%                 | 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      | $30284.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1437965.61   | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                          | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    2402000 | PA      | $2490960.47   | 0.03%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38384BS77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1663058 | PA      | $1678368.94   | 0.02%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                     | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       5960 | NC      | $7218985.07   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                  | Government National Mortgage Association                                         | CUSIP: 38378U7S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6879167 | PA      | $6126322.57   | 0.06%             | 2043-11-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** Voya Funds Trust

**Signature:** Dorothy Roman

**Name of Signer:** Dorothy Roman

**Title:** Vice President, Fund Administration